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, 2019
OR
¨ | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from to
Commission file number 1-5805
A. | Full title of the plan and the address of the plan, if different from that of issuer named below: |
JPMORGAN CHASE 401(k)
SAVINGS PLAN
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
JPMORGAN CHASE & CO.
383 Madison Avenue
New York, New York 10179
JPMORGAN CHASE 401(k) SAVINGS PLAN
Table of Contents
Page | |
Financial Statements: | |
Supplemental Schedules: | |
77 |
2
Report of Independent Registered Public Accounting Firm
To the Plan Administrator and Plan Participants 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, 2019 and 2018 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, 2019 and 2018, 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, 2019, (2) Assets Both Acquired and Disposed of Within the Plan Year ended December 31, 2019 and (3) Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible as of December 31, 2019 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor’s (DOL) Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ Meaden & Moore, Ltd.
Meaden & Moore, Ltd.
We have served as the Plan's auditor since 2006.
Cleveland, Ohio
June 26, 2020
3
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Net Assets Available For Benefits
December 31, | 2019 | 2018 | |||||
Assets: | |||||||
Investments at fair value | $ | 29,594,790,708 | $ | 23,555,032,494 | |||
Investments at contract value | 2,401,033,693 | 2,178,776,787 | |||||
Total investments | 31,995,824,401 | 25,733,809,281 | |||||
Receivables: | |||||||
Employers’ contributions | 557,628,289 | 519,861,002 | |||||
Notes receivable from participants | 565,805,075 | 559,966,294 | |||||
Receivable for investments sold | 639,190,253 | 182,236,389 | |||||
Participants’ contributions | 27,883,532 | 25,968,420 | |||||
Accrued interest and dividends | 23,803,380 | 21,046,617 | |||||
Other | 6,059,052 | 5,370,166 | |||||
Total receivables | 1,820,369,581 | 1,314,448,888 | |||||
Cash (noninterest-bearing) | 172,293 | 716,144 | |||||
Total assets | 33,816,366,275 | 27,048,974,313 | |||||
Liabilities: | |||||||
Derivative payables | 861,116 | 2,810,109 | |||||
Total liabilities at fair value | 861,116 | 2,810,109 | |||||
Payable for investments purchased | 904,725,382 | 495,969,727 | |||||
Accrued administrative expenses | 2,879,172 | 2,426,949 | |||||
Other | 1,134,257 | 4,255,040 | |||||
Total liabilities | 909,599,927 | 505,461,825 | |||||
Net assets available for benefits | $ | 32,906,766,348 | $ | 26,543,512,488 |
The accompanying notes to financial statements are an integral part of these statements.
4
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Changes in Net Assets Available For Benefits
Years Ended December 31, | 2019 | 2018 | |||||
Additions: | |||||||
Contributions: | |||||||
Participants | $ | 1,116,632,591 | $ | 1,063,850,381 | |||
Employers | 566,618,552 | 528,177,711 | |||||
Rollovers | 196,865,874 | 241,154,607 | |||||
Total contributions | 1,880,117,017 | 1,833,182,699 | |||||
Investment income: | |||||||
Dividend income: | |||||||
JPMorgan Chase & Co. common stock | 145,139,032 | 112,992,789 | |||||
Other | 105,587,368 | 94,966,879 | |||||
Interest income | 86,579,444 | 74,105,132 | |||||
Net appreciation/(depreciation) in fair value of investments | 6,285,340,056 | (1,841,646,733 | ) | ||||
Net increase/(decrease) in investment income | 6,622,645,900 | (1,559,581,933 | ) | ||||
Interest income on notes receivable from participants | 24,256,710 | 20,876,791 | |||||
Total additions | 8,527,019,627 | 294,477,557 | |||||
Deductions: | |||||||
Benefits paid to participants | 2,149,523,950 | 1,747,921,497 | |||||
Administrative expenses | 14,241,817 | 15,613,858 | |||||
Total deductions | 2,163,765,767 | 1,763,535,355 | |||||
Net change during the year | 6,363,253,860 | (1,469,057,798 | ) | ||||
Net assets transferred from other plan | — | 30,756,077 | |||||
Net assets available for benefits, beginning of year | 26,543,512,488 | 27,981,814,209 | |||||
Net assets available for benefits, end of year | $ | 32,906,766,348 | $ | 26,543,512,488 |
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, 2019 and 2018
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 38 states and Washington, D.C. and operates nationally as well as through non-U.S. bank branches and subsidiaries, and representative offices.
The following is a general description of the Plan. Refer to the Plan’s Summary Plan Description and governing legal Plan document for a more complete description of the Plan.
General
The Plan enables eligible employees of JPMorgan Chase and certain of its affiliated companies (i.e., "Participants") to save and invest for their retirement in individual accounts. All amounts contributed to a Participant’s account under the Plan are held in a trust fund administered by JPMorgan Chase Bank, N.A., as Trustee.
The Plan is administered by the plan administrator who is appointed by the Board of Directors of JPMorgan Chase or JPMorgan Chase Bank, N.A. The Plan is subject to and is intended to comply with the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”) and the Internal Revenue Code of 1986, as amended ("Code"). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. As a result, the Plan’s fiduciaries may be released from liability for any losses that result from the Participant’s individual investment decisions.
Effective May 1, 2018, the Highbridge Capital 401(k) Plan, which relates to a previous acquisition, was merged into the Plan.
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 alternative funds, the Target Date Funds.
Contributions
Participant contributions
The Plan allows Participants to defer on a pre-tax and/or Roth 401(k) basis through payroll deductions up to 50% (in 1% increments) of their eligible compensation subject to certain legal limitations (“Contributions”). Eligible compensation generally means base salary/regular pay and variable incentive compensation. Eligible compensation excludes overtime, sign-on bonuses and similar awards, referral awards, stipends, non-cash awards (such as equity awards), and allowances. The maximum annual eligible compensation under the Plan may not exceed the applicable statutory limit.
In addition, Participants who are age 50 or older are permitted to make additional Contributions known as “catch-up” contributions.
Matching contributions
Generally, except as discussed below, each contributing employer (“Contributing Employer”) makes an annual matching contribution ("Matching Contribution") on behalf of each Participant who has completed one year of service in an amount equal to 100% of the Participant’s Contributions up to 5% of eligible compensation – provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met. Participants whose total annual cash compensation is $250,000 or more are not eligible to receive Matching Contributions. The determination of total annual cash compensation is made each August 1 and applies for the next succeeding calendar year.
Matching Contributions are invested in the same manner as a Participant’s Contributions.
Discretionary contributions
In December 2019 and 2018, 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 2020 and 2019, 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.
6
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
Other contributions commencing January 1, 2019 - January 1, 2020
In connection with changes to the U.S. Retirement Savings Program, JPMorgan Chase announced in December 2018, that it would freeze its principal defined benefit pension plan in the U.S., the JPMorgan Chase Retirement Plan ("Retirement Plan"). Commencing on January 1, 2020 (and January 1, 2019, for new hires on and after December 2, 2017), eligible employees no longer earn monthly pay credits in the Retirement Plan. Instead, JPMorgan Chase will provide annual profit-sharing contributions to the Plan (known as “automatic pay credits”) on behalf of each Participant who has completed one year of service – provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met – based upon a percentage of eligible compensation capped at $100,000 annually.
Rollover contributions
The Plan accepts qualifying rollover contributions made by Participants in cash from qualified retirement plans of other employers; individual retirement accounts (“IRA”); governmental 457 plans; and 403(b) plans. After-tax rollovers are not accepted by the Plan, except Roth 401(k) rollovers.
Dividend election
The JPMorgan Chase Common Stock Fund has been designated as a non-leveraged employee stock ownership plan. As such, Participants may elect to have any dividends attributable to their vested balance paid to them on a quarterly basis rather than reinvested; the dividend payments are not subject to an early distribution tax penalty. If a Participant makes no election, the dividend income will automatically be reinvested in the Participant’s account in the JPMorgan Chase Common Stock Fund.
Vesting
A Participant’s Contributions are 100% vested, including any associated investment performance (or “earnings”). Participants become 100% vested in the value of the Matching Contributions and automatic pay credits, including any associated investment performance, after they have completed three years of service. Employer discretionary contributions, if any, vest according to the schedule communicated at the time they were announced.
Forfeited accounts
Matching Contributions that are forfeited can be used to reduce a Contributing Employer’s future Matching Contributions and/or Plan expenses that would otherwise be paid directly by the Contributing Employer. For the years ended December 31, 2019 and 2018, $8,296,979 and $4,542,914, respectively, of the forfeited amounts were used to reduce Contributing Employer’s Matching Contributions.
Distributions
Withdrawal of contributions
The Plan allows a Participant to withdraw all or any portion of his or her vested account balance attributable to after-tax contributions or contributions rolled over from another qualified plan or IRA, if any. Certain individuals who participated in prior plans may also withdraw other types of non-forfeitable employer contributions, subject to certain restrictions.
Participants who have withdrawn all amounts permissible under the preceding paragraph may request to withdraw up to the remaining amount of their vested account balance only upon attaining age 591/2 or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions). Participants who do not have the amounts described in the preceding paragraph may request to withdraw their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions).
The Plan allows for in-plan Roth conversions whereby certain Plan Participants who are eligible to take an in-service withdrawal or distribution can convert certain non-Roth account balances in the Plan to Roth accounts.
Payment of vested benefits
A Participant who terminates employment may elect to receive the value of his or her vested benefit under the Plan. In the event of the death of a married Participant, fully vested benefits will be distributed to the Participant’s spouse or to another beneficiary if the spouse previously consented. An unmarried Participant may designate anyone as his or her beneficiary. If there is no spouse or living beneficiary on the date of the Participant’s death, the value of the vested benefit is distributed to the Participant’s estate.
A terminated Participant whose vested account balance under the Plan (including loans) is $1,000 or more may elect to: (1) receive a lump sum payment; (2) obtain a rollover payment to an IRA (traditional or Roth) or another employer’s qualified plan; (3) receive monthly, quarterly or annual installments over a period not exceeding their life expectancy, or (4) defer receipt of the distribution until April 1 of the year after he or she attains the age of 701/2 (or age 72 if the Participant turned age 70 ½ after December 31, 2019). 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 (or age 72 if the Participant turned age 70 ½ after December 31, 2019) unless otherwise elected by the month following the date of his or her 65th birthday.
7
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
If a terminated Participant’s vested account balance does not exceed $1,000, the account balance, less any required income tax withholding, will be paid to the Participant in a single lump sum. However, the Participant may elect to directly roll over the distribution to an IRA (traditional or Roth) or another employer’s qualified plan without any required income tax withholding.
Notes receivable from participants
The Plan permits Participants to borrow a portion of their vested account balance without paying income taxes or incurring income tax penalties. The minimum loan amount is $1,000. The maximum aggregate amount of all loans to any Participant under the Plan is the lesser of $50,000 (reduced by the highest loan balance outstanding during the 12-month period preceding the date of the new loan) or 50% of the vested value of their account balance. The interest rate on a loan is based on the prime rate in effect on the first business day of the month, and it is fixed for the duration of the loan. Generally, loans must be paid off within five years. If, however, the loan is for the purchase of a principal residence, the repayment period may be up to 15 years. The Plan limits Participants to two outstanding loans at any time. Loan principal and interest are paid through payroll deductions. Notes receivable from participants in the Statement of Net Assets Available for Benefits are measured at the principal plus accrued interest amount outstanding.
Administrative expenses
To the extent not paid in full or in part by the Contributing Employers, the trustee uses Plan assets to pay the expenses of the Plan, such as taxes (if any) incurred on the income or assets of the trust, brokerage commissions and other expenses associated with the purchase and sale of investments, investment management fees and other expenses directly attributable to the administration of the Plan.
2. Summary of significant accounting policies
Basis of presentation
The accounting and financial reporting policies of the Plan conform to accounting principles generally accepted in the United States of America (“U.S. GAAP”). Certain prior year amounts have been reclassified to conform with 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, refer to Note 3.
Synthetic GICs
A synthetic GIC is an investment contract associated with the Stable Value Fund in which the Plan owns the underlying investment assets and purchases wrapper contracts from insurance companies or other financial institutions which provide market value and cash flow risk protection to the Plan. The Plan accounts for its synthetic GICs at contract value as that is the amount Participants would receive if they were to withdraw or transfer all or a portion of their investments in the Stable Value Fund. For a discussion of synthetic GIC investment contracts, refer to Note 5.
Participant withdrawals
Participant withdrawals are recorded when paid.
Differences between financial statements and Form 5500
The Plan does not reflect as liabilities amounts allocated to the accounts of Participants who have elected to withdraw from the Plan but have not yet been paid. The U.S. Department of Labor, however, requires that these amounts be reported as a liability on Internal Revenue Service ("IRS") Form 5500. As a result, amounts allocated to withdrawals by Participants that have been processed and approved for payment prior to December 31, but are not yet paid as of that date are recorded on IRS Form 5500 as benefits paid.
The following is a reconciliation of net assets available for benefits as disclosed per the financial statements to the Form 5500.
December 31, | 2019 | 2018 | ||||||
Net assets available for benefits per the financial statements | $ | 32,906,766,348 | $ | 26,543,512,488 | ||||
Less: Amounts allocated to withdrawing Participants | (3,230,876 | ) | (2,362,723 | ) | ||||
Net assets available for benefits per Form 5500 | $ | 32,903,535,472 | $ | 26,541,149,765 |
8
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
The following is a reconciliation of benefits paid to Participants as disclosed per the financial statements to Form 5500.
Year ended December 31, | 2019 | 2018 | ||||||
Benefits paid to Participants per the financial statements | $ | 2,149,523,950 | $ | 1,747,921,497 | ||||
Add: Amounts allocated to withdrawing Participants at end of year | 3,230,876 | 2,362,723 | ||||||
Less: Amounts allocated to withdrawing Participants at beginning of year | (2,362,723 | ) | (4,498,999 | ) | ||||
Benefits paid to Participants per Form 5500 | $ | 2,150,392,103 | $ | 1,745,785,221 |
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.
3. Fair value measurements
Determination of fair value
The following is a description of the Plan’s valuation methodologies for assets and liabilities measured at fair value. The Plan has an established and well-structured process for determining fair values. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is based on quoted market prices, 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. No adjustments to quoted prices are applied for instruments classified within level 1 of the fair value hierarchy (refer to the discussion below for further information on the fair value hierarchy).
The Plan uses various methodologies and assumptions in the determination of fair value. The use of different methodologies or assumptions by other market participants compared with those used by the Plan could result in a different estimate of fair value at the reporting date.
During 2019, 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 observability of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:
• | Level 1 — inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets. |
• | Level 2 — inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument. |
• | Level 3 — one or more inputs to the valuation methodology are unobservable and significant to the fair value measurement. |
A financial instrument’s categorization within the valuation hierarchy is based on the lowest level of input that is significant to the fair value measurement.
9
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
The following table describes the valuation methodologies generally used by the Plan to measure its instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy.
Instrument | Valuation methodology | Classifications in the valuation hierarchy |
JPMorgan Chase & Co. common stock | Closing price reported on the New York Stock Exchange | Level 1 |
Other equity, corporate debt, asset-backed, U.S. federal, state, local and non-U.S. government and mortgage-backed securities | Quoted market prices | Level 1 |
In the absence of quoted market prices, securities are valued based on: | Level 2 | |
• Observable market prices for similar securities | ||
• Relevant broker quotes | ||
• Independent pricing services | ||
• Discounted cash flows | ||
In addition, the following inputs to discounted cash flows are used for the following products: | ||
Mortgage- and asset-backed securities specific inputs: | ||
• Collateral characteristics | ||
• Deal-specific payment and loss allocations | ||
• Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity | ||
Collateralized loan obligations ("CLOs") specific inputs: | ||
• Collateral characteristics | ||
• Deal-specific payment and loss allocations | ||
• Expected prepayment speed, conditional default rates, loss severity | ||
• Credit spreads | ||
• Credit rating data | ||
Fund investments (e.g., mutual, money market and other) and registered investment companies | Net asset value | |
• NAV is supported by the ability to redeem and purchase at NAV level. | Level 1 | |
Derivatives | Exchange traded derivatives that are actively traded and valued using the exchange price. | Level 1 |
Non-exchange traded derivatives that are valued using independent pricing services. | Level 2 | |
Refer to Note 6 for further information on derivative instruments. |
Investments measured at net asset value
The Plan also uses as a practical expedient the NAV per share (or its equivalent) to measure the fair value of multiple investments that (a) do not have a readily determinable fair value and (b) either have the attributes of an investment company or prepare their financial statements consistent with the measurement principles of an investment company. These investments consist predominantly of investments in certain collective investment funds and registered investment companies.
The investment strategies for collective investment funds and registered investment companies vary, and they may invest directly and indirectly in a broad range of equity, debt and derivative investments with the objective of mirroring or exceeding the total return of certain market indices (e.g., Standard & Poor’s ("S&P") 500 Index, Russell 1000 Index, Bloomberg 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 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.
10
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
The following tables present the financial instruments carried at fair value as of December 31, 2019 and 2018, by major product category and fair value hierarchy.
Assets and liabilities measured at fair value on a recurring basis
Fair value hierarchy | ||||||||||||
December 31, 2019 | Level 1 | Level 2 | Total fair value | |||||||||
Equity securities: | ||||||||||||
JPMorgan Chase & Co. | $ | 5,695,985,065 | $ | — | $ | 5,695,985,065 | ||||||
Other equity securities | 2,886,535,039 | 49,941 | 2,886,584,980 | |||||||||
Total equity securities | 8,582,520,104 | 49,941 | 8,582,570,045 | |||||||||
Corporate debt and asset-backed securities | — | 1,854,042,353 | 1,854,042,353 | |||||||||
U.S. federal, state, local and non-U.S. government securities | 526,570,614 | 34,078,069 | 560,648,683 | |||||||||
Mortgage-backed securities | 164,184,132 | 44,522,287 | 208,706,419 | |||||||||
Money market funds and other | 278,609,777 | — | 278,609,777 | |||||||||
Derivative receivables | — | 614,769 | 614,769 | |||||||||
Total assets measured at fair value | $ | 9,551,884,627 | $ | 1,933,307,419 | $ | 11,485,192,046 | ||||||
Investments measured at NAV(a) | 18,109,598,662 | |||||||||||
Total investments at fair value | $ | 29,594,790,708 | ||||||||||
Derivative payables | $ | — | $ | 861,116 | $ | 861,116 | ||||||
Total liabilities measured at fair value | $ | — | $ | 861,116 | $ | 861,116 |
Fair value hierarchy | ||||||||||||
December 31, 2018 | Level 1 | Level 2 | Total fair value | |||||||||
Equity securities: | ||||||||||||
JPMorgan Chase & Co. | $ | 4,401,020,129 | $ | — | $ | 4,401,020,129 | ||||||
Other equity securities | 2,293,810,581 | 19,907 | 2,293,830,488 | |||||||||
Total equity securities | 6,694,830,710 | 19,907 | 6,694,850,617 | |||||||||
Corporate debt and asset-backed securities | — | 1,570,261,140 | 1,570,261,140 | |||||||||
U.S. federal, state, local and non-U.S. government securities | 566,507,075 | 49,833,930 | 616,341,005 | |||||||||
Mortgage-backed securities | 140,178,116 | 12,667,831 | 152,845,947 | |||||||||
Money market funds and other | 182,608,804 | — | 182,608,804 | |||||||||
Derivative receivables | — | 3,233,132 | 3,233,132 | |||||||||
Total assets measured at fair value | $ | 7,584,124,705 | $ | 1,636,015,940 | $ | 9,220,140,645 | ||||||
Investments measured at NAV(a) | 14,334,891,849 | |||||||||||
Total investments at fair value | $ | 23,555,032,494 | ||||||||||
Derivative payables | $ | — | $ | 2,810,109 | $ | 2,810,109 | ||||||
Total liabilities measured at fair value | $ | — | $ | 2,810,109 | $ | 2,810,109 |
(a) | Investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. |
4. Investment program
As of December 31, 2019, 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.
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 record-keeper.
11
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
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 generally become effective on the same business day if the New York Stock Exchange is open and the request is made before 4 p.m. Eastern Time, or by the close of the New York Stock Exchange, whichever is earlier. Otherwise, the changes generally become effective on the next business day.
The Plan Administrator may place restrictions on investments in the funds and on daily transfers and reallocations among funds.
5. 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, except under a limited number of very specific circumstances including termination of the Plan or loss of qualified status of the Plan, material misrepresentations by the Plan sponsor or investment manager, failure by these same parties to meet material obligations under the contract, or other similar types of events.
The following is a summary of the Plan’s investments related to the synthetic GICs recorded at contract value:
December 31, | 2019 | 2018 | |||||
Synthetic GICs | |||||||
MetLife Wrapper Contract | $ | 723,686,179 | $ | 655,440,606 | |||
Prudential Wrapper Contract | 742,497,086 | 674,105,681 | |||||
Transamerica Wrapper Contract | 558,322,075 | 507,380,517 | |||||
VOYA Contract Wrapper Contract | 376,528,353 | 341,849,983 | |||||
Total synthetic GICs | $ | 2,401,033,693 | $ | 2,178,776,787 |
6. Derivative instruments
Derivative contracts derive their value from underlying asset prices, indices, reference rates, other inputs or a combination of these factors and may expose counterparties to risks and rewards of an underlying asset or liability without having to initially invest in, own or exchange the asset or liability. Derivative instruments enable Participants to mitigate or modify interest rate, credit, foreign exchange and equity risks. The Plan uses derivatives to manage and invest in market and credit risk exposures, predominantly using interest rate, credit derivative, foreign exchange and equity contracts. For a further discussion of credit derivatives, refer to the discussion in the Credit derivatives section of this Note.
Accounting for derivatives
All derivatives are recorded on the Statements of Net Assets Available for Benefits at fair value, with all changes in fair value reflected in the Statements of Changes in Net Assets Available for Benefits.
12
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
Notional amount of derivative contracts
The following table summarizes the notional amount of derivative contracts outstanding as of December 31, 2019 and 2018.
Notional amounts(a) | ||||||||
December 31, | 2019 | 2018 | ||||||
Interest rate contracts | ||||||||
Swaps | $ | 249,583,030 | $ | 344,922,347 | ||||
Futures and forwards | 238,861,540 | 143,533,938 | ||||||
Written options | 92,508,526 | 134,499,328 | ||||||
Purchased options | 271,840,000 | 162,460,000 | ||||||
Total interest rate contracts | 852,793,096 | 785,415,613 | ||||||
Credit derivatives | 103,425,833 | 90,442,647 | ||||||
Foreign exchange contracts | ||||||||
Spot, futures and forwards | 65,082,083 | 34,764,532 | ||||||
Total foreign exchange contracts | 65,082,083 | 34,764,532 | ||||||
Equity contracts | ||||||||
Futures and forwards | 8,150 | 11,700 | ||||||
Warrants | — | 2,998 | ||||||
Total equity contracts | 8,150 | 14,698 | ||||||
Total derivative notional amounts | $ | 1,021,309,162 | $ | 910,637,490 |
(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, 2019 and 2018, respectively.
Gross derivative receivables | Gross derivative payables | |||||||||||||||
December 31, | 2019 | 2018 | 2019 | 2018 | ||||||||||||
Contract type | ||||||||||||||||
Interest rate | $ | 25,072 | $ | 2,634,913 | $ | 101,644 | $ | 2,484,193 | ||||||||
Credit | 117,639 | 97,586 | 54,436 | 40,057 | ||||||||||||
Foreign exchange | 472,058 | 453,594 | 705,036 | 232,273 | ||||||||||||
Equity | — | 47,039 | — | 53,586 | ||||||||||||
Gross fair value of derivative receivables and payables | $ | 614,769 | $ | 3,233,132 | $ | 861,116 | $ | 2,810,109 |
Derivatives gains and losses
The following table presents derivatives gains/(losses), by contract type, for the years ended December 31, 2019 and 2018. All amounts are recorded in net appreciation/(depreciation) in fair value of investments in the Statements of Changes in Net Assets Available for Benefits.
Derivatives gains/(losses) | ||||||||
Year ended December 31, | 2019 | 2018 | ||||||
Contract type | ||||||||
Interest rate | $ | (8,829,631 | ) | $ | 1,229,711 | |||
Credit | 471,957 | (587,890 | ) | |||||
Foreign exchange | 614,953 | 1,353,317 | ||||||
Equity | 2,366,171 | (2,933,746 | ) | |||||
Total | $ | (5,376,550 | ) | $ | (938,608 | ) |
13
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
Credit risk, liquidity risk and credit-related contingent features
In addition to the specific market risks introduced by each derivative contract type, derivatives expose the Plan to credit risk — the risk that derivative counterparties may fail to meet their payment obligations under the derivative contracts and the collateral, if any, held by the Plan proves to be of insufficient value to cover the payment obligation. It is the policy of the Plan to actively pursue, where possible, the use of legally enforceable master netting agreements and collateral agreements to mitigate derivative counterparty credit risk inherent in derivative receivables. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated or accelerated and settled through a single payment in a single currency in the event of a default (e.g., bankruptcy, failure to make a required payment or securities transfer or deliver collateral or margin when due). Collateral/margin agreements provide for a security interest in, or title transfer of, securities or cash collateral/margin to the demanding party with a value equal to the amount of the margin deficit on a net basis across all transactions governed by the master netting agreement, less any threshold. The collateral/margin agreement grants to the demanding party, upon default by the counterparty, the right to set off any amounts payable by the counterparty against any posted collateral or the cash equivalent of any posted collateral/margin. It also grants to the demanding party the right to liquidate collateral/margin and to apply the proceeds to an amount payable by the counterparty.
The amount of derivative receivables reported on the Statements of Net Assets Available for Benefits is the fair value of the derivative contracts excluding the impact of any legally enforceable master netting agreements and cash collateral held by the Plan. These amounts represent the cost to the Plan to replace the contracts at then-current market rates should the counterparty default. However, in the Plan’s view, the appropriate measure of current credit risk should take into consideration the collateral held by the Plan. The Plan has received $402,990 and $1,920,000 of cash collateral and no securities collateral as of December 31, 2019 and 2018, respectively.
While derivative receivables expose the Plan to credit risk, derivative payables expose the Plan to liquidity risk, as the derivative contracts may require the Plan to post cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties’ favor. Certain derivative contracts also provide for termination of the contract, generally upon a ratings downgrade of the counterparty or in the event sufficient collateral is not delivered as required, at the fair value of the derivative contracts. The aggregate fair value of derivative payables that contain termination features was $861,116 and $2,810,109 as of December 31, 2019 and 2018, respectively. The Plan has posted $4,030,841 and $3,581,029 of cash collateral and $2,517,057 and $4,120,883 of securities collateral as of December 31, 2019 and 2018, 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, 2019 and 2018, where the Plan is the seller of protection. All of the credit derivative contracts, where the Plan is the seller of protection, were credit default swaps. Upon a credit event, the Plan as a seller of protection would typically pay out only a percentage of the full notional amount of net protection sold, as the amount actually required to be paid on the contracts takes into account the recovery value of the reference obligation at the time of settlement. The Plan does not use notional amounts as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Plan's view, the risks associated with such derivatives. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based.
14
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
Protection sold – credit derivatives ratings(a)/maturity profile
Risk rating of reference entity | Total notional amount | |||||||||||||||||||||
December 31, | <1 year | 1–5 years | >5 years | Fair value of receivables(b) | Fair value of payables(b) | Net Fair value | ||||||||||||||||
2019 | Investment-grade | $ | 11,445,888 | $ | 7,750,000 | $ | 3,100,000 | $ | 22,295,888 | $ | 116,356 | $ | (3,702 | ) | $ | 112,654 | ||||||
Noninvestment-grade | 800,000 | — | — | 800,000 | 1,283 | — | 1,283 | |||||||||||||||
Total | $ | 12,245,888 | $ | 7,750,000 | $ | 3,100,000 | $ | 23,095,888 | $ | 117,639 | $ | (3,702 | ) | $ | 113,937 | |||||||
2018 | Investment-grade | $ | 5,400,000 | $ | 42,598,622 | $ | 2,700,000 | $ | 50,698,622 | $ | 97,586 | $ | (40,057 | ) | $ | 57,529 | ||||||
Noninvestment-grade | — | 100,000 | — | 100,000 | — | — | — | |||||||||||||||
Total | $ | 5,400,000 | $ | 42,698,622 | $ | 2,700,000 | $ | 50,798,622 | $ | 97,586 | $ | (40,057 | ) | $ | 57,529 |
(a) | The ratings scale is primarily based on external credit ratings as defined by S&P and Moody’s Investor Services. |
(b) | Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received and posted by the Plan. |
7. Transactions with affiliated parties
Certain Plan investments are managed by parties that meet the definition of affiliated parties as defined by the Plan. The following summary of transactions qualify as party-in-interest transactions for the years ended December 31, 2019 and 2018.
Aggregate cost of purchases | Aggregate proceeds from sales, redemptions and distributions to participants | |||||||||||
2019 | 2018 | 2019 | 2018 | |||||||||
JPMorgan U.S. Government Money Market Fund – Capital Shares | $ | 3,492,380,255 | $ | 3,290,556,240 | $ | 3,396,379,270 | $ | 3,319,336,274 | ||||
JPMorgan Chase & Co. common stock | 526,498,351 | 655,462,539 | 971,245,992 | 644,297,884 | ||||||||
Core Bond Fund (managed by JPMorgan Investment Advisors) | 116,883,863 | 38,293,276 | 21,424,217 | 31,463,286 | ||||||||
Funds managed by JPMorgan Asset Management (USA) Inc.: | ||||||||||||
Emerging Markets Debt Fund | 25,102,121 | 39,948,658 | 25,493,483 | 16,133,553 | ||||||||
Short-Term Fixed Income Fund | 989,102,822 | 1,168,918,662 | 892,202,909 | 1,115,485,007 | ||||||||
Small Cap Core Fund | 543,995,911 | 631,351,786 | 573,985,277 | 627,746,061 | ||||||||
Stable Value Fund | 789,530,394 | 1,229,634,893 | 616,590,493 | 1,213,670,396 |
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 Code Section 401(a), and therefore, the related trust is exempt from taxation. The Plan is required to operate in accordance with the applicable provisions of the Code to maintain its qualified status. The Plan Administrator believes the Plan is operating in compliance with the applicable requirements of the Code.
U.S. GAAP requires the management of the Plan to evaluate tax positions taken by the Plan and recognize an income tax liability if the Plan has taken uncertain tax positions that more-likely-than-not would not be sustained upon examination by applicable taxing authorities. Management of the Plan has analyzed tax positions taken by the Plan and has concluded that, as of December 31, 2019 and 2018, there were no uncertain tax positions taken, or expected to be taken, that would require recognition of a liability or that would require disclosure in the financial statements. The Plan is subject to audits by the taxing authorities; however, there are currently no audits in progress for any tax period.
Participants who are not currently receiving a distribution under the Plan do not pay any U.S. federal income tax on Contributing Employer contributions or income earned by the Trust. When a Participant, or his or her beneficiary or estate, receives a distribution under the Plan, the distribution is generally taxable. The tax treatment of any distribution from the Trust depends on individual circumstances.
9. Commitments and contingencies
In accordance with the provisions of U.S. GAAP for contingencies, the Plan accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. Plan management evaluates the Plan's outstanding legal proceedings, if any, periodically to assess whether any litigation reserve is required, and
15
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2019 and 2018
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, 2019, that there are no pending or threatened legal proceedings affecting the Plan that would require the establishment of a litigation reserve. There is no assurance that the Plan will not need to establish a reserve, or to adjust the amount of such a reserve, for a litigation-related liability in the future.
10. Risks and uncertainties
The Plan’s investments include financial instruments that are exposed to various risks such as market, credit and liquidity risks. The instruments include investments in equities, fixed income securities, swaps, currency and commodities, futures, forwards, options, and other derivative contracts. Due to the level of risk associated with certain financial instruments, and the sensitivity of certain fair value estimates to changes in valuation assumptions, it is at least reasonably possible that changes in the values of financial instruments will occur in the near term and such changes could materially affect the Participants’ account balances 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 its investments across the Participant directed fund elections. Additionally, the investments within each Fund are further diversified into various financial instruments, with the exception of the JPMorgan Chase Common Stock Fund, which invests predominantly in JPMorgan Chase & Co. common stock. The Plan's exposure to credit risk from synthetic GICs is limited to the excess of the carrying value of the contract over the market value of the underlying investments.
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
The Plan’s management has performed an evaluation of events that have occurred subsequent to December 31, 2019, and through June 26, 2020, which is the date the financial statements were available to be issued. Following the outbreak of the COVID-19 pandemic in early 2020, the Plan’s management is monitoring the development of the pandemic and evaluating its impact on the Plan. The Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”), which was signed into law on March 27, 2020, provides certain relief options for plan sponsors and participants who meet the eligibility criteria spelled out in the CARES Act. The Plan has adopted certain of these provisions. Eligible Participants may now borrow up to the lesser of $100,000 or 100% of the vested value of their account balance, and they can suspend loan repayments for a new or existing loan through December 31, 2020 (or another deadline provided by the IRS). Eligible Participants also have the ability to take a hardship withdrawal from the Plan in an amount equal to their vested account balance up to a maximum of $100,000, which is exempt from the normal 10% early withdrawal penalty. Participants may elect to pay back a portion or the entire amount of the hardship withdrawal over a period of up to three years. The Plan’s management will continue to assess ongoing developments in government actions in response to the COVID-19 pandemic as well as monitor the development of the pandemic and evaluate its impact on the net assets available for benefits and the changes in net assets available for benefits of the Plan. The pandemic has adversely affected global economic activity and greatly increased the volatility and instability in financial markets which affects the values of the Plan’s investments. Refer to Note 10 for additional information regarding the effect on the values of the Plan’s investments and Participants’ account balances. As of the date these financial statements were available to be issued, the Plan’s management was not aware of any other material adverse effects on the Plan as a result of the COVID-19 pandemic. Further, there have been no other material subsequent events that occurred during such period that would require disclosure or recognition in these financial statements.
16
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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: | |||||||||
ABB LTD | 403,572 SHARES | 8,894,807 | 9,739,740 | ||||||
ABBVIE INC | 58,245 SHARES | 4,208,577 | 5,157,012 | ||||||
ABIOMED INC | 44,044 SHARES | 8,468,151 | 7,513,466 | ||||||
ABM INDUSTRIES INC | 78,302 SHARES | 2,664,957 | 2,952,768 | ||||||
ACACIA RESEARCH CORP | 32,678 SHARES | 126,121 | 86,923 | ||||||
ACADIA HEALTHCARE CO INC | 82,928 SHARES | 3,062,509 | 2,754,868 | ||||||
ACCO BRANDS CORP | 407,778 SHARES | 3,190,528 | 3,816,802 | ||||||
ACI WORLDWIDE INC | 49,200 SHARES | 1,588,324 | 1,863,942 | ||||||
ACLARIS THERAPEUTICS INC | 71,300 SHARES | 1,345,614 | 134,757 | ||||||
ACORDA THERAPEUTICS INC | 25,500 SHARES | 980,401 | 52,020 | ||||||
ACTUANT CORP | 103,638 SHARES | 2,684,480 | 2,697,697 | ||||||
ADAPTIVE BIOTECH CORP | 26,300 SHARES | 1,060,818 | 786,896 | ||||||
ADECOAGRO | 242,992 SHARES | 2,372,195 | 2,033,843 | ||||||
ADOBE INC | 69,065 SHARES | 8,352,075 | 22,778,328 | ||||||
ADURO BIOTECH INC | 483,500 SHARES | 2,880,933 | 570,530 | ||||||
ADVANCED DRAINAGE SYSTEMS INC | 31,700 SHARES | 1,256,648 | 1,231,228 | ||||||
ADVANCED ENERGY INDUSTRIES INC | 33,968 SHARES | 2,174,765 | 2,418,522 | ||||||
ADVANCED MICRO DEVICES INC | 369,709 SHARES | 9,268,112 | 16,954,855 | ||||||
ADVANSIX INC | 9,300 SHARES | 255,155 | 185,628 | ||||||
AIR FRANCE-KLM | 142,409 SHARES | 1,574,191 | 1,586,392 | ||||||
AIRCASTLE LTD | 124,800 SHARES | 2,662,183 | 3,994,848 | ||||||
AKEBIA THERAPEUTICS INC | 89,700 SHARES | 1,372,310 | 566,904 | ||||||
AKZO NOBEL NV | 49,683 SHARES | 3,493,712 | 5,054,917 | ||||||
ALECTOR INC | 128,200 SHARES | 2,496,500 | 2,208,886 | ||||||
ALIBABA GRP HOLDING LTD | 43,457 SHARES | 4,599,176 | 9,217,230 | ||||||
ALPHA & OMEGA SEMICONDUCTOR LTD | 147,675 SHARES | 2,239,611 | 2,011,333 | ||||||
ALPHABET INC | 40,701 SHARES | 31,089,096 | 54,418,051 | ||||||
AMAG PHARMACEUTICALS INC | 18,300 SHARES | 449,359 | 222,711 | ||||||
AMAZON.COM INC | 28,941 SHARES | 33,292,666 | 53,478,337 | ||||||
AMEDISYS INC | 8,900 SHARES | 1,094,334 | 1,485,588 | ||||||
AMERICAN ASSETS TR INC | 13,300 SHARES | 611,513 | 610,470 | ||||||
AMERICAN INTL GRP INC | 246,588 SHARES | 13,199,969 | 12,657,362 | ||||||
AMERICAN PUBLIC EDUCATION INC | 20,700 SHARES | 621,134 | 566,973 | ||||||
AMERICAN RENAL ASSOC HLDGS INC | 35,400 SHARES | 779,354 | 367,098 | ||||||
AMERICAN TOWER CORP | 88,941 SHARES | 9,049,411 | 20,440,421 | ||||||
AMERICOLD REALTY TRUST | 101,300 SHARES | 2,641,440 | 3,551,578 | ||||||
AMERIS BANCORP | 28,988 SHARES | 752,477 | 1,233,150 | ||||||
AMERIS BANCORP | 94,740 SHARES | 4,389,705 | 4,030,240 | ||||||
AMETEK INC | 31,930 SHARES | 1,437,608 | 3,184,698 | ||||||
AMICUS THERAPEUTICS INC | 150,700 SHARES | 894,971 | 1,467,818 | ||||||
AMICUS THERAPEUTICS INC | 213,865 SHARES | 2,407,275 | 2,083,045 | ||||||
AMPLIFY ENERGY CORP | 82,300 SHARES | 790,779 | 544,003 | ||||||
ANAPTYSBIO INC | 128,200 SHARES | 2,089,295 | 2,083,250 | ||||||
APOLLO COMMERCIAL RL ES FIN INC | 51,700 SHARES | 977,837 | 945,593 | ||||||
APPFOLIO INC | 8,497 SHARES | 924,019 | 934,245 | ||||||
APPLE INC | 268,173 SHARES | 53,759,500 | 78,749,001 | ||||||
APPLIED INDUSTRIAL TECH INC | 22,400 SHARES | 1,031,982 | 1,493,856 | ||||||
APPLIED MATERIALS INC | 121,896 SHARES | 4,034,824 | 7,440,532 |
17
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
ARCBEST CORP | 102,327 SHARES | 2,287,752 | 2,824,225 | ||||||
ARCH COAL INC | 21,000 SHARES | 1,744,305 | 1,506,540 | ||||||
ARMADA HOFFLER PROP INC | 209,816 SHARES | 2,827,510 | 3,850,124 | ||||||
ARMSTRONG WORLD INDUSTRIES INC | 13,394 SHARES | 1,172,899 | 1,258,634 | ||||||
ARROWHEAD PHARMACEUTICALS INC | 60,700 SHARES | 1,000,962 | 3,850,201 | ||||||
ARVINAS INC | 1,600 SHARES | 25,600 | 65,744 | ||||||
ARYZTA AG | 359,089 SHARES | 1,724,065 | 401,233 | ||||||
ASHFORD HOSPITALITY TR INC | 27,510 SHARES | 176,120 | 76,753 | ||||||
ASSEMBLY BIOSCIENCES INC | 68,600 SHARES | 1,513,572 | 1,403,556 | ||||||
ASSETMARK FINCL HOLDINGS INC | 33,911 SHARES | 847,338 | 984,097 | ||||||
ASTRAZENECA PLC | 61,137 SHARES | 3,638,060 | 6,161,003 | ||||||
ATARA BIOTHERAPEUTICS INC | 13,600 SHARES | 536,299 | 223,992 | ||||||
ATKORE INTL GRP INC | 183,100 SHARES | 4,470,449 | 7,408,226 | ||||||
ATLANTIC POWER CORP | 122,588 SHARES | 277,387 | 285,630 | ||||||
ATLANTIC UNION BANKSHARES CORP | 72,129 SHARES | 2,798,277 | 2,708,444 | ||||||
AUTODESK INC | 87,004 SHARES | 7,734,720 | 15,961,754 | ||||||
AVAYA HOLDINGS CORP | 43,800 SHARES | 710,854 | 591,300 | ||||||
AVIS BUDGET GRP INC | 19,800 SHARES | 697,073 | 638,352 | ||||||
AVIVA PLC | 862,189 SHARES | 6,166,842 | 4,782,328 | ||||||
AXA EQUITABLE HOLDINGS INC | 11,059 SHARES | 242,469 | 274,042 | ||||||
AXIS CAPITAL HOLDINGS LTD | 29,578 SHARES | 1,868,465 | 1,758,116 | ||||||
BAIDU INC | 58,456 SHARES | 9,444,955 | 7,388,838 | ||||||
BALFOUR BEATTY PLC | 1,087,177 SHARES | 4,417,808 | 3,764,781 | ||||||
BANCORP INC | 126,100 SHARES | 1,245,655 | 1,635,517 | ||||||
BANDWIDTH INC | 59,459 SHARES | 2,777,254 | 3,808,349 | ||||||
BANK OF NT BUTTERFIELD & SON LTD | 72,200 SHARES | 2,321,481 | 2,672,844 | ||||||
BANKUNITED INC | 143,593 SHARES | 4,932,092 | 5,249,760 | ||||||
BARCLAYS PLC | 3,711,322 SHARES | 10,335,229 | 8,832,133 | ||||||
BARNES & NOBLE EDUCATION INC | 266,200 SHARES | 1,599,250 | 1,136,674 | ||||||
BARRETT BUSINESS SERVICES INC | 66,697 SHARES | 3,043,763 | 6,033,411 | ||||||
BASF SE | 161,252 SHARES | 13,621,037 | 12,190,712 | ||||||
BASSETT FURNITURE INDUSTRIES INC | 13,800 SHARES | 272,178 | 230,184 | ||||||
BAYER AG | 73,658 SHARES | 5,004,990 | 6,020,011 | ||||||
BEACON ROOFING SUPPLY INC | 18,837 SHARES | 858,474 | 602,407 | ||||||
BECTON DICKINSON AND CO | 20,888 SHARES | 4,188,895 | 5,680,909 | ||||||
BENCHMARK ELECTRONICS INC | 161,700 SHARES | 4,290,311 | 5,556,012 | ||||||
BERRY GLOBAL GRP INC | 8,136 SHARES | 301,342 | 386,379 | ||||||
BERRY PETROLEUM CORP | 206,700 SHARES | 2,035,736 | 1,949,181 | ||||||
BGC PARTNERS INC | 51,951 SHARES | 342,282 | 308,589 | ||||||
BIOGEN INC | 10,003 SHARES | 3,011,064 | 2,968,190 | ||||||
BLACK HILLS CORP | 20,500 SHARES | 1,485,066 | 1,610,070 | ||||||
BLOOMIN' BRANDS INC | 36,500 SHARES | 755,252 | 805,555 | ||||||
BLUCORA INC | 143,600 SHARES | 3,077,586 | 3,753,704 | ||||||
BLUEBIRD BIO INC | 10,100 SHARES | 563,528 | 886,275 | ||||||
BLUEPRINT MEDICINES CORP | 32,100 SHARES | 2,768,461 | 2,571,531 | ||||||
BMC STOCK HOLDINGS INC | 154,000 SHARES | 3,541,866 | 4,418,260 | ||||||
BNP PARIBAS SA | 115,740 SHARES | 6,666,852 | 6,863,576 | ||||||
BOEING CO | 21,985 SHARES | 3,832,847 | 7,161,834 |
18
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
BOEING CO | 34,633 SHARES | 12,442,897 | 11,282,046 | ||||||
BOISE CASCADE CO | 73,209 SHARES | 1,892,402 | 2,674,325 | ||||||
BOOT BARN HOLDINGS INC | 79,115 SHARES | 2,366,690 | 3,522,991 | ||||||
BOTTOMLINE TECH DE INC | 15,400 SHARES | 1,090,271 | 825,440 | ||||||
BOYD GAMING CORP | 22,600 SHARES | 577,087 | 676,644 | ||||||
BP PLC | 1,171,363 SHARES | 6,976,422 | 7,318,115 | ||||||
BRAEMAR HOTELS & RESORTS INC | 21,400 SHARES | 207,652 | 191,102 | ||||||
BRIDGEBIO PHARMA INC | 37,600 SHARES | 1,016,971 | 1,317,880 | ||||||
BRIGHTCOVE INC | 62,800 SHARES | 772,436 | 545,732 | ||||||
BRIGHTSPHERE INVESTMENT GRP | 19,900 SHARES | 291,273 | 203,378 | ||||||
BRIGHTSPHERE INVESTMENT GRP | 248,788 SHARES | 3,835,726 | 2,542,613 | ||||||
BRITISH AMERICAN TOBACCO PLC | 214,566 SHARES | 10,633,914 | 9,185,419 | ||||||
BROOKLINE BANCORP INC | 104,687 SHARES | 1,585,539 | 1,723,148 | ||||||
BROOKS AUTOMATION INC | 59,964 SHARES | 1,526,826 | 2,516,089 | ||||||
BUILDERS FIRSTSOURCE INC | 195,300 SHARES | 2,887,181 | 4,962,573 | ||||||
BUNGE LTD | 74,915 SHARES | 4,830,008 | 4,311,358 | ||||||
BYLINE BANCORP INC | 115,246 SHARES | 2,458,859 | 2,255,364 | ||||||
CACTUS INC | 93,102 SHARES | 2,754,991 | 3,195,261 | ||||||
CAIXABANK SA | 1,059,622 SHARES | 3,950,057 | 3,328,013 | ||||||
CAMBIUM NETWORKS CORP | 180,400 SHARES | 1,728,253 | 1,576,696 | ||||||
CANADIAN IMPERIAL BK OF COMMERCE | 28,410 SHARES | 2,347,875 | 2,367,445 | ||||||
CANADIAN NATIONAL RAILWAY CO | 105,582 SHARES | 9,363,367 | 9,549,892 | ||||||
CARA THERAPEUTICS INC | 43,700 SHARES | 450,016 | 704,007 | ||||||
CARDLYTICS INC | 31,961 SHARES | 518,893 | 2,009,068 | ||||||
CARNIVAL CORP | 82,243 SHARES | 3,781,077 | 4,180,412 | ||||||
CARREFOUR SA | 235,793 SHARES | 4,341,039 | 3,956,931 | ||||||
CATALYST PHARMACEUTICALS INC | 315,800 SHARES | 834,369 | 1,184,250 | ||||||
CATCHMARK TIMBER TR INC | 48,700 SHARES | 567,085 | 558,589 | ||||||
CATHAY GENERAL BANCORP | 21,179 SHARES | 666,636 | 805,861 | ||||||
CBIZ INC | 77,700 SHARES | 1,825,067 | 2,094,792 | ||||||
CDW CORP/DE | 71,189 SHARES | 3,036,309 | 10,168,637 | ||||||
CENTERPOINT ENERGY INC | 106,708 SHARES | 3,078,029 | 2,909,927 | ||||||
CENTRAL EUROPEAN MEDIA ENTRPSLTD | 110,000 SHARES | 516,296 | 498,300 | ||||||
CENTRAL GARDEN & PET CO | 105,800 SHARES | 2,503,809 | 3,106,288 | ||||||
CENTRAL VALLEY COMMUNITY BANCORP | 8,200 SHARES | 183,693 | 177,694 | ||||||
CERIDIAN HCM HOLDING INC | 96,747 SHARES | 5,235,966 | 6,567,186 | ||||||
CF INDUSTRIES HOLDINGS INC | 100,513 SHARES | 3,483,807 | 4,798,491 | ||||||
CHARLES SCHWAB CORP | 120,320 SHARES | 5,416,500 | 5,722,419 | ||||||
CHATHAM LODGING TR | 24,124 SHARES | 490,524 | 442,434 | ||||||
CHEVRON CORP | 12,110 SHARES | 1,369,219 | 1,459,376 | ||||||
CHINA MERCHANTS PORT HOLDINGS CO | 992,858 SHARES | 3,117,252 | 1,679,441 | ||||||
CHINA MOBILE LTD | 1,126,679 SHARES | 10,866,908 | 9,471,172 | ||||||
CHUBB LTD | 70,418 SHARES | 10,188,368 | 10,961,266 | ||||||
CIE FINANCIERE RICHEMONT SA | 18,022 SHARES | 1,373,419 | 1,415,556 | ||||||
CIENA CORP | 15,900 SHARES | 476,067 | 678,771 | ||||||
CIRCOR INTL INC | 57,270 SHARES | 2,333,364 | 2,648,165 | ||||||
CISCO SYSTEMS INC | 148,789 SHARES | 4,130,074 | 7,135,920 | ||||||
CITIGRP INC | 46,146 SHARES | 2,379,542 | 3,686,604 |
19
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
CITY OFFICE INC | 132,100 SHARES | 1,824,642 | 1,785,992 | ||||||
CLEARWAY ENERGY INC | 58,000 SHARES | 1,080,945 | 1,108,960 | ||||||
CLOUDFLARE INC | 186,700 SHARES | 3,056,188 | 3,185,102 | ||||||
COBHAM PLC | 627,886 SHARES | 972,364 | 1,366,218 | ||||||
COCA-COLA BOTTLERS JAPAN HLDGS INC | 41,400 SHARES | 978,301 | 1,063,238 | ||||||
COGNIZANT TECH SOLUTIONS CORP | 37,283 SHARES | 2,463,030 | 2,312,292 | ||||||
COHERUS BIOSCIENCES INC | 97,100 SHARES | 1,253,010 | 1,748,285 | ||||||
COLUMBIA PROPERTY TR INC | 152,895 SHARES | 3,351,856 | 3,197,034 | ||||||
COLUMBUS MCKINNON CORP/NY | 50,285 SHARES | 1,267,115 | 2,012,909 | ||||||
COMCAST CORP | 141,457 SHARES | 4,049,830 | 6,361,321 | ||||||
COMFORT SYSTEMS USA INC | 35,600 SHARES | 1,855,109 | 1,774,660 | ||||||
COMMERCIAL METALS CO | 96,316 SHARES | 1,898,649 | 2,144,957 | ||||||
COMMUNITY TR BANCORP INC | 3,598 SHARES | 123,017 | 167,811 | ||||||
COMTECH TELECOMMUNICATIONS CORP | 32,600 SHARES | 1,146,874 | 1,156,974 | ||||||
CONAGRA BRANDS INC | 131,653 SHARES | 3,275,330 | 4,507,799 | ||||||
CONCERT PHARMACEUTICALS INC | 49,900 SHARES | 1,381,916 | 460,327 | ||||||
CONMED CORP | 8,700 SHARES | 689,716 | 972,921 | ||||||
CONNECTONE BANCORP INC | 63,300 SHARES | 1,250,031 | 1,628,076 | ||||||
CONSOLIDATED WATER CO LTD | 6,700 SHARES | 91,056 | 109,210 | ||||||
CONSTELLATION BRANDS INC | 81,187 SHARES | 14,664,801 | 15,405,233 | ||||||
CONSTRUCTION PARTNERS INC | 59,857 SHARES | 871,556 | 1,009,788 | ||||||
CORECIVIC INC | 20,100 SHARES | 470,792 | 349,338 | ||||||
CORENERGY INFRASTRUCTURE TR INC | 12,700 SHARES | 560,715 | 567,817 | ||||||
CORESITE REALTY CORP | 5,430 SHARES | 323,295 | 608,812 | ||||||
CORNERSTONE ONDEMAND INC | 74,600 SHARES | 4,025,937 | 4,367,830 | ||||||
COSTAMARE INC | 77,500 SHARES | 723,651 | 738,575 | ||||||
COUSINS PROP INC | 64,259 SHARES | 2,222,854 | 2,647,471 | ||||||
COUSINS PROP INC | 98,063 SHARES | 3,264,170 | 4,040,196 | ||||||
COVENANT TRANSPORTATION GRP INC | 11,500 SHARES | 324,988 | 148,637 | ||||||
CRA INTL INC | 12,427 SHARES | 230,900 | 676,899 | ||||||
CROSS COUNTRY HEALTHCARE INC | 227,323 SHARES | 2,308,613 | 2,641,493 | ||||||
CSW INDUSTRIALS INC | 15,200 SHARES | 1,126,056 | 1,170,400 | ||||||
CUSTOMERS BANCORP INC | 112,200 SHARES | 2,287,066 | 2,671,482 | ||||||
CVR ENERGY INC | 53,700 SHARES | 1,902,843 | 2,171,091 | ||||||
CVS HEALTH CORP | 121,390 SHARES | 7,539,000 | 9,018,063 | ||||||
CYBERARK SOFTWARE LTD | 37,304 SHARES | 1,786,044 | 4,348,900 | ||||||
CYBER-CARE INC | 12,250 SHARES | — | 1,837 | ||||||
DANA INC | 43,600 SHARES | 874,410 | 793,520 | ||||||
DANAHER CORP | 37,303 SHARES | 4,050,722 | 5,725,264 | ||||||
DANONE SA | 50,421 SHARES | 4,005,031 | 4,182,561 | ||||||
DARLING INGREDIENTS INC | 179,319 SHARES | 3,255,961 | 5,035,278 | ||||||
DECKERS OUTDOOR CORP | 49,500 SHARES | 5,499,337 | 8,358,570 | ||||||
DELEK US HOLDINGS INC | 38,164 SHARES | 1,232,642 | 1,279,639 | ||||||
DENBURY RESOURCES INC | 2,052,600 SHARES | 4,908,697 | 2,894,166 | ||||||
DERMIRA INC | 151,600 SHARES | 1,638,832 | 2,298,256 | ||||||
DEUTSCHE POST AG | 173,111 SHARES | 5,606,900 | 6,608,724 | ||||||
DEXCOM INC | 6,766 SHARES | 502,855 | 1,479,995 | ||||||
DIAMONDROCK HOSPITALITY CO | 92,138 SHARES | 939,437 | 1,020,889 |
20
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
DICERNA PHARMACEUTICALS INC | 149,400 SHARES | 1,611,456 | 3,291,282 | ||||||
DOCUSIGN INC | 185,128 SHARES | 9,430,971 | 13,719,836 | ||||||
DORIAN LPG LTD | 99,900 SHARES | 1,476,720 | 1,546,452 | ||||||
DOW INC | 49,391 SHARES | 2,568,747 | 2,703,169 | ||||||
DUPONT DE NEMOURS INC | 70,213 SHARES | 5,202,527 | 4,507,675 | ||||||
E*TRADE FINCL CORP | 22,700 SHARES | 1,035,209 | 1,029,899 | ||||||
EAST JAPAN RAILWAY CO | 42,500 SHARES | 3,674,619 | 3,855,210 | ||||||
EAST WEST BANCORP INC | 109,468 SHARES | 3,367,414 | 5,331,092 | ||||||
EASTGRP PROP INC | 13,200 SHARES | 1,805,364 | 1,751,244 | ||||||
ECHO GLOBAL LOGISTICS INC | 40,000 SHARES | 902,559 | 828,000 | ||||||
EDISON INTL | 78,319 SHARES | 5,602,476 | 5,906,036 | ||||||
EDWARDS LIFESCIENCES CORP | 56,402 SHARES | 4,719,843 | 13,158,023 | ||||||
EL PASO ELECTRIC CO | 23,721 SHARES | 1,053,066 | 1,610,419 | ||||||
EMCOR GRP INC | 91,808 SHARES | 6,375,703 | 7,923,030 | ||||||
EMERGENT BIOSOLUTIONS INC | 45,601 SHARES | 2,249,263 | 2,460,174 | ||||||
ENBRIDGE INC | 1 SHARE | — | 40 | ||||||
ENCANA CORP | 1,072,040 SHARES | 9,055,484 | 5,026,415 | ||||||
ENCOMPASS HEALTH CORP | 20,600 SHARES | 1,159,830 | 1,426,962 | ||||||
ENCORE WIRE CORP | 21,100 SHARES | 1,230,087 | 1,211,140 | ||||||
ENDO INTL PLC | 853,900 SHARES | 3,967,820 | 4,004,791 | ||||||
ENOVA INTL INC | 30,800 SHARES | 1,114,831 | 741,048 | ||||||
ENSIGN GRP INC | 137,800 SHARES | 6,521,782 | 6,251,986 | ||||||
ENTERPRISE FINCL SERVICES CORP | 4,200 SHARES | 182,591 | 202,482 | ||||||
EQT CORP | 65,374 SHARES | 1,872,631 | 712,577 | ||||||
EQUIFAX INC | 89,931 SHARES | 8,121,151 | 12,601,132 | ||||||
EQUINIX INC | 16,633 SHARES | 7,058,043 | 9,708,682 | ||||||
EQUITRANS MIDSTREAM CORP | 51,836 SHARES | 1,482,878 | 692,529 | ||||||
ESPERION THERAPEUTICS INC | 22,700 SHARES | 643,345 | 1,353,601 | ||||||
ESSENT GRP LTD | 148,300 SHARES | 6,676,440 | 7,710,117 | ||||||
EVENTBRITE INC | 16,866 SHARES | 316,620 | 340,187 | ||||||
EVERBRIDGE INC | 30,323 SHARES | 1,498,419 | 2,367,620 | ||||||
EVERGY INC | 39,863 SHARES | 2,114,261 | 2,594,683 | ||||||
EVERI HOLDINGS INC | 231,482 SHARES | 2,622,812 | 3,108,803 | ||||||
EVO PAYMENTS INC | 53,782 SHARES | 1,277,803 | 1,420,383 | ||||||
EXTREME NETWORKS INC | 118,900 SHARES | 977,320 | 876,293 | ||||||
EXXON MOBIL CORP | 115,423 SHARES | 9,102,046 | 8,054,217 | ||||||
FABRINET | 31,400 SHARES | 1,445,133 | 2,035,976 | ||||||
FACEBOOK INC | 155,026 SHARES | 21,825,408 | 31,819,086 | ||||||
FANUC CORP | 52,900 SHARES | 9,637,401 | 9,896,085 | ||||||
FEDERATED INVESTORS INC | 130,400 SHARES | 4,047,158 | 4,249,736 | ||||||
FEDNAT HOLDING CO | 24,100 SHARES | 512,114 | 400,783 | ||||||
FERRO CORP | 65,930 SHARES | 892,508 | 977,742 | ||||||
FIBROGEN INC | 32,000 SHARES | 1,057,089 | 1,372,480 | ||||||
FIDELITY NATIONAL INFO SERVICES INC | 105,704 SHARES | 11,964,052 | 14,702,369 | ||||||
FIFTH THIRD BANCORP | 275,167 SHARES | 6,119,365 | 8,458,634 | ||||||
FINCL INSTITUTIONS INC | 47,812 SHARES | 1,531,920 | 1,534,765 | ||||||
FIRST BANCORP/PUERTO RICO | 516,100 SHARES | 3,632,423 | 5,465,499 | ||||||
FIRST BANCORP/SOUTHERN PINES NC | 86,232 SHARES | 3,170,455 | 3,441,519 |
21
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
FIRST BANK/HAMILTON NJ | 12,300 SHARES | 141,237 | 135,915 | ||||||
FIRST BUSINESS FINCL SERVICES INC | 12,293 SHARES | 308,544 | 323,675 | ||||||
FIRST CHOICE BANCORP | 3,400 SHARES | 72,213 | 91,664 | ||||||
FIRST COMMUNITY BANKSHARES INC | 8,219 SHARES | 158,501 | 254,953 | ||||||
FIRST FOUNDATION INC | 80,358 SHARES | 1,152,958 | 1,398,229 | ||||||
FIRST HAWAIIAN INC | 23,000 SHARES | 568,864 | 663,550 | ||||||
FIRST HORIZON NATIONAL CORP | 408,400 SHARES | 6,351,281 | 6,763,104 | ||||||
FIRST INDUSTRIAL REALTY TR INC | 113,947 SHARES | 2,557,850 | 4,729,940 | ||||||
FIRST REPUBLIC BANK | 15,928 SHARES | 1,479,218 | 1,870,744 | ||||||
FIVE BELOW INC | 26,900 SHARES | 1,149,059 | 3,439,434 | ||||||
FLAGSTAR BANCORP INC | 118,600 SHARES | 4,483,710 | 4,536,450 | ||||||
FLEETCOR TECH INC | 80,578 SHARES | 11,551,422 | 23,183,902 | ||||||
FLUENT INC | 186,200 SHARES | 1,112,713 | 465,500 | ||||||
FOCUS FINCL PARTNERS INC | 35,242 SHARES | 1,075,514 | 1,038,582 | ||||||
FOCUS FINCL PARTNERS INC | 81,900 SHARES | 1,848,067 | 2,413,593 | ||||||
FORTUNE BRANDS HOME & SCRTY INC | 54,250 SHARES | 2,569,657 | 3,544,695 | ||||||
FOX CORP | 141,312 SHARES | 4,213,762 | 5,143,757 | ||||||
FRANKLIN RESOURCES INC | 81,965 SHARES | 2,707,705 | 2,129,451 | ||||||
FRESHPET INC | 13,767 SHARES | 616,983 | 813,492 | ||||||
FRONT YARD RESIDENTIAL CORP | 17,300 SHARES | 193,959 | 213,482 | ||||||
FS BANCORP INC | 4,400 SHARES | 217,456 | 280,676 | ||||||
FTS INTL INC | 38,750 SHARES | 362,532 | 40,300 | ||||||
FUTUREFUEL CORP | 47,689 SHARES | 679,976 | 590,867 | ||||||
GAMING AND LEISURE PROP INC | 59,650 SHARES | 933,005 | 2,567,932 | ||||||
GARDNER DENVER HOLDINGS INC | 47,423 SHARES | 955,629 | 1,739,476 | ||||||
GENERAC HOLDINGS INC | 18,600 SHARES | 1,049,851 | 1,870,974 | ||||||
GENERAL ELECTRIC CO | 1,120,221 SHARES | 12,337,574 | 12,501,666 | ||||||
GENERAL MOTORS CO | 388 SHARES | — | 14,201 | ||||||
GEO GRP INC | 43,850 SHARES | 1,337,334 | 728,348 | ||||||
GETTY REALTY CORP | 31,400 SHARES | 959,862 | 1,032,118 | ||||||
GILDAN ACTIVEWEAR INC | 61,804 SHARES | 1,637,308 | 1,829,694 | ||||||
GILEAD SCIENCES INC | 56,791 SHARES | 4,650,313 | 3,690,279 | ||||||
GLADSTONE COMMERCIAL CORP | 89,100 SHARES | 2,018,975 | 1,947,726 | ||||||
GLAUKOS CORP | 46,874 SHARES | 1,992,429 | 2,553,227 | ||||||
GLOBAL PAYMENTS INC | 94,915 SHARES | 6,670,072 | 17,327,682 | ||||||
GLOBUS MEDICAL INC | 52,000 SHARES | 2,960,029 | 3,061,760 | ||||||
GMS INC | 108,100 SHARES | 2,920,468 | 2,927,348 | ||||||
GOOSEHEAD INSURANCE INC | 58,502 SHARES | 843,038 | 2,480,485 | ||||||
GRAY TELEVISION INC | 100,217 SHARES | 1,313,452 | 2,148,652 | ||||||
GREAT LAKES DREDGE & DOCK CORP | 203,300 SHARES | 1,905,707 | 2,303,389 | ||||||
GREAT LAKES DREDGE & DOCK CORP | 240,124 SHARES | 1,579,748 | 2,720,605 | ||||||
GRITSTONE ONCOLOGY INC | 22,000 SHARES | 330,000 | 197,340 | ||||||
GROCERY OUTLET HOLDING CORP | 30,800 SHARES | 677,600 | 999,460 | ||||||
GRPON INC | 212,500 SHARES | 1,124,292 | 507,875 | ||||||
GUARDANT HEALTH INC | 12,037 SHARES | 357,423 | 940,571 | ||||||
GULFPORT ENERGY CORP | 203,400 SHARES | 980,810 | 618,336 | ||||||
HAEMONETICS CORP | 43,700 SHARES | 4,448,025 | 5,021,130 | ||||||
HALLADOR ENERGY CO | 11,800 SHARES | 66,320 | 35,046 |
22
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
HAMILTON BEACH BRANDS HOLDING CO | 8,950 SHARES | 100,984 | 170,945 | ||||||
HANCOCK WHITNEY CORP | 100,300 SHARES | 4,474,659 | 4,401,164 | ||||||
HANMI FINCL CORP | 88,275 SHARES | 2,098,346 | 1,765,059 | ||||||
HANNON ARMSTRNG SUS INFRA CAP INC | 42,800 SHARES | 1,094,295 | 1,377,304 | ||||||
HARSCO CORP | 96,318 SHARES | 1,984,967 | 2,216,277 | ||||||
HEALTHCARE REALTY TR INC | 88,500 SHARES | 2,871,295 | 2,953,245 | ||||||
HEALTHCARE SERVICES GRP INC | 27,157 SHARES | 1,070,038 | 660,458 | ||||||
HEALTHEQUITY INC | 24,630 SHARES | 1,486,143 | 1,824,344 | ||||||
HEIDRICK & STRUGGLES INTL INC | 23,800 SHARES | 1,008,791 | 773,500 | ||||||
HELEN OF TROY LTD | 33,414 SHARES | 4,971,747 | 6,007,503 | ||||||
HERMAN MILLER INC | 7,113 SHARES | 203,505 | 296,256 | ||||||
HERON THERAPEUTICS INC | 116,500 SHARES | 1,963,951 | 2,737,750 | ||||||
HIBBETT SPORTS INC | 103,900 SHARES | 2,026,465 | 2,913,356 | ||||||
HIGHWOODS PROP INC | 7,300 SHARES | 352,921 | 357,043 | ||||||
HILLENBRAND INC | 18,835 SHARES | 651,128 | 627,394 | ||||||
HILLENBRAND INC | 69,300 SHARES | 3,594,749 | 2,308,383 | ||||||
HILLTOP HOLDINGS INC | 7,400 SHARES | 183,881 | 184,482 | ||||||
HILTON WORLDWIDE HOLDINGS INC | 104,579 SHARES | 6,862,217 | 11,598,857 | ||||||
HNI CORP | 78,300 SHARES | 2,914,782 | 2,933,118 | ||||||
HOLOGIC INC | 89,812 SHARES | 3,339,395 | 4,689,085 | ||||||
HOME DEPOT INC | 81,858 SHARES | 10,118,574 | 17,876,150 | ||||||
HOMESTREET INC | 24,870 SHARES | 601,304 | 845,580 | ||||||
HOMOLOGY MEDICINES INC | 58,300 SHARES | 936,457 | 1,206,810 | ||||||
HORIZON THERAPEUTICS PLC | 109,700 SHARES | 1,980,090 | 3,971,140 | ||||||
HORIZON THERAPEUTICS PLC | 124,970 SHARES | 2,675,345 | 4,523,914 | ||||||
HOULIHAN LOKEY INC | 21,385 SHARES | 639,603 | 1,045,085 | ||||||
HOULIHAN LOKEY INC | 52,413 SHARES | 2,406,564 | 2,561,423 | ||||||
HUBSPOT INC | 33,676 SHARES | 2,052,017 | 5,337,646 | ||||||
HUDSON LTD | 147,132 SHARES | 2,654,014 | 2,257,005 | ||||||
HUDSON PACIFIC PROP INC | 27,792 SHARES | 889,404 | 1,046,369 | ||||||
HURCO COS INC | 11,987 SHARES | 395,803 | 459,821 | ||||||
HURON CONSULTING GRP INC | 33,022 SHARES | 1,282,666 | 2,269,272 | ||||||
IBERIABANK CORP | 54,572 SHARES | 4,103,436 | 4,083,623 | ||||||
ICHOR HOLDINGS LTD | 55,000 SHARES | 1,286,783 | 1,829,850 | ||||||
IDACORP INC | 14,676 SHARES | 1,026,478 | 1,567,397 | ||||||
IDT CORP | 53,308 SHARES | 386,017 | 384,351 | ||||||
IHS MARKIT LTD | 230,727 SHARES | 8,347,629 | 17,385,279 | ||||||
ILLINOIS TOOL WORKS INC | 24,403 SHARES | 2,235,426 | 4,383,511 | ||||||
IMAX CORP | 120,785 SHARES | 2,748,427 | 2,467,638 | ||||||
IMMUNOMEDICS INC | 124,200 SHARES | 2,148,915 | 2,628,072 | ||||||
INDEPENDENCE REALTY TR INC | 250,759 SHARES | 2,408,857 | 3,530,687 | ||||||
INFINEON TECH AG | 76,579 SHARES | 1,316,330 | 1,745,846 | ||||||
ING GROEP NV | 354,924 SHARES | 4,223,649 | 4,258,123 | ||||||
INGENICO GRP SA | 11,897 SHARES | 819,207 | 1,292,704 | ||||||
INGEVITY CORP | 19 SHARES | — | 1,660 | ||||||
INPHI CORP | 54,661 SHARES | 1,879,522 | 4,046,007 | ||||||
INSMED INC | 68,400 SHARES | 1,708,048 | 1,633,392 | ||||||
INTEGER HOLDINGS CORP | 70,100 SHARES | 2,908,027 | 5,638,143 |
23
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
INTEGRA LIFESCIENCES HOLDINGS CORP | 53,360 SHARES | 2,494,952 | 3,109,821 | ||||||
INTERCONTINENTAL EXCHANGE INC | 111,735 SHARES | 6,026,119 | 10,341,074 | ||||||
INTERSECT ENT INC | 102,430 SHARES | 2,637,013 | 2,550,507 | ||||||
INTERXION HOLDING NV | 51,018 SHARES | 1,596,467 | 4,275,819 | ||||||
INTL PAPER CO | 131,523 SHARES | 6,132,473 | 6,056,634 | ||||||
INVESTORS BANCORP INC | 598,500 SHARES | 6,960,929 | 7,131,128 | ||||||
INVESTORS REAL ESTATE TR | 3,800 SHARES | 288,127 | 275,500 | ||||||
JELD-WEN HOLDING INC | 22,200 SHARES | 474,197 | 519,702 | ||||||
JELD-WEN HOLDING INC | 77,694 SHARES | 1,843,330 | 1,818,817 | ||||||
JERNIGAN CAPITAL INC | 6,200 SHARES | 122,137 | 118,668 | ||||||
JOHNSON & JOHNSON | 76,868 SHARES | 7,323,421 | 11,212,735 | ||||||
JOHNSON CONTROLS INTL PLC | 83,924 SHARES | 3,173,384 | 3,416,546 | ||||||
JOHNSON MATTHEY PLC | 81,811 SHARES | 3,314,707 | 3,247,038 | ||||||
JONES LANG LASALLE INC | 4,550 SHARES | 638,654 | 792,109 | ||||||
JOUNCE THERAPEUTICS INC | 61,400 SHARES | 1,011,457 | 536,022 | ||||||
* | JPMORGAN CHASE & CO | 40,860,725 SHARES | 2,704,627,360 | 5,695,985,065 | |||||
K12 INC | 126,823 SHARES | 2,820,234 | 2,580,848 | ||||||
KB HOME | 74,400 SHARES | 2,029,520 | 2,549,688 | ||||||
KBR INC | 171,300 SHARES | 3,308,513 | 5,224,650 | ||||||
KDDI CORP | 212,000 SHARES | 3,989,598 | 6,345,857 | ||||||
KELLY SERVICES INC | 30,849 SHARES | 684,576 | 696,570 | ||||||
KIMBALL ELECTRONICS INC | 16,754 SHARES | 200,721 | 294,033 | ||||||
KIMBALL INTL INC | 66,749 SHARES | 912,885 | 1,379,702 | ||||||
KIMBERLY-CLARK CORP | 51,816 SHARES | 5,972,521 | 7,127,291 | ||||||
KNOLL INC | 156,500 SHARES | 3,105,434 | 3,953,190 | ||||||
KOHL'S CORP | 27,798 SHARES | 1,401,232 | 1,416,308 | ||||||
KONTOOR BRANDS INC | 19,500 SHARES | 645,805 | 818,805 | ||||||
KONTOOR BRANDS INC | 25,097 SHARES | 760,886 | 1,053,823 | ||||||
KOPPERS HOLDINGS INC | 62,400 SHARES | 1,841,735 | 2,384,928 | ||||||
KORN FERRY | 15,300 SHARES | 643,632 | 648,720 | ||||||
KORN FERRY | 86,741 SHARES | 2,663,757 | 3,677,818 | ||||||
KRATON CORP | 58,100 SHARES | 1,955,072 | 1,471,092 | ||||||
KURA ONCOLOGY INC | 8,900 SHARES | 151,300 | 122,375 | ||||||
LADDER CAPITAL CORP | 54,500 SHARES | 941,851 | 983,180 | ||||||
LANNETT CO INC | 292,300 SHARES | 2,830,218 | 2,578,086 | ||||||
LAS VEGAS SANDS CORP | 48,528 SHARES | 2,623,716 | 3,350,373 | ||||||
LEXINGTON REALTY TR | 45,200 SHARES | 501,111 | 480,024 | ||||||
LIBERTY LATIN AMERICA LTD | 258,500 SHARES | 4,256,078 | 4,989,050 | ||||||
LIFETIME BRANDS INC | 33,833 SHARES | 485,176 | 235,139 | ||||||
LIGAND PHARMACEUTICALS INC | 9,555 SHARES | 1,301,406 | 996,491 | ||||||
LIMELIGHT NETWORKS INC | 189,300 SHARES | 715,260 | 772,344 | ||||||
LINDE PLC | 39,270 SHARES | 5,223,991 | 8,410,574 | ||||||
LITHIA MOTORS INC | 6,500 SHARES | 751,874 | 955,500 | ||||||
LIVEPERSON INC | 24,837 SHARES | 984,530 | 918,969 | ||||||
LIVERAMP HOLDINGS INC | 34,074 SHARES | 1,602,122 | 1,637,937 | ||||||
LIVONGO HEALTH INC | 27,500 SHARES | 589,402 | 689,150 | ||||||
LIVONGO HEALTH INC | 87,054 SHARES | 2,037,599 | 2,181,573 | ||||||
LLOYDS BANKING GRP PLC | 2,980,795 SHARES | 2,476,506 | 2,468,005 |
24
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
LOCKHEED MARTIN CORP | 47,662 SHARES | 13,187,539 | 18,558,630 | ||||||
LOEWS CORP | 24,128 SHARES | 1,000,116 | 1,266,479 | ||||||
LTC PROP INC | 13,700 SHARES | 707,379 | 613,349 | ||||||
LUMENTUM HOLDINGS INC | 21,700 SHARES | 1,197,283 | 1,720,810 | ||||||
LUTHER BURBANK CORP | 32,800 SHARES | 342,868 | 378,184 | ||||||
MADRIGAL PHARMACEUTICALS INC | 7,992 SHARES | 1,479,209 | 728,151 | ||||||
MAGELLAN HEALTH INC | 52,100 SHARES | 3,568,834 | 4,076,825 | ||||||
MAGNA INTL INC | 36,709 SHARES | 1,908,631 | 2,013,122 | ||||||
MANTECH INTL CORP | 9,400 SHARES | 524,017 | 750,872 | ||||||
MANULIFE FINCL CORP | 169,740 SHARES | 3,054,726 | 3,450,431 | ||||||
MARKEL CORP | 8,960 SHARES | 7,192,619 | 10,242,803 | ||||||
MARKETAXESS HOLDINGS INC | 5,347 SHARES | 836,529 | 2,027,101 | ||||||
MARRIOTT VACATIONS WW CORP | 14,600 SHARES | 1,288,203 | 1,879,896 | ||||||
MARSH & MCLENNAN COS INC | 59,855 SHARES | 2,396,450 | 6,668,446 | ||||||
MARSH & MCLENNAN COS INC | 91,627 SHARES | 5,670,614 | 10,208,164 | ||||||
MASIMO CORP | 8,400 SHARES | 509,298 | 1,327,704 | ||||||
MASTEC INC | 92,900 SHARES | 5,105,624 | 5,960,464 | ||||||
MASTERCARD INC | 114,271 SHARES | 8,697,664 | 34,120,178 | ||||||
MATRIX SERVICE CO | 67,300 SHARES | 1,057,872 | 1,539,824 | ||||||
MATTEL INC | 76,642 SHARES | 1,622,981 | 1,038,499 | ||||||
MAXIM INTEGRATED PRODUCTS INC | 11,545 SHARES | 701,149 | 710,133 | ||||||
MAXIMUS INC | 5,600 SHARES | 383,761 | 416,584 | ||||||
MAXLINEAR INC | 127,731 SHARES | 2,557,416 | 2,710,452 | ||||||
MAYVILLE ENGINEERING CO INC | 102,975 SHARES | 1,501,900 | 965,905 | ||||||
MEDICINES CO | 21,100 SHARES | 543,004 | 1,792,234 | ||||||
MEDTRONIC PLC | 102,626 SHARES | 7,048,733 | 11,642,920 | ||||||
MEIRAGTX HOLDINGS PLC | 52,100 SHARES | 1,164,126 | 1,043,042 | ||||||
MENLO THERAPEUTICS INC | 141,900 SHARES | 1,502,968 | 658,416 | ||||||
MERCK & CO INC | 31,195 SHARES | 1,482,639 | 2,837,185 | ||||||
MEREDITH CORP | 63,900 SHARES | 3,436,380 | 2,074,833 | ||||||
MERIT MEDICAL SYSTEMS INC | 3,017 SHARES | 166,188 | 94,191 | ||||||
MERITAGE HOMES CORP | 103,400 SHARES | 6,683,447 | 6,318,774 | ||||||
MERITOR INC | 71,026 SHARES | 800,426 | 1,860,171 | ||||||
METHODE ELECTRONICS INC | 123,540 SHARES | 4,084,037 | 4,861,299 | ||||||
METLIFE INC | 116,079 SHARES | 5,015,362 | 5,916,547 | ||||||
METTLER-TOLEDO INTL INC | 13,785 SHARES | 9,452,548 | 10,935,365 | ||||||
MFA FINCL INC | 616,749 SHARES | 4,713,399 | 4,718,130 | ||||||
MGIC INVESTMENT CORP | 326,200 SHARES | 4,471,431 | 4,622,254 | ||||||
MGP INGREDIENTS INC | 56,006 SHARES | 3,593,649 | 2,713,491 | ||||||
MICRO FOCUS INTL PLC | 184,338 SHARES | 4,327,520 | 2,597,818 | ||||||
MICROCHIP TECH INC | 25,886 SHARES | 2,245,702 | 2,710,782 | ||||||
MICROCHIP TECH INC | 147,904 SHARES | 12,548,809 | 15,488,507 | ||||||
MICROSOFT CORP | 68,634 SHARES | 3,054,732 | 10,823,582 | ||||||
MICROSOFT CORP | 483,706 SHARES | 41,730,768 | 76,280,436 | ||||||
MICROSTRATEGY INC | 7,200 SHARES | 1,335,635 | 1,026,936 | ||||||
MIRATI THERAPEUTICS INC | 15,154 SHARES | 801,290 | 1,952,744 | ||||||
MOBILE MINI INC | 155,364 SHARES | 5,154,001 | 5,889,849 | ||||||
MODINE MANUFACTURING CO | 14,700 SHARES | 306,789 | 113,190 |
25
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
MOELIS & CO | 16,500 SHARES | 524,186 | 526,680 | ||||||
MOELIS & CO | 70,993 SHARES | 2,394,680 | 2,266,097 | ||||||
MOLINA HEALTHCARE INC | 32,275 SHARES | 2,247,517 | 4,379,395 | ||||||
MONOLITHIC POWER SYSTEMS INC | 17,162 SHARES | 1,048,418 | 3,055,179 | ||||||
MONRO INC | 42,092 SHARES | 2,579,217 | 3,291,594 | ||||||
MONSTER BEVERAGE CORP | 185,595 SHARES | 6,631,005 | 11,794,562 | ||||||
MOOG INC | 8,700 SHARES | 451,969 | 742,371 | ||||||
MORGAN STANLEY | 277,699 SHARES | 9,177,429 | 14,195,973 | ||||||
MOTORS LIQUIDATION CO | 765 SHARES | — | 6,770 | ||||||
MRC GLOBAL INC | 288,600 SHARES | 5,041,809 | 3,936,504 | ||||||
MSCI INC | 30,034 SHARES | 2,540,494 | 7,754,178 | ||||||
MUELLER INDUSTRIES INC | 51,800 SHARES | 1,536,266 | 1,644,650 | ||||||
MUELLER WATER PRODUCTS INC | 136,914 SHARES | 1,393,067 | 1,640,230 | ||||||
MURATA MANUFACTURING CO LTD | 29,900 SHARES | 1,513,241 | 1,856,042 | ||||||
MYERS INDUSTRIES INC | 31,900 SHARES | 565,708 | 532,092 | ||||||
MYRIAD GENETICS INC | 195,100 SHARES | 4,445,948 | 5,312,573 | ||||||
NATERA INC | 85,499 SHARES | 1,835,622 | 2,880,461 | ||||||
NATIONAL GENERAL HOLDINGS CORP | 22,855 SHARES | 523,087 | 505,095 | ||||||
NATIONAL STORAGE AFFILIATES TR | 122,614 SHARES | 2,594,826 | 4,122,283 | ||||||
NATIONAL VISION HOLDINGS INC | 56,100 SHARES | 2,167,918 | 1,819,323 | ||||||
NEOPHOTONICS CORP | 199,100 SHARES | 1,303,354 | 1,756,062 | ||||||
NEW JERSEY RESOURCES CORP | 30,556 SHARES | 1,217,971 | 1,361,881 | ||||||
NEW SENIOR INVESTMENT GRP INC | 247,000 SHARES | 1,227,540 | 1,889,550 | ||||||
NEWS CORP | 232,889 SHARES | 3,058,107 | 3,293,050 | ||||||
NEXSTAR MEDIA GRP INC | 22,778 SHARES | 2,259,163 | 2,670,720 | ||||||
NEXTERA ENERGY INC | 27,507 SHARES | 4,557,940 | 6,661,095 | ||||||
NEXTERA ENERGY PARTNERS LP | 91,164 SHARES | 4,414,100 | 4,799,785 | ||||||
NGM BIOPHARMACEUTICALS INC | 101,900 SHARES | 1,675,792 | 1,884,131 | ||||||
NIC INC | 150,200 SHARES | 2,400,735 | 3,356,970 | ||||||
NIELSEN HOLDINGS PLC | 139,559 SHARES | 3,810,602 | 2,833,048 | ||||||
NIKE INC | 44,524 SHARES | 2,563,510 | 4,510,726 | ||||||
NINE ENERGY SERVICE INC | 53,300 SHARES | 1,818,704 | 416,806 | ||||||
NLIGHT INC | 111,383 SHARES | 2,407,450 | 2,258,847 | ||||||
NMI HOLDINGS INC | 44,900 SHARES | 1,502,411 | 1,489,782 | ||||||
NN INC | 111,504 SHARES | 2,405,330 | 1,031,412 | ||||||
NORTHEAST BANK | 10,700 SHARES | 201,600 | 235,293 | ||||||
NORTHROP GRUMMAN CORP | 32,374 SHARES | 8,014,999 | 11,135,685 | ||||||
NOVARTIS AG | 78,846 SHARES | 5,556,017 | 7,482,777 | ||||||
NUVASIVE INC | 37,500 SHARES | 2,438,688 | 2,900,250 | ||||||
NVE CORP | 14,825 SHARES | 1,038,317 | 1,058,505 | ||||||
OCCIDENTAL PETROLEUM CORP | 149,834 SHARES | 9,539,886 | 6,174,659 | ||||||
OCEANFIRST FINCL CORP | 31,000 SHARES | 894,731 | 791,740 | ||||||
OFFICE DEPOT INC | 720,109 SHARES | 2,738,965 | 1,973,099 | ||||||
ONE GAS INC | 12,200 SHARES | 1,089,089 | 1,141,554 | ||||||
ONTO INNOVATION INC | 62,353 SHARES | 1,668,882 | 2,278,379 | ||||||
OOMA INC | 80,500 SHARES | 883,190 | 1,065,015 | ||||||
ORASURE TECH INC | 116,400 SHARES | 1,284,293 | 934,692 | ||||||
O'REILLY AUTOMOTIVE INC | 25,883 SHARES | 6,810,342 | 11,343,484 |
26
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
OWENS & MINOR INC | 683,977 SHARES | 6,378,646 | 3,536,161 | ||||||
PACWEST BANCORP | 63,980 SHARES | 2,671,893 | 2,448,515 | ||||||
PARK-OHIO HOLDINGS CORP | 10,159 SHARES | 350,782 | 341,850 | ||||||
PAYPAL HOLDINGS INC | 194,792 SHARES | 11,479,122 | 21,070,651 | ||||||
PEBBLEBROOK HOTEL TR | 86,421 SHARES | 2,557,131 | 2,316,947 | ||||||
PENN NATIONAL GAMING INC | 45,444 SHARES | 950,226 | 1,161,549 | ||||||
PENN NATIONAL GAMING INC | 75,640 SHARES | 1,483,439 | 1,933,358 | ||||||
PENNANT GRP INC | 68,950 SHARES | 456,112 | 2,280,176 | ||||||
PENNYMAC FINCL SERVICES INC | 206,086 SHARES | 5,931,574 | 7,015,167 | ||||||
PENNYMAC MTG INVESTMENT TR | 226,100 SHARES | 4,911,338 | 5,039,769 | ||||||
PENUMBRA INC | 47,962 SHARES | 6,478,295 | 7,878,718 | ||||||
PEPSICO INC | 23,529 SHARES | 2,000,513 | 3,215,708 | ||||||
PERFORMANCE FOOD GRP CO | 88,200 SHARES | 2,920,336 | 4,540,536 | ||||||
PERFORMANCE FOOD GRP CO | 129,554 SHARES | 3,520,203 | 6,669,440 | ||||||
PERRIGO CO PLC | 70,074 SHARES | 4,672,426 | 3,620,023 | ||||||
PERSONALIS INC | 31,400 SHARES | 533,800 | 342,260 | ||||||
PERSPECTA INC | 227,400 SHARES | 4,715,030 | 6,012,456 | ||||||
PFIZER INC | 197,200 SHARES | 5,502,299 | 7,726,296 | ||||||
PGT INNOVATIONS INC | 81,848 SHARES | 1,180,189 | 1,220,354 | ||||||
PHIBRO ANIMAL HEALTH CORP | 26,400 SHARES | 1,221,445 | 655,512 | ||||||
PHILIP MORRIS INTL INC | 84,962 SHARES | 7,391,809 | 7,229,417 | ||||||
PHYSICIANS REALTY TR | 262,900 SHARES | 4,995,286 | 4,979,326 | ||||||
PINNACLE FINCL PARTNERS INC | 86,454 SHARES | 3,177,670 | 5,533,056 | ||||||
PIONEER NATURAL RESOURCES CO | 28,872 SHARES | 4,088,790 | 4,370,355 | ||||||
PLANET FITNESS INC | 51,837 SHARES | 1,052,574 | 3,871,187 | ||||||
PNC FINCL SERVICES GRP INC | 42,936 SHARES | 6,368,577 | 6,853,874 | ||||||
PNM RESOURCES INC | 29,600 SHARES | 1,324,533 | 1,501,016 | ||||||
PNM RESOURCES INC | 32,521 SHARES | 1,640,832 | 1,649,140 | ||||||
POLYONE CORP | 37,200 SHARES | 1,204,898 | 1,368,588 | ||||||
POLYONE CORP | 101,956 SHARES | 3,530,751 | 3,750,961 | ||||||
POPULAR INC | 29,616 SHARES | 963,146 | 1,739,940 | ||||||
PORTLAND GENERAL ELECTRIC CO | 78,338 SHARES | 2,881,059 | 4,370,477 | ||||||
PREMIER INC | 41,588 SHARES | 1,416,474 | 1,575,353 | ||||||
PRESTIGE CONSUMER HEALTHCARE INC | 56,923 SHARES | 2,851,205 | 2,305,381 | ||||||
PRINCIPIA BIOPHARMA INC | 2,300 SHARES | 39,100 | 125,994 | ||||||
PROGRESS SOFTWARE CORP | 125,100 SHARES | 5,285,791 | 5,197,905 | ||||||
PROGRESSIVE CORP | 182,939 SHARES | 12,522,406 | 13,242,954 | ||||||
PROOFPOINT INC | 39,573 SHARES | 1,662,429 | 4,542,189 | ||||||
PROSIGHT GLOBAL INC | 24,600 SHARES | 431,312 | 396,798 | ||||||
PROSIGHT GLOBAL INC | 38,009 SHARES | 532,126 | 613,085 | ||||||
PRUDENTIAL PLC | 389,900 SHARES | 6,946,439 | 7,484,375 | ||||||
Q2 HOLDINGS INC | 37,401 SHARES | 940,068 | 3,032,473 | ||||||
QTS REALTY TR INC | 84,243 SHARES | 3,686,716 | 4,571,868 | ||||||
QUAD/GRAPHICS INC | 77,808 SHARES | 1,461,694 | 363,363 | ||||||
QUALCOMM INC | 117,046 SHARES | 7,403,089 | 10,326,969 | ||||||
QUANEX BUILDING PRODUCTS CORP | 29,300 SHARES | 572,209 | 500,444 | ||||||
RADIAN GRP INC | 161,200 SHARES | 2,915,558 | 4,055,792 | ||||||
RADIUS HEALTH INC | 7,800 SHARES | 375,369 | 157,248 |
27
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
RAMACO RESOURCES INC | 24,400 SHARES | 170,023 | 87,352 | ||||||
RAMBUS INC | 383,900 SHARES | 4,180,113 | 5,288,222 | ||||||
RAYTHEON CO | 23,920 SHARES | 2,839,526 | 5,256,181 | ||||||
RED ROBIN GOURMET BURGERS INC | 4,300 SHARES | 127,282 | 141,986 | ||||||
REDWOOD TR INC | 95,964 SHARES | 1,326,937 | 1,587,245 | ||||||
RELX PLC | 136,546 SHARES | 3,138,599 | 3,446,846 | ||||||
RENASANT CORP | 78,607 SHARES | 2,904,004 | 2,784,260 | ||||||
RENT-A-CENTER INC | 267,700 SHARES | 5,306,370 | 7,720,468 | ||||||
RETAIL OPPORTUNITY INVS CORP | 167,987 SHARES | 3,024,071 | 2,966,650 | ||||||
REVANCE THERAPEUTICS INC | 12,700 SHARES | 406,310 | 206,121 | ||||||
REX AMERICAN RESOURCES CORP | 1,191 SHARES | 61,870 | 97,614 | ||||||
REXFORD INDUSTRIAL REALTY INC | 8,900 SHARES | 180,903 | 406,463 | ||||||
REXNORD CORP | 170,311 SHARES | 3,590,042 | 5,555,545 | ||||||
RH | 8,100 SHARES | 1,802,601 | 1,729,350 | ||||||
RHYTHM PHARMACEUTICALS INC | 38,500 SHARES | 931,583 | 883,960 | ||||||
ROCHE HOLDING AG | 15,396 SHARES | 3,180,560 | 4,992,352 | ||||||
ROLLS-ROYCE HOLDINGS PLC | 876,527 SHARES | 9,953,104 | 7,933,176 | ||||||
ROLLS-ROYCE INTL LTD | 36,310,008 SHARES | — | 48,102 | ||||||
ROSS STORES INC | 77,361 SHARES | 3,665,353 | 9,006,368 | ||||||
ROYAL DUTCH SHELL PLC | 260,068 SHARES | 6,506,929 | 7,715,639 | ||||||
RR DONNELLEY & SONS CO | 152,900 SHARES | 855,086 | 603,955 | ||||||
RUSH ENTERPRISES INC | 9,200 SHARES | 325,672 | 427,800 | ||||||
RYANAIR HOLDINGS PLC | 61,184 SHARES | 4,113,086 | 5,360,330 | ||||||
RYERSON HOLDING CORP | 36,400 SHARES | 443,321 | 430,612 | ||||||
S&P GLOBAL INC | 26,286 SHARES | 4,674,623 | 7,177,392 | ||||||
SAGE THERAPEUTICS INC | 32,100 SHARES | 2,487,339 | 2,317,299 | ||||||
SAIA INC | 64,456 SHARES | 4,297,297 | 6,002,143 | ||||||
SALESFORCE.COM INC | 149,478 SHARES | 14,393,203 | 24,311,102 | ||||||
SAMSUNG ELECTRONICS CO LTD | 632 SHARES | 623,317 | 753,976 | ||||||
SAMSUNG ELECTRONICS CO LTD | 6,927 SHARES | 4,631,679 | 8,263,911 | ||||||
SANDERSON FARMS INC | 32,998 SHARES | 4,328,716 | 5,814,908 | ||||||
SANDSTORM GOLD LTD | 182,954 SHARES | 950,158 | 1,363,007 | ||||||
SANMINA CORP | 163,299 SHARES | 3,788,014 | 5,591,358 | ||||||
SAP SE | 51,721 SHARES | 3,855,991 | 6,985,397 | ||||||
SAREPTA THERAPEUTICS INC | 14,400 SHARES | 613,136 | 1,858,176 | ||||||
SAUL CENTERS INC | 9,500 SHARES | 510,181 | 501,410 | ||||||
SCHWEITZER-MAUDUIT INTL INC | 134,649 SHARES | 5,435,770 | 5,653,912 | ||||||
SEACOAST BANKING CORP OF FLORIDA | 42,892 SHARES | 1,014,417 | 1,311,208 | ||||||
SEATTLE GENETICS INC | 48,470 SHARES | 3,481,917 | 5,538,182 | ||||||
SELECT ENERGY SERVICES INC | 302,900 SHARES | 3,318,136 | 2,810,912 | ||||||
SELECT MEDICAL HOLDINGS CORP | 108,300 SHARES | 1,847,131 | 2,527,722 | ||||||
SELECTIVE INSURANCE GRP | 9,967 SHARES | 345,225 | 649,749 | ||||||
SEMPRA ENERGY | 42,204 SHARES | 4,804,323 | 6,393,062 | ||||||
SENIOR HOUSING GRP LLC | 75,100 SHARES | 667,830 | 633,844 | ||||||
SERVICENOW INC | 65,271 SHARES | 4,096,510 | 18,427,309 | ||||||
SHORE BANCSHARES INC | 16,400 SHARES | 277,951 | 284,704 | ||||||
SIEMENS AG | 69,802 SHARES | 7,478,219 | 9,131,229 | ||||||
SIERRA BANCORP | 7,861 SHARES | 144,888 | 228,912 |
28
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
SIGNATURE BANK | 21,556 SHARES | 2,993,588 | 2,944,765 | ||||||
SIGNATURE BANK | 35,300 SHARES | 4,420,438 | 4,822,333 | ||||||
SIGNET JEWELERS LTD | 11,300 SHARES | 727,297 | 245,662 | ||||||
SILK ROAD MEDICAL INC | 42,736 SHARES | 1,714,777 | 1,725,680 | ||||||
SIMPLY GOOD FOODS CO | 53,600 SHARES | 1,551,579 | 1,529,744 | ||||||
SINCLAIR BROADCAST GRP INC | 76,048 SHARES | 2,486,115 | 2,535,440 | ||||||
SINOPHARM GRP CO LTD | 405,119 SHARES | 1,408,508 | 1,479,201 | ||||||
SK TELECOM CO LTD | 275,121 SHARES | 6,263,807 | 6,358,046 | ||||||
SKYWEST INC | 65,800 SHARES | 1,856,109 | 4,252,654 | ||||||
SL GREEN REALTY CORP | 45,571 SHARES | 4,261,044 | 4,187,063 | ||||||
SLACK TECH INC | 409,998 SHARES | 9,511,714 | 9,216,755 | ||||||
SMART GLOBAL HOLDINGS INC | 73,400 SHARES | 2,259,453 | 2,784,796 | ||||||
SOMPO HOLDINGS INC | 69,900 SHARES | 2,776,861 | 2,765,769 | ||||||
SOUTHERN CO | 230,611 SHARES | 11,654,370 | 14,689,921 | ||||||
SOUTHWEST AIRLINES CO | 103,816 SHARES | 3,858,954 | 5,603,988 | ||||||
SOUTHWEST GAS HOLDINGS INC | 33,305 SHARES | 2,389,030 | 2,530,181 | ||||||
SPARK ENERGY INC | 225,634 SHARES | 2,653,282 | 2,082,602 | ||||||
SPARTANNASH CO | 21,653 SHARES | 482,272 | 308,339 | ||||||
SPLUNK INC | 78,376 SHARES | 9,692,597 | 11,738,374 | ||||||
SPORTSMAN'S WAREHOUSE HLDGS INC | 88,600 SHARES | 717,179 | 711,458 | ||||||
SPS COMMERCE INC | 19,700 SHARES | 890,033 | 1,091,774 | ||||||
SS&C TECH HOLDINGS INC | 284,754 SHARES | 13,875,496 | 17,483,896 | ||||||
SSE PLC | 289,432 SHARES | 5,614,723 | 5,515,569 | ||||||
STAMPS.COM INC | 28,500 SHARES | 2,165,944 | 2,380,320 | ||||||
STATE STREET CORP | 64,150 SHARES | 4,724,457 | 5,074,265 | ||||||
STEELCASE INC | 153,736 SHARES | 2,765,360 | 3,145,439 | ||||||
STEPAN CO | 33,200 SHARES | 2,889,766 | 3,401,008 | ||||||
STERICYCLE INC | 40,739 SHARES | 2,563,913 | 2,599,556 | ||||||
STERLING BANCORP/DE | 66,900 SHARES | 1,242,961 | 1,410,252 | ||||||
STERLING CONSTRUCTION CO INC | 18,700 SHARES | 220,480 | 263,296 | ||||||
STEVEN MADDEN LTD | 108,930 SHARES | 3,445,595 | 4,685,079 | ||||||
STONERIDGE INC | 18,396 SHARES | 547,186 | 539,371 | ||||||
STRATEGIC EDUCATION INC | 9,200 SHARES | 1,570,284 | 1,461,880 | ||||||
SUMITOMO MITSUI FINCL GRP INC | 116,600 SHARES | 4,398,048 | 4,332,467 | ||||||
SUMMIT HOTEL PROP INC | 157,019 SHARES | 2,053,253 | 1,937,614 | ||||||
SUMMIT MATERIALS INC | 279,490 SHARES | 6,795,613 | 6,679,811 | ||||||
SUN COMMUNITIES INC | 7,195 SHARES | 515,909 | 1,079,969 | ||||||
SUNSTONE HOTEL INVESTORS INC | 201,611 SHARES | 2,870,738 | 2,806,425 | ||||||
SUTRO BIOPHARMA INC | 18,200 SHARES | 273,000 | 200,200 | ||||||
SVMK INC | 43,200 SHARES | 496,548 | 771,984 | ||||||
SYNEOS HEALTH INC | 44,063 SHARES | 2,142,470 | 2,620,647 | ||||||
SYROS PHARMACEUTICALS INC | 331,200 SHARES | 2,852,773 | 2,288,592 | ||||||
TABULA RASA HEALTHCARE INC | 47,739 SHARES | 2,886,485 | 2,323,935 | ||||||
TAKEDA PHARMACEUTICAL CO LTD | 323,200 SHARES | 15,403,686 | 12,883,390 | ||||||
TANDEM DIABETES CARE INC | 27,342 SHARES | 1,647,739 | 1,629,857 | ||||||
TAYLOR MORRISON HOME CORP | 274,200 SHARES | 6,119,062 | 5,994,012 | ||||||
TC ENERGY CORP | 138,187 SHARES | 6,176,972 | 7,366,749 | ||||||
TCF FINCL CORP | 91,217 SHARES | 2,453,056 | 4,268,956 |
29
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
TCR2 THERAPEUTICS INC | 36,700 SHARES | 550,228 | 524,076 | ||||||
TE CONNECTIVITY LTD | 34,600 SHARES | 1,993,797 | 3,316,064 | ||||||
TECH DATA CORP | 11,684 SHARES | 1,001,179 | 1,677,822 | ||||||
TEGNA INC | 101,200 SHARES | 1,574,980 | 1,689,028 | ||||||
TELADOC HEALTH INC | 40,111 SHARES | 1,742,933 | 3,358,093 | ||||||
TENET HEALTHCARE CORP | 203,800 SHARES | 5,015,506 | 7,750,514 | ||||||
TERRAFORM POWER INC | 309,500 SHARES | 5,021,749 | 4,763,205 | ||||||
TERRENO REALTY CORP | 8,900 SHARES | 450,254 | 481,846 | ||||||
TEXAS INSTRUMENTS INC | 44,984 SHARES | 2,996,896 | 5,770,997 | ||||||
TEXAS ROADHOUSE INC | 26,875 SHARES | 921,559 | 1,513,600 | ||||||
THERAPEUTICSMD INC | 255,600 SHARES | 1,162,447 | 618,552 | ||||||
THERMO FISHER SCIENTIFIC INC | 8,466 SHARES | 1,200,990 | 2,750,349 | ||||||
THERMO FISHER SCIENTIFIC INC | 37,661 SHARES | 6,386,892 | 12,234,929 | ||||||
THERMON GRP HOLDINGS INC | 67,656 SHARES | 1,605,342 | 1,813,181 | ||||||
THIRD POINT REINSURANCE LTD | 24,900 SHARES | 253,682 | 261,948 | ||||||
TILLY'S INC | 93,500 SHARES | 964,621 | 1,145,375 | ||||||
TIVITY HEALTH INC | 77,400 SHARES | 1,738,008 | 1,574,703 | ||||||
TIVO CORP | 350,400 SHARES | 2,794,814 | 2,971,392 | ||||||
TJX COS INC | 86,177 SHARES | 4,103,714 | 5,261,968 | ||||||
TOTAL SA | 229,688 SHARES | 11,862,834 | 12,701,746 | ||||||
TOTAL SA | 134,899 SHARES | 7,657,576 | 7,450,067 | ||||||
TOWER SEMICONDUCTOR LTD | 98,864 SHARES | 2,121,580 | 2,378,668 | ||||||
TRANSUNION | 231,757 SHARES | 7,978,445 | 19,840,717 | ||||||
TREEHOUSE FOODS INC | 6,700 SHARES | 624,246 | 324,950 | ||||||
TREX CO INC | 21,319 SHARES | 1,616,991 | 1,916,152 | ||||||
TRIMAS CORP | 25,624 SHARES | 465,658 | 804,850 | ||||||
TRINET GRP INC | 12,500 SHARES | 603,494 | 707,625 | ||||||
TRINITY INDUSTRIES INC | 89,787 SHARES | 2,095,586 | 1,988,782 | ||||||
TRINSEO SA | 61,796 SHARES | 2,816,079 | 2,299,429 | ||||||
TRONOX HOLDINGS PLC | 59,600 SHARES | 688,021 | 680,632 | ||||||
TRUEBLUE INC | 127,881 SHARES | 3,245,511 | 3,076,817 | ||||||
TURNING POINT THERAPEUTICS INC | 10,644 SHARES | 643,515 | 663,015 | ||||||
TYLER TECH INC | 26,704 SHARES | 5,984,724 | 8,011,734 | ||||||
TYSON FOODS INC | 130,048 SHARES | 7,487,929 | 11,839,570 | ||||||
UBER TECH INC | 314,136 SHARES | 10,035,656 | 9,342,405 | ||||||
ULTRA CLEAN HOLDINGS INC | 73,129 SHARES | 622,607 | 1,716,338 | ||||||
UMPQUA HOLDINGS CORP | 206,800 SHARES | 3,584,022 | 3,660,360 | ||||||
UNDER ARMOUR INC | 472,834 SHARES | 8,975,432 | 10,213,214 | ||||||
UNICREDIT SPA | 795,062 SHARES | 11,717,693 | 11,619,791 | ||||||
UNIFIRST CORP | 14,500 SHARES | 2,446,057 | 2,928,710 | ||||||
UNISYS CORP | 290,900 SHARES | 2,397,251 | 3,450,074 | ||||||
UNITED COMMUNITY BANKS INC | 46,600 SHARES | 1,533,602 | 1,439,008 | ||||||
UNITED PARCEL SERVICE INC | 76,126 SHARES | 8,462,446 | 8,911,310 | ||||||
UNITEDHEALTH GRP INC | 68,533 SHARES | 11,774,299 | 20,147,331 | ||||||
UNIVERSAL FOREST PRODUCTS INC | 74,100 SHARES | 2,036,067 | 3,534,570 | ||||||
URBAN EDGE PROP | 36,200 SHARES | 693,010 | 694,316 | ||||||
US BANCORP | 98,400 SHARES | 4,621,169 | 5,834,136 | ||||||
US FOODS HOLDING CORP | 24,000 SHARES | 603,631 | 1,005,360 |
30
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
VALHI INC | 24,600 SHARES | 64,343 | 46,002 | ||||||
VARONIS SYSTEMS INC | 52,784 SHARES | 1,511,109 | 4,101,845 | ||||||
VECTRUS INC | 130,713 SHARES | 3,842,599 | 6,700,348 | ||||||
VERITIV CORP | 33,300 SHARES | 1,030,510 | 655,011 | ||||||
VERIZON COMMUNICATIONS INC | 161,870 SHARES | 8,251,996 | 9,938,818 | ||||||
VERSO CORP | 10,300 SHARES | 189,643 | 185,709 | ||||||
VIELA BIO INC | 46,300 SHARES | 879,700 | 1,257,045 | ||||||
VIRTUSA CORP | 33,300 SHARES | 1,510,193 | 1,509,489 | ||||||
VISA INC | 127,988 SHARES | 7,909,830 | 24,048,945 | ||||||
VISHAY INTERTECH INC | 214,000 SHARES | 4,100,890 | 4,556,060 | ||||||
VISHAY PRECISION GRP INC | 24,900 SHARES | 654,684 | 846,600 | ||||||
VISTRA ENERGY CORP | 25,375 SHARES | 325,459 | 583,371 | ||||||
VODAFONE GRP | 3,033,271 SHARES | 7,509,088 | 5,897,295 | ||||||
VOLKSWAGEN AG | 75,106 SHARES | 13,461,367 | 14,858,175 | ||||||
W&T OFFSHORE INC | 329,600 SHARES | 893,540 | 1,832,576 | ||||||
WABASH NATIONAL CORP | 336,925 SHARES | 4,790,022 | 4,949,428 | ||||||
WALKER & DUNLOP INC | 87,544 SHARES | 3,975,679 | 5,662,346 | ||||||
WALMART INC | 51,640 SHARES | 3,910,654 | 6,136,898 | ||||||
WALT DISNEY CO | 27,342 SHARES | 3,337,871 | 3,954,473 | ||||||
WARRIOR MET COAL INC | 152,600 SHARES | 3,934,082 | 3,224,438 | ||||||
WAVE LIFE SCIENCES LTD | 58,600 SHARES | 1,547,530 | 469,679 | ||||||
WELBILT INC | 156,842 SHARES | 2,883,465 | 2,448,304 | ||||||
WELLS FARGO & CO | 349,708 SHARES | 17,520,286 | 18,814,290 | ||||||
WESTROCK CO | 126 SHARES | — | 5,407 | ||||||
WEYERHAEUSER CO | 224,130 SHARES | 6,277,703 | 6,768,726 | ||||||
WINGSTOP INC | 30,769 SHARES | 984,404 | 2,653,211 | ||||||
WINTR FINCL CORP | 49,038 SHARES | 2,087,064 | 3,476,794 | ||||||
WINTR FINCL CORP | 49,800 SHARES | 3,912,718 | 3,530,820 | ||||||
WORKDAY INC | 87,007 SHARES | 9,337,215 | 14,308,301 | ||||||
WORTHINGTON INDUSTRIES INC | 12,800 SHARES | 472,041 | 539,904 | ||||||
WPX ENERGY INC | 370,837 SHARES | 4,097,420 | 5,095,300 | ||||||
WW INTL INC | 28,200 SHARES | 1,078,949 | 1,077,522 | ||||||
WW OIL AND GAS INC | 284 SHARES | — | 2 | ||||||
XENCOR INC | 29,100 SHARES | 457,913 | 1,000,749 | ||||||
XENIA HOTELS & RESORTS INC | 111,900 SHARES | 2,327,103 | 2,418,159 | ||||||
XILINX INC | 19,650 SHARES | 1,917,913 | 1,921,180 | ||||||
XPERI CORP | 95,000 SHARES | 1,875,204 | 1,757,500 | ||||||
YELP INC | 46,900 SHARES | 1,622,102 | 1,633,527 | ||||||
Y-MABS THERAPEUTICS INC | 5,600 SHARES | 89,600 | 175,000 | ||||||
ZIMMER BIOMET HOLDINGS INC | 27,381 SHARES | 3,043,090 | 4,098,388 | ||||||
ZUMIEZ INC | 49,100 SHARES | 1,125,350 | 1,695,914 | ||||||
ZYNERBA PHARMACEUTICALS INC | 117,259 SHARES | 1,653,129 | 708,244 | ||||||
TOTAL EQUITY SECURITIES | 4,938,055,332 | 8,582,570,045 | |||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES: | |||||||||
1011778 BC ULC / NEW RED FIN INC | 3.88% 15/JAN/2028 800,000 | 800,000 | 802,000 | ||||||
1011778 BC ULC / NEW RED FIN INC | 5.00% 15/OCT/2025 2,128,000 | 2,141,101 | 2,197,160 | ||||||
8TH AVENUE FOOD & PROVISIONS INC | 3.87% 01/JAN/2028 1,308,552 | 1,297,803 | 1,316,181 | ||||||
8TH AVENUE FOOD & PROVISIONS INC | ZCP 21/SEP/2026 357,453 | 354,772 | 353,283 |
31
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
ABBVIE INC | 2.85% 14/MAY/2023 500,000 | 508,126 | 509,981 | ||||||
ABBVIE INC | 2.90% 06/NOV/2022 2,000,000 | 1,944,812 | 2,041,237 | ||||||
ABBVIE INC | 3.20% 06/NOV/2022 350,000 | 346,053 | 359,143 | ||||||
ABN AMRO BANK | 2.45% 04/JUN/2020 200,000 | 200,112 | 200,307 | ||||||
ABN AMRO FUNDING USA | 1.87% 05/MAR/2020 5,800,000 | 5,781,390 | 5,780,574 | ||||||
ACADIA HEALTHCARE CO INC | 5.13% 01/JUL/2022 370,000 | 370,000 | 372,775 | ||||||
ACADIA HEALTHCARE CO INC | 5.63% 15/FEB/2023 662,000 | 666,505 | 672,757 | ||||||
ACADIA HEALTHCARE CO INC | 6.50% 01/MAR/2024 1,372,000 | 1,386,461 | 1,421,735 | ||||||
ACTIVISION BLIZZARD INC | 2.60% 15/JUN/2022 700,000 | 697,690 | 708,454 | ||||||
ADT SECURITY CORP | 3.50% 15/JUL/2022 418,000 | 426,623 | 425,578 | ||||||
ADT SECURITY CORP | 4.13% 15/JUN/2023 1,081,000 | 1,067,488 | 1,114,781 | ||||||
ADVENTIST HEALTH SYSTEM | 2.43% 01/SEP/2024 200,000 | 200,000 | 200,359 | ||||||
AEP TEXAS CENTRAL TRANS FD II LLC | 5.31% 01/JUL/2021 7,780,925 | 7,864,328 | 7,837,490 | ||||||
AERCAP IRELAND CAPITAL DAC | 4.63% 01/JUL/2022 200,000 | 202,384 | 211,345 | ||||||
AERCAP IRELAND CAPITAL DAC | 4.13% 03/JUL/2023 800,000 | 795,837 | 845,227 | ||||||
AERCAP IRELAND CAPITAL DAC | 4.50% 15/MAY/2021 700,000 | 708,911 | 722,509 | ||||||
AERCAP IRELAND CAPITAL DAC | 4.63% 30/OCT/2020 300,000 | 309,325 | 306,002 | ||||||
AES CORP | 5.13% 01/SEP/2027 750,000 | 755,625 | 800,625 | ||||||
AETNA INC | 2.75% 15/NOV/2022 600,000 | 588,888 | 609,777 | ||||||
AIG GLOBAL FUNDING NOTES | FLT 02/JUL/2020 3,400,000 | 3,407,103 | 3,406,270 | ||||||
AIR LEASE CORP | 2.50% 01/MAR/2021 800,000 | 779,576 | 803,686 | ||||||
AIR LEASE CORP | 3.38% 01/JUN/2021 1,200,000 | 1,193,892 | 1,220,394 | ||||||
AIR LEASE CORP | 3.75% 01/FEB/2022 300,000 | 300,015 | 308,962 | ||||||
AIR LEASE CORP | 3.88% 01/APR/2021 800,000 | 806,344 | 816,408 | ||||||
AIRCASTLE LTD | 5.13% 15/MAR/2021 100,000 | 103,090 | 103,310 | ||||||
AIRCASTLE LTD | 5.50% 15/FEB/2022 900,000 | 939,790 | 957,464 | ||||||
ALBERTSONS COS INC | 4.63% 15/JAN/2027 746,000 | 746,000 | 745,105 | ||||||
ALBERTSONS COS INC | 5.88% 15/FEB/2028 1,947,000 | 1,983,315 | 2,068,688 | ||||||
ALBERTSONS COS INC | 7.50% 15/MAR/2026 800,000 | 799,765 | 898,000 | ||||||
ALBERTSONS COS INC | 5.75% 15/MAR/2025 657,000 | 583,035 | 679,995 | ||||||
ALCOA NEDERLAND HOLDING | 6.75% 30/SEP/2024 1,883,000 | 2,019,377 | 1,981,085 | ||||||
ALIANZ FIN CORP | 1.95% 16/MAR/2020 8,350,000 | 8,316,687 | 8,318,957 | ||||||
ALIMENTATION COUCHE-TARD INC | 2.70% 26/JUL/2022 800,000 | 799,256 | 808,795 | ||||||
ALLEGION US HOLDING CO INC | 3.20% 01/OCT/2024 400,000 | 381,688 | 411,395 | ||||||
ALLERGAN FUNDING SCS | 3.45% 15/MAR/2022 2,100,000 | 2,110,458 | 2,148,226 | ||||||
ALLIANCE DATA SYSTEMS CORP | 4.75% 15/DEC/2024 1,920,000 | 1,920,000 | 1,915,200 | ||||||
ALLIANT HOLDINGS INTERMEDIATE LLC | 6.75% 15/OCT/2027 1,554,000 | 1,554,000 | 1,664,256 | ||||||
ALLY AUTO RCVBLS TR | 1.70% 15/JUN/2021 2,992,472 | 2,988,003 | 2,990,502 | ||||||
ALLY AUTO RCVBLS TR | 1.78% 16/AUG/2021 1,060,242 | 1,058,735 | 1,059,731 | ||||||
ALLY AUTO RCVBLS TR | 1.74% 15/SEP/2021 1,369,003 | 1,366,847 | 1,368,137 | ||||||
ALLY AUTO RCVBLS TR | 1.75% 15/DEC/2021 309,262 | 308,524 | 309,042 | ||||||
ALLY AUTO RCVBLS TR | 1.99% 15/MAR/2022 2,168,162 | 2,168,090 | 2,168,445 | ||||||
ALLY AUTO RCVBLS TR | 2.35% 15/JUN/2022 6,429,973 | 6,441,674 | 6,443,656 | ||||||
ALLY AUTO RCVBLS TR | 2.64% 16/FEB/2021 50,545 | 50,527 | 50,552 | ||||||
ALLY AUTO RCVBLS TR | 2.72% 17/MAY/2021 875,188 | 875,234 | 875,329 | ||||||
ALLY AUTO RCVBLS TR | 2.85% 15/MAR/2022 2,918,598 | 2,928,251 | 2,926,360 | ||||||
ALLY AUTO RCVBLS TR | 2.34% 15/JUN/2022 3,353,000 | 3,358,897 | 3,358,993 | ||||||
ALLY FINCL INC | 8.00% 01/NOV/2031 1,603,000 | 2,064,942 | 2,225,124 |
32
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
ALTICE FRANCE SA/FRANCE | 5.50% 15/JAN/2028 2,061,000 | 2,061,000 | 2,117,781 | ||||||
ALTICE FRANCE SA/FRANCE | 7.38% 01/MAY/2026 6,386,000 | 6,601,854 | 6,856,265 | ||||||
ALTICE FRANCE SA/FRANCE | 8.13% 01/FEB/2027 861,000 | 868,534 | 969,701 | ||||||
ALTICE LUXEMBOURG SA | 10.50% 15/MAY/2027 1,998,000 | 2,015,600 | 2,277,820 | ||||||
AMERICAN BLDRS & CNTRCTRS SUP CO | 5.88% 15/MAY/2026 1,995,000 | 2,009,531 | 2,119,688 | ||||||
AMERICAN BLDRS & CNTRCTRS SUP CO | 4.00% 15/JAN/2028 2,011,000 | 2,018,554 | 2,041,165 | ||||||
AMERICAN EXPRESS CO | FLT 03/AUG/2023 1,500,000 | 1,500,000 | 1,512,623 | ||||||
AMERICAN EXPRESS CREDIT ACCT | 1.93% 15/SEP/2022 12,108,000 | 12,099,244 | 12,107,450 | ||||||
AMERICAN EXPRESS CREDIT ACCT | 1.77% 15/NOV/2022 2,173,000 | 2,170,750 | 2,172,198 | ||||||
AMERICAN HONDA FIN CORP | 1.77% 04/MAR/2020 8,400,000 | 8,375,010 | 8,374,255 | ||||||
AMERICAN HONDA FIN CORP | 2.00% 14/FEB/2020 1,300,000 | 1,299,826 | 1,299,950 | ||||||
AMERICAN HONDA FIN CORP | FLT 08/JAN/2021 1,155,000 | 1,159,293 | 1,158,720 | ||||||
AMERICAN HONDA FIN CORP | FLT 16/JUN/2020 3,069,000 | 3,070,965 | 3,070,572 | ||||||
AMERICAN HONDA FIN CORP | FLT 19/OCT/2020 209,000 | 209,392 | 209,347 | ||||||
AMERICAN INTL GRP INC | 3.75% 10/JUL/2025 1,300,000 | 1,295,489 | 1,391,450 | ||||||
AMERICAN TOWER CORP | 2.25% 15/JAN/2022 1,200,000 | 1,192,257 | 1,203,902 | ||||||
AMERICAN TOWER CORP | 3.00% 15/JUN/2023 700,000 | 684,089 | 715,483 | ||||||
AMERICAN TOWER CORP | 3.45% 15/SEP/2021 100,000 | 99,624 | 102,278 | ||||||
AMERICAN TOWER CORP | 3.50% 31/JAN/2023 500,000 | 491,020 | 518,165 | ||||||
AMERICAN TOWER CORP | 5.90% 01/NOV/2021 100,000 | 106,018 | 106,795 | ||||||
AMERICAN TRANSMISSION SYSTEMS INC | 5.25% 15/JAN/2022 200,000 | 211,346 | 211,691 | ||||||
AMERICREDIT AUTOMOBILE RCVBLS TR | 1.87% 18/AUG/2021 27,982 | 27,861 | 27,978 | ||||||
AMERICREDIT AUTOMOBILE RCVBLS TR | 1.98% 20/DEC/2021 41,791 | 41,661 | 41,784 | ||||||
AMERICREDIT AUTOMOBILE RCVBLS TR | 1.90% 18/MAR/2022 1,732,533 | 1,726,995 | 1,730,954 | ||||||
AMERICREDIT AUTOMOBILE RCVBLS TR | 2.04% 18/JUL/2022 134,262 | 134,128 | 134,275 | ||||||
AMGEN INC | 2.25% 19/AUG/2023 400,000 | 392,524 | 403,759 | ||||||
AP MOLLER - MAERSK | 3.75% 22/SEP/2024 1,000,000 | 1,010,680 | 1,029,596 | ||||||
APERGY CORP | 6.38% 01/MAY/2026 2,066,000 | 2,101,699 | 2,179,630 | ||||||
APPLIED SYSTEMS INC | ZCP 15/SEP/2024 560,265 | 560,265 | 563,021 | ||||||
APX GRP INC | 7.63% 01/SEP/2023 1,235,000 | 1,196,650 | 1,160,900 | ||||||
APX GRP INC | 7.88% 01/DEC/2022 2,529,000 | 2,535,859 | 2,551,129 | ||||||
APX GRP INC | 8.50% 01/NOV/2024 1,644,000 | 1,658,444 | 1,693,320 | ||||||
APX GRP INC | 8.75% 01/DEC/2020 743,000 | 753,135 | 743,000 | ||||||
ARAMARK SERVICES INC | 5.13% 15/JAN/2024 980,000 | 1,004,500 | 1,005,676 | ||||||
ARBY'S | ZCP 01/JAN/2025 703,873 | 700,926 | 709,300 | ||||||
ARD FIN SA | 6.50% 30/JUN/2027 726,000 | 732,430 | 750,648 | ||||||
ARDAGH PACKAGING FIN PLC | 4.13% 15/AUG/2026 1,330,000 | 1,330,000 | 1,363,250 | ||||||
ARDAGH PACKAGING FIN PLC | 5.25% 15/AUG/2027 1,585,000 | 1,585,000 | 1,668,244 | ||||||
ARDAGH PACKAGING FIN PLC | 6.00% 15/FEB/2025 4,538,000 | 4,634,060 | 4,759,227 | ||||||
ARROW ELECTRONICS INC | 3.25% 08/SEP/2024 400,000 | 373,756 | 411,324 | ||||||
ARROW ELECTRONICS INC | 4.50% 01/MAR/2023 300,000 | 302,349 | 316,681 | ||||||
ARUBA INVESTMENTS INC | 8.75% 15/FEB/2023 1,266,000 | 1,282,836 | 1,259,670 | ||||||
ASCEND LEARNING LLC | ZCP 15/JUL/2024 989,771 | 973,854 | 997,506 | ||||||
ASCEND LEARNING LLC | 6.88% 01/AUG/2025 2,841,000 | 2,805,817 | 2,983,050 | ||||||
ASGN INC | 4.63% 15/MAY/2028 1,877,000 | 1,893,424 | 1,929,331 | ||||||
AT&T INC | FLT 01/JUN/2021 400,000 | 400,000 | 402,374 | ||||||
AT&T INC | FLT 12/JUN/2024 200,000 | 198,868 | 203,470 | ||||||
AT&T INC | 3.20% 01/MAR/2022 2,300,000 | 2,298,252 | 2,354,613 |
33
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
AT&T INC | 4.10% 15/FEB/2028 870,000 | 862,168 | 946,689 | ||||||
ATHENE GLOBAL FUNDING | 4.00% 25/JAN/2022 700,000 | 699,783 | 723,135 | ||||||
ATOTECH ALPHA 2 | 8.75% 01/JUN/2023 1,695,000 | 1,704,656 | 1,728,900 | ||||||
ATOTECH ALPHA 3 | 6.25% 01/FEB/2025 2,437,000 | 2,496,696 | 2,497,925 | ||||||
AUST & NEW ZEA CORP | 1.85% 08/MAY/2020 5,800,000 | 5,762,271 | 5,760,803 | ||||||
AUSTRALIA & NEW ZEALND BK GRP LTD | FLT 02/JUL/2020 1,380,000 | 1,380,502 | 1,381,373 | ||||||
AUSTRALIA & NEW ZEALND BK GRP LTD | 5.10% 13/JAN/2020 2,700,000 | 2,702,649 | 2,702,453 | ||||||
AUTONATION INC | 3.35% 15/JAN/2021 300,000 | 297,104 | 303,128 | ||||||
AVANTOR INC | 6.00% 01/OCT/2024 1,003,000 | 1,031,564 | 1,069,429 | ||||||
AVANTOR INC | 9.00% 01/OCT/2025 2,584,000 | 2,620,515 | 2,887,698 | ||||||
AVANTOR INC | ZCP 20/SEP/2024 176,808 | 176,623 | 178,650 | ||||||
AVIATION CAPITAL GRP CORP | 6.75% 06/APR/2021 900,000 | 1,056,375 | 948,449 | ||||||
AVIATION CAPITAL GRP LLC | FLT 01/JUN/2021 1,200,000 | 1,200,000 | 1,205,172 | ||||||
AVIATION CAPITAL GRP LLC | 2.88% 20/JAN/2022 1,300,000 | 1,292,544 | 1,309,366 | ||||||
AVIS BUDGET CAR RENTAL LLC | 5.25% 15/MAR/2025 2,293,000 | 2,156,517 | 2,358,924 | ||||||
AVOLON HOLDINGS FUNDING LTD | 5.50% 15/JAN/2023 700,000 | 730,233 | 754,656 | ||||||
AXALTA COATING SYSTEMS LLC | 4.88% 15/AUG/2024 1,394,000 | 1,440,205 | 1,442,790 | ||||||
B&G FOODS INC | 5.25% 01/APR/2025 1,622,000 | 1,608,559 | 1,667,951 | ||||||
B&G FOODS INC | 5.25% 15/SEP/2027 920,000 | 922,300 | 929,200 | ||||||
BA CREDIT CARD TR | 1.95% 15/AUG/2022 10,585,000 | 10,580,521 | 10,586,058 | ||||||
BACARDI LTD | 4.50% 15/JAN/2021 300,000 | 306,609 | 306,342 | ||||||
BACARDI LTD | 5.30% 15/MAY/2048 800,000 | 787,560 | 929,503 | ||||||
BANCO SANTANDER | ZCP 31/DEC/2164 200,000 | 227,443 | 238,780 | ||||||
BANFF MERGER SUB INC | 9.75% 01/SEP/2026 387,000 | 360,053 | 391,837 | ||||||
BANGKOK BANK | 4.80% 18/OCT/2020 700,000 | 722,015 | 713,832 | ||||||
BANK OF AMERICA CORP | FLT 22/OCT/2025 200,000 | 200,000 | 201,338 | ||||||
BANK OF AMERICA CORP | 4.00% 01/APR/2024 2,486,000 | 2,476,677 | 2,662,713 | ||||||
BANK OF IRELAND | FLT 31/DEC/2164 200,000 | 252,851 | 231,235 | ||||||
BANK OF MONTREAL | FLT 13/JUL/2020 1,958,000 | 1,961,140 | 1,960,725 | ||||||
BANK OF MONTREAL | FLT 15/JUN/2020 718,000 | 717,516 | 719,170 | ||||||
BANK OF NEW YORK MELLON CORP | 2.10% 24/OCT/2024 500,000 | 499,125 | 500,653 | ||||||
BANK OF NEW YORK MELLON CORP | 4.60% 15/JAN/2020 342,000 | 342,314 | 342,284 | ||||||
BANK OF NOVA SCOTIA | 2.00% 09/MAR/2020 6,000,000 | 6,001,484 | 6,001,816 | ||||||
BANK OF NOVA SCOTIA | FLT 18/FEB/2020 3,930,000 | 3,929,887 | 3,931,027 | ||||||
BANK OF NOVA SCOTIA | FLT 08/JAN/2021 665,000 | 666,354 | 665,565 | ||||||
BANK OF THE WEST | 3.09% 15/APR/2021 1,603,052 | 1,605,873 | 1,604,375 | ||||||
BARCLAYS BANK PLC | 7.63% 21/NOV/2022 3,100,000 | 3,375,260 | 3,483,625 | ||||||
BARCLAYS DRYROCK ISSUANCE TR | 2.20% 15/DEC/2022 1,325,000 | 1,325,176 | 1,325,244 | ||||||
BARCLAYS PLC | FLT 16/MAY/2024 1,000,000 | 1,000,000 | 1,011,422 | ||||||
BARCLAYS PLC | 3.20% 10/AUG/2021 800,000 | 799,488 | 810,854 | ||||||
BASF SE CORP | 1.71% 10/JAN/2020 8,300,000 | 8,296,535 | 8,296,309 | ||||||
BAT CAPITAL CORP | 2.76% 15/AUG/2022 590,000 | 568,448 | 598,698 | ||||||
BAT CAPITAL CORP | 3.22% 15/AUG/2024 100,000 | 97,968 | 102,288 | ||||||
BAT INTL FIN PLC | 3.25% 07/JUN/2022 300,000 | 295,446 | 306,658 | ||||||
BAT INTL FIN PLC | 3.50% 15/JUN/2022 300,000 | 297,354 | 308,242 | ||||||
BAUSCH HEALTH AMERICAS INC | 8.50% 31/JAN/2027 993,000 | 1,030,535 | 1,130,828 | ||||||
BAUSCH HEALTH AMERICAS INC | 9.25% 01/APR/2026 1,585,000 | 1,583,019 | 1,820,531 | ||||||
BAUSCH HEALTH COS INC | 5.25% 30/JAN/2030 750,000 | 766,875 | 777,750 |
34
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
BAUSCH HEALTH COS INC | 5.50% 01/MAR/2023 323,000 | 326,230 | 324,615 | ||||||
BAUSCH HEALTH COS INC | 5.50% 01/NOV/2025 830,000 | 838,300 | 867,350 | ||||||
BAUSCH HEALTH COS INC | 5.88% 15/MAY/2023 832,000 | 832,000 | 839,280 | ||||||
BAUSCH HEALTH COS INC | 6.13% 15/APR/2025 1,577,000 | 1,577,000 | 1,629,404 | ||||||
BAUSCH HEALTH COS INC | 7.00% 15/JAN/2028 1,411,000 | 1,425,323 | 1,557,462 | ||||||
BAUSCH HEALTH COS INC | 9.00% 15/DEC/2025 1,779,000 | 1,754,290 | 2,023,079 | ||||||
BAYER US FIN II LLC | 2.75% 15/JUL/2021 1,800,000 | 1,762,404 | 1,810,944 | ||||||
BAYER US FIN II LLC | 3.50% 25/JUN/2021 300,000 | 299,838 | 305,473 | ||||||
BAYER US FIN LLC | 3.00% 08/OCT/2021 300,000 | 294,606 | 303,881 | ||||||
BBVA USA | 2.50% 27/AUG/2024 1,400,000 | 1,399,342 | 1,388,714 | ||||||
BEACON ROOFING SUPPLY INC | 4.50% 15/NOV/2026 2,226,000 | 2,259,084 | 2,292,780 | ||||||
BEACON ROOFING SUPPLY INC | 4.88% 01/NOV/2025 4,430,000 | 4,306,443 | 4,452,150 | ||||||
BECTON DICKINSON AND CO | FLT 06/JUN/2022 800,000 | 800,000 | 805,890 | ||||||
BELLRING BRANDS, LLC | ZCP 10/OCT/2024 1,277,000 | 1,251,460 | 1,293,767 | ||||||
BERKSHIRE HATHAWAY FIN CORP | FLT 10/JAN/2020 2,934,000 | 2,934,108 | 2,934,394 | ||||||
BERRY GLOBAL INC | 4.88% 15/JUL/2026 512,000 | 512,640 | 540,006 | ||||||
BERRY GLOBAL INC | 5.13% 15/JUL/2023 1,645,000 | 1,641,331 | 1,688,181 | ||||||
BERRY GLOBAL INC | 5.50% 15/MAY/2022 2,669,000 | 2,715,569 | 2,699,026 | ||||||
BERRY GLOBAL INC | 6.00% 15/OCT/2022 289,000 | 289,000 | 294,419 | ||||||
BGC PARTNERS INC | 5.38% 24/JUL/2023 1,500,000 | 1,512,168 | 1,604,393 | ||||||
BIG RIVER STEEL LLC | ZCP 15/AUG/2023 1,339,207 | 1,334,062 | 1,342,140 | ||||||
BIG RIVER STEEL LLC | 7.25% 01/SEP/2025 2,339,000 | 2,383,800 | 2,467,645 | ||||||
BMW FIN | 2.25% 12/AUG/2022 1,400,000 | 1,398,950 | 1,405,607 | ||||||
BMW US CAPITAL LLC | FLT 06/APR/2020 656,000 | 655,233 | 656,433 | ||||||
BMW US CAPITAL LLC | FLT 14/AUG/2020 675,000 | 675,990 | 675,856 | ||||||
BMW VEHICLE LEASE TR | 2.07% 20/OCT/2020 2,818,449 | 2,815,509 | 2,818,442 | ||||||
BMW VEHICLE LEASE TR | 2.97% 21/DEC/2020 1,040,825 | 1,042,438 | 1,042,503 | ||||||
BMW VEHICLE OWNER TR | 2.11% 25/SEP/2020 822,856 | 822,856 | 822,973 | ||||||
BNG BANK NV | ZCP 15/APR/2020 6,000,000 | 5,967,625 | 5,969,242 | ||||||
BNP PARIBAS FORTIS CORP | 1.89% 28/APR/2020 5,800,000 | 5,765,599 | 5,764,359 | ||||||
BNZ INTL FUNDING LTD | FLT 21/FEB/2020 2,000,000 | 2,001,136 | 2,001,864 | ||||||
BOC AVIATION LTD | 2.75% 18/SEP/2022 500,000 | 493,195 | 501,754 | ||||||
BOC AVIATION LTD | 3.50% 10/OCT/2024 400,000 | 397,184 | 412,762 | ||||||
BOMBARDIER INC | 6.00% 15/OCT/2022 434,000 | 436,170 | 433,870 | ||||||
BOMBARDIER INC | 7.50% 01/DEC/2024 1,828,000 | 1,865,683 | 1,920,552 | ||||||
BOMBARDIER INC | 7.50% 15/MAR/2025 731,000 | 740,536 | 753,836 | ||||||
BOMBARDIER INC | 7.88% 15/APR/2027 175,000 | 159,250 | 180,031 | ||||||
BORAL FIN PTY LTD | 3.00% 01/NOV/2022 100,000 | 99,899 | 100,416 | ||||||
BOSTON SCIENTIFIC CORP | 3.38% 15/MAY/2022 400,000 | 399,788 | 413,104 | ||||||
BOYD GAMING CORP | 4.75% 01/DEC/2027 1,250,000 | 1,251,563 | 1,298,438 | ||||||
BOYD GAMING CORP | 6.38% 01/APR/2026 856,000 | 884,922 | 921,002 | ||||||
BP CAPITAL MARKETS PLC | 3.81% 10/FEB/2024 1,400,000 | 1,430,618 | 1,495,694 | ||||||
BPCE CORP | 1.86% 03/AUG/2020 3,000,000 | 2,966,094 | 2,965,260 | ||||||
BPCE SA | 2.25% 27/JAN/2020 1,800,000 | 1,799,291 | 1,799,995 | ||||||
BROADCOM CORP | 2.20% 15/JAN/2021 1,800,000 | 1,797,966 | 1,801,381 | ||||||
BROADCOM CORP | 2.65% 15/JAN/2023 1,800,000 | 1,799,802 | 1,810,256 | ||||||
BROADCOM INC | 3.13% 15/APR/2021 1,300,000 | 1,297,920 | 1,315,782 | ||||||
BROADCOM INC | 3.13% 15/OCT/2022 200,000 | 198,302 | 203,759 |
35
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
CAESARS RESORT COLLECTION LLC | 5.25% 15/OCT/2025 1,423,000 | 1,430,985 | 1,472,805 | ||||||
CALFRAC HOLDINGS LP | 8.50% 15/JUN/2026 990,000 | 990,000 | 405,900 | ||||||
CALIFORNIA RESOURCES CORP | 8.00% 15/DEC/2022 626,000 | 501,578 | 269,180 | ||||||
CALLON PETROLEUM CO | 6.13% 01/OCT/2024 1,046,000 | 1,072,475 | 1,065,811 | ||||||
CALLON PETROLEUM CO | 6.38% 01/JUL/2026 2,279,000 | 2,279,630 | 2,312,285 | ||||||
CALPINE CORP | 4.50% 15/FEB/2028 1,598,000 | 1,603,993 | 1,612,174 | ||||||
CALPINE CORP | 5.25% 01/JUN/2026 1,333,000 | 1,321,975 | 1,387,986 | ||||||
CAMPBELL SOUP CO | FLT 15/MAR/2021 1,000,000 | 1,000,674 | 1,002,101 | ||||||
CAMPBELL SOUP CO | 2.50% 02/AUG/2022 700,000 | 665,847 | 708,564 | ||||||
CAMPBELL SOUP CO | 3.65% 15/MAR/2023 600,000 | 585,822 | 625,104 | ||||||
CANADIAN IMPERIAL BK OF COMMERCE | FLT 05/OCT/2020 2,673,000 | 2,677,453 | 2,676,299 | ||||||
CANTOR FITZGERALD LP | 4.88% 01/MAY/2024 800,000 | 797,648 | 853,236 | ||||||
CAPITAL AUTO RCVBLS ASSET TR | 2.79% 20/JAN/2022 103,360 | 103,584 | 103,597 | ||||||
CAPITAL ONE MULTI-ASSET EXECUTN TR | 2.00% 17/JAN/2023 10,732,000 | 10,732,583 | 10,733,296 | ||||||
CARDINAL HEALTH INC | 2.62% 15/JUN/2022 1,200,000 | 1,200,000 | 1,212,288 | ||||||
CARMAX AUTO OWNER TR | 1.88% 15/JUN/2021 2,398,761 | 2,395,790 | 2,398,016 | ||||||
CARMAX AUTO OWNER TR | 1.39% 17/MAY/2021 1,374,259 | 1,369,773 | 1,373,209 | ||||||
CARMAX AUTO OWNER TR | 1.40% 15/AUG/2021 180,295 | 178,999 | 180,003 | ||||||
CARMAX AUTO OWNER TR | 1.98% 15/NOV/2021 2,410,792 | 2,405,894 | 2,410,735 | ||||||
CARMAX AUTO OWNER TR | 1.93% 15/MAR/2022 2,559,947 | 2,558,745 | 2,559,013 | ||||||
CARMAX AUTO OWNER TR | 2.23% 17/MAY/2021 164,959 | 164,829 | 164,962 | ||||||
CARMAX AUTO OWNER TR | 2.73% 16/AUG/2021 1,089,887 | 1,090,937 | 1,091,071 | ||||||
CARMAX AUTO OWNER TR | 2.88% 15/OCT/2021 2,044,497 | 2,048,128 | 2,048,465 | ||||||
CARMAX AUTO OWNER TR | 3.02% 15/JUL/2022 4,844,554 | 4,866,733 | 4,865,405 | ||||||
CARMAX AUTO OWNER TR | 3.02% 15/JUL/2022 5,441,819 | 5,467,310 | 5,465,241 | ||||||
CARMAX AUTO OWNER TR | 1.97% 16/NOV/2020 2,059,961 | 2,059,961 | 2,060,091 | ||||||
CARRIZO OIL & GAS INC | 6.25% 15/APR/2023 2,239,000 | 2,160,000 | 2,272,249 | ||||||
CATALENT PHARMA SOLUTIONS INC | 4.88% 15/JAN/2026 1,332,000 | 1,336,471 | 1,378,620 | ||||||
CCO HOLDINGS LLC | 4.75% 01/MAR/2030 5,455,000 | 5,517,737 | 5,553,354 | ||||||
CCO HOLDINGS LLC | 5.00% 01/FEB/2028 1,860,000 | 1,850,550 | 1,951,735 | ||||||
CCO HOLDINGS LLC | 5.13% 01/MAY/2023 1,348,000 | 1,369,905 | 1,375,809 | ||||||
CCO HOLDINGS LLC | 5.13% 01/MAY/2027 2,330,000 | 2,338,525 | 2,458,150 | ||||||
CCO HOLDINGS LLC | 5.38% 01/MAY/2025 1,645,000 | 1,657,446 | 1,698,463 | ||||||
CCO HOLDINGS LLC | 5.50% 01/MAY/2026 314,000 | 315,178 | 330,877 | ||||||
CCO HOLDINGS LLC | 5.75% 15/FEB/2026 988,000 | 988,000 | 1,042,360 | ||||||
CCO HOLDINGS LLC | 5.88% 01/APR/2024 860,000 | 859,513 | 889,025 | ||||||
CCO HOLDINGS LLC | 5.88% 01/MAY/2027 1,157,000 | 1,157,000 | 1,223,527 | ||||||
CDK GLOBAL INC | 4.88% 01/JUN/2027 2,349,000 | 2,277,133 | 2,481,131 | ||||||
CDP FINCL INC | 2.06% 04/FEB/2020 5,100,000 | 5,090,692 | 5,091,769 | ||||||
CDP FINCL INC | 1.83% 13/MAY/2020 5,800,000 | 5,761,217 | 5,760,643 | ||||||
CEDAR FAIR LP | 5.38% 01/JUN/2024 690,000 | 710,700 | 708,975 | ||||||
CENT CLO 19 LTD | FLT 29/OCT/2025 440,780 | 440,559 | 441,290 | ||||||
CENTENE CORP | 4.63% 15/DEC/2029 4,328,000 | 4,549,810 | 4,550,243 | ||||||
CENTENE CORP | 4.75% 15/JAN/2025 1,682,000 | 1,680,932 | 1,747,144 | ||||||
CENTENE CORP | 4.75% 15/MAY/2022 1,097,000 | 1,111,061 | 1,118,940 | ||||||
CENTENE CORP | 5.38% 01/JUN/2026 2,515,000 | 2,521,390 | 2,669,044 | ||||||
CENTENE CORP | 6.13% 15/FEB/2024 1,182,000 | 1,210,168 | 1,226,325 | ||||||
CENTENNIAL RESOURCE PROD LLC | 5.38% 15/JAN/2026 3,440,000 | 3,479,800 | 3,379,800 |
36
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
CENTENNIAL RESOURCE PROD LLC | 6.88% 01/APR/2027 467,000 | 467,000 | 485,680 | ||||||
CENTERPOINT ENERGY TRAN BD CO | 5.23% 01/FEB/2023 499,048 | 502,889 | 499,614 | ||||||
CENTERPOINT ENERGY TRAN BD CO | 2.16% 15/OCT/2021 3,873,690 | 3,875,473 | 3,874,914 | ||||||
CENTRAL JAPAN RAILWAY CO | 2.80% 23/FEB/2022 300,000 | 299,640 | 303,453 | ||||||
CENTURYLINK INC | 5.13% 15/DEC/2026 2,600,000 | 2,629,250 | 2,645,838 | ||||||
CENTURYLINK INC | 5.63% 01/APR/2025 900,000 | 903,375 | 956,295 | ||||||
CENTURYLINK INC | 5.80% 15/MAR/2022 2,531,000 | 2,591,607 | 2,660,764 | ||||||
CENTURYLINK INC | 6.45% 15/JUN/2021 990,000 | 1,029,265 | 1,036,282 | ||||||
CENTURYLINK INC | 7.50% 01/APR/2024 2,695,000 | 2,813,492 | 3,038,613 | ||||||
CF INDUSTRIES INC | 3.40% 01/DEC/2021 447,000 | 446,343 | 458,416 | ||||||
CF INDUSTRIES INC | 5.15% 15/MAR/2034 533,000 | 558,171 | 595,627 | ||||||
CF INDUSTRIES INC | 5.38% 15/MAR/2044 269,000 | 269,336 | 293,210 | ||||||
CHANGE HEALTHCARE HOLDINGS LLC | 5.75% 01/MAR/2025 2,476,000 | 2,513,740 | 2,544,090 | ||||||
CHARLES RIVER LABORATORIES INTL INC | 5.50% 01/APR/2026 680,000 | 695,300 | 731,000 | ||||||
CHARLES SCHWAB CORP | 4.45% 22/JUL/2020 500,000 | 505,975 | 507,762 | ||||||
CHARTER COMMUNICTNS OPRTNG LLC | 4.46% 23/JUL/2022 5,500,000 | 5,549,283 | 5,781,430 | ||||||
CHEMOURS CO | 5.38% 15/MAY/2027 362,000 | 307,948 | 320,370 | ||||||
CHEMOURS CO | 6.63% 15/MAY/2023 1,598,000 | 1,624,558 | 1,604,120 | ||||||
CHENIERE ENERGY PARTNERS LP | 4.50% 01/OCT/2029 2,655,000 | 2,678,231 | 2,728,278 | ||||||
CHENIERE ENERGY PARTNERS LP | 5.63% 01/OCT/2026 1,940,000 | 1,942,425 | 2,051,550 | ||||||
CHESAPEAKE ENERGY CORP | 7.50% 01/OCT/2026 1,918,000 | 1,916,170 | 1,054,900 | ||||||
CHEVRON CORP | 1.99% 03/MAR/2020 1,400,000 | 1,400,275 | 1,400,025 | ||||||
CHS/COMMUNITY HEALTH SYSTEMS INC | 6.25% 31/MAR/2023 1,615,000 | 1,631,606 | 1,639,225 | ||||||
CITIBANK CREDIT CARD ISSUANCE TR | 1.92% 07/APR/2022 10,075,000 | 10,076,257 | 10,074,459 | ||||||
CITIBANK NA | FLT 01/MAY/2020 1,905,000 | 1,905,615 | 1,906,253 | ||||||
CITIBANK NA | FLT 12/FEB/2021 308,000 | 308,511 | 308,588 | ||||||
CITIGRP GBL MKTS INC | 2.18% 09/APR/2020 8,400,000 | 8,354,955 | 8,358,933 | ||||||
CITIGRP INC | FLT 01/SEP/2023 200,000 | 199,368 | 204,245 | ||||||
CITIGRP INC | 2.70% 27/OCT/2022 100,000 | 99,608 | 101,665 | ||||||
CITIGRP INC | 2.75% 25/APR/2022 1,500,000 | 1,498,950 | 1,524,034 | ||||||
CITIZENS BANK | 3.25% 14/FEB/2022 1,300,000 | 1,298,817 | 1,332,247 | ||||||
CLEAR CHANNEL WRLDWD HLDGS INC | 5.13% 15/AUG/2027 2,161,000 | 2,173,801 | 2,250,249 | ||||||
CLEAR CHANNEL WRLDWD HLDGS INC | 9.25% 15/FEB/2024 3,406,000 | 3,521,978 | 3,772,145 | ||||||
CLEARWAY ENERGY OPERATING LLC | 4.75% 15/MAR/2028 1,069,000 | 1,090,380 | 1,083,699 | ||||||
CLEARWAY ENERGY OPERATING LLC | 5.00% 15/SEP/2026 404,000 | 398,529 | 417,130 | ||||||
CLEARWAY ENERGY OPERATING LLC | 5.75% 15/OCT/2025 1,825,000 | 1,829,250 | 1,920,813 | ||||||
CNH EQUIPMENT TR | 1.48% 15/APR/2021 115,567 | 115,231 | 115,533 | ||||||
CNH EQUIPMENT TR | 1.63% 15/AUG/2021 1,817,805 | 1,810,564 | 1,816,951 | ||||||
CNH EQUIPMENT TR | 1.44% 15/DEC/2021 943,597 | 937,781 | 941,585 | ||||||
CNH EQUIPMENT TR | 2.78% 16/AUG/2021 1,212,819 | 1,213,521 | 1,213,416 | ||||||
CNH EQUIPMENT TR | 2.93% 15/DEC/2021 1,308,947 | 1,312,139 | 1,311,692 | ||||||
CNH EQUIPMENT TR | 2.57% 12/JUN/2020 365,070 | 365,070 | 365,288 | ||||||
CNH EQUIPMENT TR | 1.99% 16/NOV/2020 3,430,411 | 3,430,411 | 3,431,204 | ||||||
CNH INDUSTRIAL CAPITAL LLC | 4.38% 06/NOV/2020 100,000 | 104,420 | 101,625 | ||||||
CNOOC FIN 2011 LTD | 4.25% 26/JAN/2021 3,700,000 | 3,887,960 | 3,770,922 | ||||||
COCA-COLA COMPANY CORP | 1.72% 26/MAR/2020 8,000,000 | 7,968,078 | 7,968,065 | ||||||
COLFAX CORP | 6.00% 15/FEB/2024 1,010,000 | 1,042,625 | 1,073,125 | ||||||
COMMSCOPE INC | 5.50% 01/MAR/2024 2,560,000 | 2,569,600 | 2,668,800 |
37
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
COMMSCOPE TECH LLC | 5.00% 15/MAR/2027 595,000 | 500,820 | 559,300 | ||||||
COMMSCOPE TECH LLC | 6.00% 15/JUN/2025 1,419,000 | 1,338,340 | 1,420,603 | ||||||
CONAGRA BRANDS INC | 3.80% 22/OCT/2021 2,200,000 | 2,236,064 | 2,270,318 | ||||||
CONAGRA BRANDS INC | 4.60% 01/NOV/2025 900,000 | 947,205 | 994,340 | ||||||
CONAGRA FOODS INC | 3.25% 15/SEP/2022 400,000 | 405,708 | 409,726 | ||||||
CONSTELLATION BRANDS INC | 2.65% 07/NOV/2022 300,000 | 287,588 | 304,222 | ||||||
CONSTELLIUM SE | 5.88% 15/FEB/2026 3,011,000 | 2,945,357 | 3,184,133 | ||||||
CONSTELLIUM SE | 6.63% 01/MAR/2025 1,869,000 | 1,864,915 | 1,939,274 | ||||||
COOPERATIEVE CENTRALE | 2.12% 25/MAR/2020 2,000,000 | 2,001,179 | 2,001,392 | ||||||
COOPERATIEVE RABOBANK | FLT 31/DEC/2164 200,000 | 284,894 | 243,582 | ||||||
COOPERATIEVE RABOBANK | 4.75% 15/JAN/2020 1,400,000 | 1,401,434 | 1,401,220 | ||||||
CORE & MAIN LP | 6.13% 15/AUG/2025 2,409,000 | 2,384,838 | 2,511,383 | ||||||
CORTES/VERTIV TL | ZCP 30/NOV/2023 1,593,000 | 1,465,560 | 1,593,000 | ||||||
COUNTRY GARDEN HOLDINGS CO LTD | 7.50% 09/MAR/2020 300,000 | 307,125 | 301,329 | ||||||
COX COMMUNICATIONS INC | 3.25% 15/DEC/2022 1,700,000 | 1,660,713 | 1,748,808 | ||||||
CREDIT AGRICOLE SA | FLT 10/JUN/2020 6,911,000 | 6,937,084 | 6,936,640 | ||||||
CREDIT IND ET CM NY CORP | 1.82% 20/MAR/2020 5,900,000 | 5,876,769 | 5,876,400 | ||||||
CREDIT INDUSTRIEL ET | ZCP 05/MAY/2020 5,800,000 | 5,762,558 | 5,763,054 | ||||||
CREDIT SUISSE GRP FNDNG GRNSY LTD | 3.13% 10/DEC/2020 1,300,000 | 1,297,556 | 1,311,589 | ||||||
CREDIT SUISSE GRP FNDNG GRNSY LTD | 3.45% 16/APR/2021 700,000 | 699,972 | 711,990 | ||||||
CREDIT SUISSE GRP FNDNG GRNSY LTD | 3.75% 26/MAR/2025 3,425,000 | 3,416,780 | 3,625,541 | ||||||
CREDIT SUISSE GRP FNDNG GRNSY LTD | 3.80% 15/SEP/2022 700,000 | 707,119 | 728,803 | ||||||
CRH AMERICA INC | 5.75% 15/JAN/2021 350,000 | 390,870 | 362,230 | ||||||
CROWN CASTLE INTL CORP | 2.25% 01/SEP/2021 1,600,000 | 1,545,192 | 1,604,651 | ||||||
CROWNROCK LP / CROWNROCK FIN INC | 5.63% 15/OCT/2025 4,708,000 | 4,681,256 | 4,802,160 | ||||||
CSC HOLDINGS LLC | 10.88% 15/OCT/2025 1,421,000 | 1,467,963 | 1,587,968 | ||||||
CSC HOLDINGS LLC | 5.38% 01/FEB/2028 1,539,000 | 1,546,695 | 1,640,959 | ||||||
CSC HOLDINGS LLC | 5.38% 15/JUL/2023 1,346,000 | 1,360,885 | 1,379,650 | ||||||
CSC HOLDINGS LLC | 5.50% 15/APR/2027 1,010,000 | 1,022,625 | 1,084,588 | ||||||
CSC HOLDINGS LLC | 5.50% 15/MAY/2026 2,228,000 | 2,233,570 | 2,358,873 | ||||||
CSC HOLDINGS LLC | 5.75% 15/JAN/2030 1,125,000 | 1,125,000 | 1,200,937 | ||||||
CSC HOLDINGS LLC | 6.50% 01/FEB/2029 3,831,000 | 4,129,137 | 4,271,565 | ||||||
CSC HOLDINGS LLC | 6.63% 15/OCT/2025 3,262,000 | 3,316,500 | 3,469,953 | ||||||
CSC HOLDINGS LLC | 7.50% 01/APR/2028 849,000 | 863,576 | 959,370 | ||||||
CVS CAREMARK CORP | 2.75% 01/DEC/2022 800,000 | 770,560 | 812,994 | ||||||
CVS HEALTH CORP | 3.50% 20/JUL/2022 600,000 | 597,252 | 619,459 | ||||||
CVS HEALTH CORP | 3.70% 09/MAR/2023 1,600,000 | 1,651,126 | 1,667,738 | ||||||
CVS HEALTH CORP | 4.75% 01/DEC/2022 300,000 | 311,022 | 320,207 | ||||||
CVS PASS-THROUGH TR | 5.88% 10/JAN/2028 121,387 | 117,182 | 133,969 | ||||||
CVS PASS-THROUGH TR | 6.04% 12/DEC/2028 513,183 | 377,533 | 573,327 | ||||||
DAIMLER FIN NORTH AMERICA LLC | 2.85% 06/JAN/2022 700,000 | 690,466 | 708,649 | ||||||
DANONE SA | 2.59% 02/NOV/2023 500,000 | 472,450 | 507,928 | ||||||
DANONE SA | 3.00% 15/JUN/2022 900,000 | 883,911 | 920,241 | ||||||
DANSKE BANK | FLT 20/DEC/2025 1,100,000 | 1,100,000 | 1,113,307 | ||||||
DAVITA INC | 5.13% 15/JUL/2024 559,000 | 563,891 | 572,975 | ||||||
DBS BANK LTD CORP | 1.86% 14/APR/2020 5,900,000 | 5,867,616 | 5,867,992 | ||||||
DBS BANK LTD CORP | 1.85% 23/MAR/2020 5,900,000 | 5,875,415 | 5,874,957 | ||||||
DBS BANK LTD CORP | 1.99% 02/MAR/2020 8,350,000 | 8,322,835 | 8,323,928 |
38
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
DCP MIDSTREAM OPERATING LP | 3.88% 15/MAR/2023 512,000 | 519,584 | 523,520 | ||||||
DCP MIDSTREAM OPERATING LP | 5.13% 15/MAY/2029 2,809,000 | 2,843,057 | 2,914,338 | ||||||
DCP MIDSTREAM OPERATING LP | 5.60% 01/APR/2044 974,000 | 930,313 | 942,345 | ||||||
DELEK LOGISTICS PARTNERS LP | 6.75% 15/MAY/2025 1,242,000 | 1,232,623 | 1,235,790 | ||||||
DELL EQUIPMENT FIN TR | 2.19% 24/OCT/2022 1,476,437 | 1,476,286 | 1,476,684 | ||||||
DELL EQUIPMENT FIN TR | 2.97% 22/OCT/2020 756,901 | 757,779 | 757,849 | ||||||
DELL EQUIPMENT FIN TR | 3.16% 22/FEB/2021 2,914,472 | 2,925,077 | 2,925,274 | ||||||
DELL EQUIPMENT FIN TR | 2.65% 22/APR/2020 80,163 | 80,182 | 80,187 | ||||||
DELL EQUIPMENT FIN TR | 2.01% 22/OCT/2020 765,490 | 765,490 | 765,658 | ||||||
DELL INTL LLC | 4.42% 15/JUN/2021 100,000 | 102,281 | 102,911 | ||||||
DELL INTL LLC | 5.45% 15/JUN/2023 4,200,000 | 4,449,804 | 4,555,906 | ||||||
DELOS FIN SARL | FLT 06/OCT/2023 70,000 | 69,620 | 70,357 | ||||||
DELPHI TECH PLC | 5.00% 01/OCT/2025 1,188,000 | 1,173,215 | 1,098,900 | ||||||
DELTA AIR LINES INC | 2.60% 04/DEC/2020 400,000 | 392,852 | 401,175 | ||||||
DELTA AIR LINES INC | 3.63% 15/MAR/2022 300,000 | 309,113 | 307,239 | ||||||
DENALI CAPITAL CLO X LLC | FLT 26/OCT/2027 1,200,000 | 1,200,000 | 1,200,012 | ||||||
DEUTSCHE BANK AG | 2.70% 13/JUL/2020 300,000 | 293,817 | 300,211 | ||||||
DEUTSCHE BANK AG | 3.15% 22/JAN/2021 1,100,000 | 1,099,732 | 1,105,003 | ||||||
DEUTSCHE BANK AG | 3.30% 16/NOV/2022 900,000 | 899,298 | 909,328 | ||||||
DEUTSCHE BANK AG | 3.95% 27/FEB/2023 200,000 | 196,382 | 205,112 | ||||||
DEUTSCHE BANK AG | 4.25% 14/OCT/2021 2,400,000 | 2,403,372 | 2,468,452 | ||||||
DEUTSCHE BANK AG | FLT 13/JUL/2020 700,000 | 700,000 | 700,581 | ||||||
DIAMOND OFFSHORE DRILLING INC | 7.88% 15/AUG/2025 642,000 | 662,990 | 558,540 | ||||||
DIAMOND SPORTS GRP LLC | 5.38% 15/AUG/2026 1,838,000 | 1,897,947 | 1,859,233 | ||||||
DIAMOND SPORTS GRP LLC | 6.63% 15/AUG/2027 703,000 | 728,484 | 683,667 | ||||||
DISCOVER CARD EXECUTION NOTE TR | 1.90% 17/OCT/2022 4,460,000 | 4,460,218 | 4,460,538 | ||||||
DISCOVERY COMMUNICATIONS LLC | 2.95% 20/MAR/2023 100,000 | 99,874 | 101,920 | ||||||
DISH DBS CORP | 5.88% 15/NOV/2024 545,000 | 540,913 | 556,922 | ||||||
DISH DBS CORP | 7.75% 01/JUL/2026 5,822,000 | 6,286,038 | 6,167,769 | ||||||
DISNEY (WALT) CO | ZCP 23/JAN/2020 8,400,000 | 8,390,041 | 8,391,252 | ||||||
DNB BANK ASA | FLT 02/OCT/2020 620,000 | 621,454 | 621,029 | ||||||
DNB BANK ASA | 1.81% 03/FEB/2020 5,800,000 | 5,800,000 | 5,801,075 | ||||||
DR HORTON INC | 4.38% 15/SEP/2022 900,000 | 928,150 | 943,563 | ||||||
DR PEPPER SNAPPLE GRP INC | 3.20% 15/NOV/2021 100,000 | 98,560 | 101,609 | ||||||
DRIVE AUTO RCVBLS TR | 3.08% 15/SEP/2021 26,036 | 26,051 | 26,047 | ||||||
DRIVE AUTO RCVBLS TR | 2.93% 15/MAR/2022 210,243 | 210,233 | 210,468 | ||||||
DUKE ENERGY PROGRESS LLC | FLT 08/SEP/2020 1,500,000 | 1,500,596 | 1,500,785 | ||||||
DUQUESNE LIGHT HOLDINGS INC | 6.40% 15/SEP/2020 800,000 | 835,118 | 823,181 | ||||||
EAGLE HOLDING CO II LLC | 7.75% 15/MAY/2022 1,395,000 | 1,415,925 | 1,416,455 | ||||||
EBAY INC | 2.60% 15/JUL/2022 800,000 | 774,680 | 804,666 | ||||||
EBAY INC | 2.75% 30/JAN/2023 2,000,000 | 1,921,069 | 2,027,708 | ||||||
EBAY INC | 3.80% 09/MAR/2022 200,000 | 203,068 | 206,758 | ||||||
EDISON INTL | 3.13% 15/NOV/2022 300,000 | 299,823 | 304,713 | ||||||
EL PASO NATURAL GAS CO LLC | 8.38% 15/JUN/2032 70,000 | 62,621 | 97,847 | ||||||
ELDORADO RESORTS INC | 6.00% 01/APR/2025 1,542,000 | 1,610,547 | 1,619,100 | ||||||
ELDORADO RESORTS INC | 6.00% 15/SEP/2026 1,087,000 | 1,088,520 | 1,197,059 | ||||||
ELDORADO RESORTS INC | 5.88% 01/DEC/2025 4,284,000 | 4,281,243 | 4,482,135 | ||||||
ELLIE MAE, INC | ZCP 02/APR/2026 1,964,078 | 1,953,225 | 1,980,045 |
39
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
EMERA US FIN LP | 2.70% 15/JUN/2021 1,100,000 | 1,081,400 | 1,110,237 | ||||||
ENCOMPASS HEALTH CORP | 4.75% 01/FEB/2030 1,261,000 | 1,261,000 | 1,308,288 | ||||||
ENDEAVOR ENERGY RESOURCES LP | 5.75% 30/JAN/2028 1,698,000 | 1,748,844 | 1,785,023 | ||||||
ENDO DAC | 6.00% 01/FEB/2025 302,000 | 199,320 | 203,663 | ||||||
ENDO DAC | 6.00% 15/JUL/2023 966,000 | 637,878 | 697,935 | ||||||
ENEL FIN INTL | 2.88% 25/MAY/2022 1,000,000 | 990,160 | 1,012,918 | ||||||
ENEL FIN INTL | 4.25% 14/SEP/2023 200,000 | 204,604 | 211,777 | ||||||
ENERGIZER HOLDINGS INC | 6.38% 15/JUL/2026 689,000 | 654,583 | 733,785 | ||||||
ENERGIZER HOLDINGS INC | 7.75% 15/JAN/2027 974,000 | 1,023,062 | 1,088,494 | ||||||
ENERGY TRANSFER OPERATING LP | 4.05% 15/MAR/2025 400,000 | 399,672 | 420,552 | ||||||
ENERGY TRANSFER PARTNERS LP | 5.00% 01/OCT/2022 600,000 | 617,208 | 636,491 | ||||||
ENERGY TRANSFER PARTNERS LP | 5.88% 01/MAR/2022 700,000 | 724,801 | 742,997 | ||||||
ENERGY TRANSFER PARTNERS LP | 4.65% 01/JUN/2021 1,400,000 | 1,433,708 | 1,442,626 | ||||||
ENERGY TRANSFER PARTNERS LP | 5.20% 01/FEB/2022 200,000 | 208,118 | 209,746 | ||||||
ENTERPRISE PRODUCTS OPERATING LLC | 3.35% 15/MAR/2023 300,000 | 304,176 | 310,394 | ||||||
ENTERPRISE PRODUCTS OPERATING LLC | 4.05% 15/FEB/2022 600,000 | 615,598 | 624,952 | ||||||
EQM MIDSTREAM PARTNERS LP | 4.75% 15/JUL/2023 1,100,000 | 1,097,371 | 1,103,511 | ||||||
EQT CORP | 2.50% 01/OCT/2020 300,000 | 295,645 | 299,945 | ||||||
EQUIFAX INC | 3.60% 15/AUG/2021 400,000 | 396,156 | 409,261 | ||||||
ERAC USA FIN LLC | 2.60% 01/DEC/2021 700,000 | 693,000 | 705,407 | ||||||
ERAC USA FIN LLC | 2.70% 01/NOV/2023 400,000 | 392,260 | 404,886 | ||||||
EVERSOURCE ENERGY | 2.75% 15/MAR/2022 400,000 | 392,588 | 405,982 | ||||||
EXPRESS SCRIPTS HOLDING CO | 3.05% 30/NOV/2022 400,000 | 387,548 | 408,553 | ||||||
EXXON MOBIL CORP CORP | 1.95% 22/JAN/2020 8,400,000 | 8,391,082 | 8,391,853 | ||||||
FAGE INTL SA | 5.63% 15/AUG/2026 1,194,000 | 1,205,218 | 1,098,480 | ||||||
FIFTH THIRD AUTO TR | 2.66% 16/MAY/2022 1,517,368 | 1,522,029 | 1,522,150 | ||||||
FIRST ABU DHABI BANK CORP | 2.22% 27/JAN/2020 8,400,000 | 8,388,109 | 8,389,391 | ||||||
FLEX ACQUISITION CO INC | 6.88% 15/JAN/2025 489,000 | 489,000 | 492,667 | ||||||
FLEX ACQUISITION CO INC | 7.88% 15/JUL/2026 1,200,000 | 1,207,750 | 1,209,000 | ||||||
FLEX LTD | 5.00% 15/FEB/2023 700,000 | 745,346 | 748,231 | ||||||
FORD CREDIT AUTO LEASE TR | 2.71% 15/DEC/2020 11,498 | 11,504 | 11,500 | ||||||
FORD CREDIT AUTO LEASE TR | 2.93% 15/JUN/2021 6,600,000 | 6,620,904 | 6,614,344 | ||||||
FORD CREDIT AUTO LEASE TR | 2.84% 15/SEP/2021 356,484 | 357,586 | 357,521 | ||||||
FORD CREDIT AUTO OWNER TR | 1.22% 15/MAR/2021 941,951 | 938,594 | 941,310 | ||||||
FORD CREDIT AUTO OWNER TR | 1.67% 15/JUN/2021 1,609,936 | 1,607,170 | 1,608,864 | ||||||
FORD CREDIT AUTO OWNER TR | 1.69% 15/NOV/2021 1,420,180 | 1,415,465 | 1,418,783 | ||||||
FORD CREDIT AUTO OWNER TR | 2.01% 15/MAR/2022 424,509 | 424,374 | 424,707 | ||||||
FORD CREDIT AUTO OWNER TR | 2.96% 15/SEP/2021 276,594 | 276,892 | 277,336 | ||||||
FORD CREDIT AUTO OWNER TR | 2.35% 15/FEB/2022 2,744,771 | 2,750,044 | 2,749,641 | ||||||
FORD MOTOR CREDIT CO LLC | 3.16% 04/AUG/2020 3,600,000 | 3,555,296 | 3,614,291 | ||||||
FORD MOTOR CREDIT CO LLC | 3.20% 15/JAN/2021 300,000 | 290,682 | 301,678 | ||||||
FORD MOTOR CREDIT CO LLC | FLT 02/NOV/2020 200,000 | 194,982 | 198,913 | ||||||
FORD MOTOR CREDIT CO LLC | FLT 03/AUG/2022 500,000 | 479,070 | 491,697 | ||||||
FORD MOTOR CREDIT CO LLC | FLT 12/OCT/2021 1,600,000 | 1,587,795 | 1,586,271 | ||||||
FORD MOTOR CREDIT CO LLC | FLT 15/FEB/2023 400,000 | 380,256 | 393,309 | ||||||
FORD MOTOR CREDIT CO LLC | FLT 28/MAR/2022 200,000 | 197,374 | 198,533 | ||||||
FORD MOTOR CREDIT CO LLC | 5.58% 18/MAR/2024 200,000 | 200,992 | 216,508 | ||||||
FREEPORT MCMORAN INC | 5.25% 1/SEP/2029 2,903,000 | 2,935,357 | 3,109,984 |
40
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
FREEPORT MCMORAN INC | 4.55% 14/NOV/2024 2,370,000 | 2,053,621 | 2,505,280 | ||||||
FREEPORT MCMORAN INC | 5.45% 15/MAR/2043 3,462,000 | 3,419,742 | 3,583,170 | ||||||
FRESENIUS MEDICAL CARE US FIN INC | 5.75% 15/FEB/2021 200,000 | 208,830 | 207,466 | ||||||
FRONTIER COMMUNICATIONS CORP | 8.50% 01/APR/2026 975,000 | 973,781 | 987,187 | ||||||
GALLATIN CLO VIII | FLT 15/JUL/2027 1,494,291 | 1,494,291 | 1,495,187 | ||||||
GARTNER INC | 5.13% 01/APR/2025 1,627,000 | 1,665,752 | 1,694,114 | ||||||
GATES GLOBAL LLC | 6.25% 15/JAN/2026 3,839,000 | 3,839,000 | 3,905,069 | ||||||
GATX CORP | 4.85% 01/JUN/2021 100,000 | 102,966 | 103,813 | ||||||
GDF SUEZ | 2.88% 10/OCT/2022 400,000 | 389,120 | 406,145 | ||||||
GENERAL DYNAMICS CORP | FLT 11/MAY/2020 800,000 | 800,601 | 800,459 | ||||||
GENERAL ELECTRIC CO | 3.10% 09/JAN/2023 300,000 | 262,542 | 306,526 | ||||||
GENERAL MOTORS FINCL CO INC | FLT 05/JAN/2023 200,000 | 191,666 | 198,804 | ||||||
GENERAL MOTORS FINCL CO INC | FLT 14/JAN/2022 950,000 | 972,439 | 959,564 | ||||||
GENERAL MOTORS FINCL CO INC | 3.20% 06/JUL/2021 150,000 | 149,726 | 152,071 | ||||||
GENERAL MOTORS FINCL CO INC | 3.45% 14/JAN/2022 700,000 | 699,076 | 715,668 | ||||||
GENERAL MOTORS FINCL CO INC | 3.55% 08/JUL/2022 700,000 | 699,559 | 720,600 | ||||||
GENERAL MOTORS FINCL CO INC | 4.20% 06/NOV/2021 1,200,000 | 1,200,348 | 1,244,149 | ||||||
GENESYS TELECOMMUNICTNS LAB INC | 10.00% 30/NOV/2024 1,647,000 | 1,785,380 | 1,780,819 | ||||||
GFL ENVIRONMENTAL INC | 5.13% 15/DEC/2026 869,000 | 869,000 | 913,649 | ||||||
GFL ENVIRONMENTAL INC | 5.38% 01/MAR/2023 477,000 | 452,895 | 491,310 | ||||||
GFL ENVIRONMENTAL INC | 5.63% 01/MAY/2022 707,000 | 719,373 | 719,372 | ||||||
GFL ENVIRONMENTAL INC | 7.00% 01/JUN/2026 1,207,000 | 1,207,093 | 1,275,075 | ||||||
GFL ENVIRONMENTAL INC | 8.50% 01/MAY/2027 2,035,000 | 2,119,992 | 2,238,500 | ||||||
GLOBAL AIRCRAFT LEASING CO LTD | 6.50% 15/SEP/2024 2,589,000 | 2,595,275 | 2,701,492 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 2.02% 21/SEP/2020 72,155 | 72,041 | 72,149 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 2.01% 20/NOV/2020 367,360 | 366,789 | 367,323 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 2.61% 20/JAN/2021 3,770,576 | 3,773,174 | 3,774,972 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 3.06% 21/JUN/2021 7,246,314 | 7,273,380 | 7,269,773 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 3.18% 21/JUN/2021 1,607,000 | 1,616,206 | 1,614,950 | ||||||
GM FINCL AUTOMOBILE LEASING TR | 2.91% 20/APR/2021 700,833 | 703,034 | 702,987 | ||||||
GM FINCL CONSUMER AUTOMOBILE | 1.78% 18/OCT/2021 1,744,485 | 1,739,416 | 1,743,575 | ||||||
GM FINCL CONSUMER AUTOMOBILE | 1.86% 16/DEC/2021 1,241,318 | 1,237,859 | 1,240,830 | ||||||
GM FINCL CONSUMER AUTOMOBILE | 2.74% 16/JUL/2021 2,300,396 | 2,302,898 | 2,302,329 | ||||||
GM FINCL CONSUMER AUTOMOBILE | 2.99% 16/MAR/2022 781,865 | 783,748 | 783,768 | ||||||
GM FINCL CONSUMER AUTOMOBILE | 2.66% 16/JUN/2022 3,610,110 | 3,619,284 | 3,620,091 | ||||||
GOLDCORP INC | 3.63% 09/JUN/2021 1,300,000 | 1,298,323 | 1,318,786 | ||||||
GOLDEN NUGGET INC | 6.75% 15/OCT/2024 716,000 | 734,795 | 741,060 | ||||||
GOLDMAN SACHS GRP INC | 4.00% 03/MAR/2024 1,080,000 | 1,081,501 | 1,150,887 | ||||||
GOLDMAN SACHS GRP INC | 3.63% 22/JAN/2023 700,000 | 709,870 | 729,070 | ||||||
GREENEDEN U.S. HOLDINGS I, LLC | ZCP 01/DEC/2023 1,168,656 | 1,151,789 | 1,174,131 | ||||||
H&E EQUIPMENT SERVICES INC | 5.63% 01/SEP/2025 1,619,000 | 1,551,722 | 1,695,903 | ||||||
HARLEY-DAVIDSON FINCL SERVICES INC | FLT 02/MAR/2021 600,000 | 597,456 | 603,495 | ||||||
HARLEY-DAVIDSON MOTORCYCLE TR | 2.39% 15/JUL/2020 2,220 | 2,220 | 2,220 | ||||||
HCA INC | 5.38% 01/FEB/2025 4,107,000 | 4,214,255 | 4,541,644 | ||||||
HCA INC | 5.63% 01/SEP/2028 2,298,000 | 2,308,374 | 2,618,801 | ||||||
HCA INC | 7.50% 15/FEB/2022 2,000,000 | 2,008,387 | 2,210,000 | ||||||
HEATHROW FUNDING LTD | 4.88% 15/JUL/2023 100,000 | 104,259 | 103,414 | ||||||
HERTZ CORP | 5.50% 15/OCT/2024 912,000 | 855,863 | 934,800 |
41
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
HERTZ CORP | 6.00% 15/JAN/2028 3,772,000 | 3,764,557 | 3,772,000 | ||||||
HERTZ CORP | 7.13% 01/AUG/2026 1,196,000 | 1,198,385 | 1,295,268 | ||||||
HERTZ CORP | 7.63% 01/JUN/2022 732,000 | 741,161 | 761,280 | ||||||
HEWLETT PACKARD ENTERPRISE CO | FLT 05/OCT/2021 800,000 | 799,992 | 800,106 | ||||||
HILCORP ENERGY I LP | 5.75% 01/OCT/2025 397,000 | 346,383 | 387,091 | ||||||
HILCORP ENERGY I LP | 6.25% 01/NOV/2028 480,000 | 398,278 | 456,000 | ||||||
HILL-ROM HOLDINGS INC | 5.00% 15/FEB/2025 1,855,000 | 1,870,911 | 1,929,200 | ||||||
HILTON DOMESTIC OPERATING CO INC | 5.13% 01/MAY/2026 1,000,000 | 1,001,250 | 1,052,500 | ||||||
HOLLY ENERGY PARTNERS LP | 6.00% 01/AUG/2024 3,230,000 | 3,383,735 | 3,367,275 | ||||||
HOLOGIC INC | 4.63% 01/FEB/2028 1,300,000 | 1,300,000 | 1,378,000 | ||||||
HOME EQUITY ASSET TR | FLT 25/FEB/2033 211 | 186 | 205 | ||||||
HOME EQUITY MTG LOAN | FLT 25/APR/2037 941,595 | 208,407 | 842,678 | ||||||
HONDA AUTO RCVBLS | 1.21% 18/DEC/2020 816,927 | 813,541 | 816,289 | ||||||
HONDA AUTO RCVBLS | 1.72% 21/JUL/2021 754,377 | 752,388 | 753,745 | ||||||
HONDA AUTO RCVBLS | 1.68% 16/AUG/2021 1,101,556 | 1,097,000 | 1,100,532 | ||||||
HONDA AUTO RCVBLS | 1.79% 20/SEP/2021 358,369 | 357,146 | 358,205 | ||||||
HONDA AUTO RCVBLS | 1.79% 20/SEP/2021 614,199 | 613,769 | 613,917 | ||||||
HONDA AUTO RCVBLS | 2.66% 18/DEC/2020 1,991,732 | 1,993,083 | 1,992,834 | ||||||
HONDA AUTO RCVBLS | 2.67% 21/DEC/2020 1,973,248 | 1,974,812 | 1,974,920 | ||||||
HONDA AUTO RCVBLS | 2.75% 20/SEP/2021 3,218,165 | 3,231,209 | 3,230,665 | ||||||
HPEFS EQUIPMENT TR | 2.15% 09/OCT/2020 2,181,126 | 2,182,325 | 2,181,763 | ||||||
HSBC BANK PLC | 4.13% 12/AUG/2020 1,425,000 | 1,440,204 | 1,443,263 | ||||||
HSBC HOLDINGS PLC | 3.60% 25/MAY/2023 800,000 | 799,704 | 834,628 | ||||||
HSBC HOLDINGS PLC | 4.25% 18/AUG/2025 1,300,000 | 1,289,340 | 1,390,403 | ||||||
HUB INTL LTD | ZCP 25/APR/2025 512,200 | 510,920 | 512,694 | ||||||
HUB INTL LTD | 7.00% 01/MAY/2026 2,325,000 | 2,313,829 | 2,458,688 | ||||||
HUDBAY MINERALS INC | 7.25% 15/JAN/2023 556,000 | 563,700 | 576,502 | ||||||
HUDBAY MINERALS INC | 7.63% 15/JAN/2025 3,313,000 | 3,455,949 | 3,496,872 | ||||||
HUNTSMAN INTL LLC | 5.13% 15/NOV/2022 600,000 | 626,906 | 640,898 | ||||||
HYUNDAI AUTO LEASE SEC TR | 2.12% 16/FEB/2021 4,618,637 | 4,615,426 | 4,618,584 | ||||||
HYUNDAI AUTO LEASE SEC TR | 2.81% 15/APR/2021 3,375,743 | 3,385,634 | 3,384,639 | ||||||
HYUNDAI AUTO LEASE SEC TR | 2.81% 15/DEC/2020 228,480 | 228,620 | 228,675 | ||||||
HYUNDAI AUTO RCVBLS TR | 2.55% 15/APR/2021 740,500 | 738,236 | 740,380 | ||||||
HYUNDAI AUTO RCVBLS TR | 3.04% 15/JUN/2021 380,722 | 381,777 | 381,769 | ||||||
HYUNDAI AUTO RCVBLS TR | 2.67% 15/DEC/2021 371,791 | 373,075 | 373,017 | ||||||
HYUNDAI AUTO RCVBLS TR | 1.91% 15/OCT/2020 939,528 | 939,528 | 939,568 | ||||||
IBM CREDIT LLC | FLT 20/JAN/2021 1,870,000 | 1,873,052 | 1,873,728 | ||||||
ICAHN ENTERPRISES LP | 6.25% 01/FEB/2022 1,561,000 | 1,585,294 | 1,590,659 | ||||||
IHEARTCOMMUNICATIONS INC | 8.38% 01/MAY/2027 3,671,312 | 3,868,145 | 4,056,800 | ||||||
IHEARTCOMMUNICATIONS INC | 4.75% 15/JAN/2028 1,261,000 | 1,261,000 | 1,292,525 | ||||||
IHEARTCOMMUNICATIONS INC | 5.25% 15/AUG/2027 623,000 | 623,000 | 651,845 | ||||||
IHEARTCOMMUNICATIONS INC | 6.38% 01/MAY/2026 806,655 | 844,635 | 875,221 | ||||||
IHO VERWALTUNGS GMBH | 4.75% 15/SEP/2026 1,118,000 | 1,102,790 | 1,140,360 | ||||||
IHS MARKIT LTD | 5.00% 01/NOV/2022 800,000 | 825,502 | 852,769 | ||||||
IMPERIAL BRANDS FIN PLC | 3.50% 26/JUL/2026 1,100,000 | 1,090,023 | 1,106,430 | ||||||
IMPERIAL BRANDS FIN PLC | 3.75% 21/JUL/2022 2,200,000 | 2,164,470 | 2,265,216 | ||||||
IMPERIAL BRANDS FIN PLC | 4.25% 21/JUL/2025 200,000 | 210,748 | 211,078 | ||||||
IMPERIAL TOBACCO FIN PLC | 3.50% 11/FEB/2023 400,000 | 389,860 | 409,433 |
42
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
INDUSTRIAL & COMML BK OF CHINA LTD | FLT 08/NOV/2020 1,300,000 | 1,300,000 | 1,302,429 | ||||||
INEOS GRP HOLDINGS SA | 5.63% 01/AUG/2024 2,458,000 | 2,456,823 | 2,524,366 | ||||||
INFORMATICA LLC | 7.13% 15/JUL/2023 1,721,000 | 1,682,995 | 1,746,815 | ||||||
ING BANK NV | 2.70% 17/AUG/2020 575,000 | 576,345 | 577,559 | ||||||
ING BANK NV | 2.45% 16/MAR/2020 1,300,000 | 1,301,159 | 1,301,313 | ||||||
INTELSAT JACKSON HOLDINGS SA | 5.50% 01/AUG/2023 1,170,000 | 1,116,594 | 1,005,077 | ||||||
INTELSAT JACKSON HOLDINGS SA | 8.50% 15/OCT/2024 2,048,000 | 2,043,909 | 1,865,380 | ||||||
INTELSAT LUXEMBOURG SA | 8.13% 01/JUN/2023 1,104,000 | 725,458 | 652,740 | ||||||
INTERCONTINENTAL EXCHA CORP | 2.00% 09/JAN/2020 8,300,000 | 8,296,496 | 8,296,290 | ||||||
INTERPUBLIC GRP OF COS INC | 4.00% 15/MAR/2022 600,000 | 599,838 | 622,259 | ||||||
INTESA SANPAOLO SPA | 6.50% 24/FEB/2021 500,000 | 585,260 | 522,318 | ||||||
INTL GAME TECH PLC | 6.25% 15/FEB/2022 1,922,000 | 1,975,550 | 2,027,710 | ||||||
INTL GAME TECH PLC | 6.50% 15/FEB/2025 2,123,000 | 2,216,942 | 2,383,068 | ||||||
INTL LEASE FIN CORP | 4.63% 15/APR/2021 700,000 | 712,145 | 721,875 | ||||||
INTL LEASE FIN CORP | 5.88% 15/AUG/2022 200,000 | 210,934 | 217,904 | ||||||
INTL LEASE FIN CORP | 8.25% 15/DEC/2020 400,000 | 440,668 | 422,877 | ||||||
INTL LEASE FIN CORP | 8.63% 15/JAN/2022 400,000 | 501,000 | 450,088 | ||||||
IPALCO ENTERPRISES INC | 3.45% 15/JUL/2020 200,000 | 199,142 | 200,865 | ||||||
IRB HOLDING CORP | 6.75% 15/FEB/2026 3,102,000 | 3,141,497 | 3,249,345 | ||||||
IRON MOUNTAIN INC | 5.75% 15/AUG/2024 3,268,000 | 3,219,129 | 3,304,765 | ||||||
JACK OHIO FIN LLC | 6.75% 15/NOV/2021 137,000 | 137,000 | 139,740 | ||||||
JACKSON NTL LIFE GLOBAL FUNDING | FLT 27/APR/2020 355,000 | 355,033 | 355,259 | ||||||
JACKSON NTL LIFE GLOBAL FUNDING | 2.20% 30/JAN/2020 1,300,000 | 1,300,106 | 1,300,103 | ||||||
JAGGED PEAK ENERGY LLC | 5.88% 01/MAY/2026 1,761,000 | 1,750,094 | 1,818,197 | ||||||
JAGUAR HOLDING CO II | 6.38% 01/AUG/2023 3,048,000 | 3,056,471 | 3,146,108 | ||||||
JAMES HARDIE INTL | 4.75% 15/JAN/2025 1,057,000 | 1,054,025 | 1,096,637 | ||||||
JAMES HARDIE INTL | 5.00% 15/JAN/2028 632,000 | 632,000 | 663,600 | ||||||
JOHN DEERE CAPITAL CORP | 1.69% 13/JAN/2020 4,000,000 | 3,997,787 | 3,997,835 | ||||||
JOHN DEERE CAPITAL CORP | 1.88% 14/JAN/2020 2,500,000 | 2,498,339 | 2,498,537 | ||||||
JOHN DEERE CAPITAL CORP | 2.05% 10/MAR/2020 1,300,000 | 1,300,356 | 1,300,209 | ||||||
JOHN DEERE CAPITAL CORP | FLT 07/JAN/2020 3,415,000 | 3,415,101 | 3,415,164 | ||||||
JOHN DEERE CAPITAL CORP | FLT 08/JAN/2021 321,000 | 321,259 | 321,041 | ||||||
JOHN DEERE CAPITAL CORP | FLT 10/JUL/2020 424,000 | 424,622 | 424,766 | ||||||
JOHN DEERE CAPITAL CORP | FLT 22/JUN/2020 1,750,000 | 1,751,490 | 1,751,718 | ||||||
JOHN DEERE OWNER TR | 1.78% 15/APR/2021 1,629,551 | 1,627,342 | 1,629,084 | ||||||
JOHN DEERE OWNER TR | 1.82% 15/OCT/2021 288,032 | 287,652 | 287,775 | ||||||
JOHN DEERE OWNER TR | 2.83% 15/APR/2021 461,841 | 461,972 | 462,265 | ||||||
JOHN DEERE OWNER TR | 2.85% 15/DEC/2021 423,531 | 424,911 | 424,908 | ||||||
JT INTL FINCL SERVICES | 3.50% 28/SEP/2023 2,100,000 | 2,179,191 | 2,174,910 | ||||||
JYSKE REALKREDIT A/S | 1.00% 01/OCT/2050 22,964,156 | 3,469,708 | 3,390,119 | ||||||
KAR AUCTION SERVICES INC | 5.13% 01/JUN/2025 2,072,000 | 2,087,282 | 2,154,880 | ||||||
KEURIG DR PEPPER INC | 3.56% 25/MAY/2021 1,200,000 | 1,195,980 | 1,225,631 | ||||||
KFC HOLDING CO | 5.25% 01/JUN/2026 2,340,000 | 2,366,325 | 2,468,700 | ||||||
KFW CORP | 1.98% 04/MAR/2020 5,100,000 | 5,082,971 | 5,083,317 | ||||||
KFW CORP | 2.08% 19/FEB/2020 410,000 | 409,040 | 408,956 | ||||||
KFW CORP | 1.80% 30/JAN/2020 8,000,000 | 7,988,529 | 7,987,733 | ||||||
KINDER MORGAN INC | 5.00% 15/FEB/2021 300,000 | 318,276 | 308,511 | ||||||
KOCH INDUSTRIES INC | 1.75% 13/JAN/2020 8,000,000 | 7,995,467 | 7,995,554 |
43
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
KOMATSU FIN AMERICA INC | 2.44% 11/SEP/2022 1,000,000 | 984,773 | 1,003,228 | ||||||
KRAFT HEINZ FOODS CO | FLT 10/AUG/2022 300,000 | 296,706 | 300,946 | ||||||
KRAFT HEINZ FOODS CO | FLT 10/FEB/2021 200,000 | 200,096 | 200,284 | ||||||
KRAFT HEINZ FOODS CO | 4.88% 15/FEB/2025 342,000 | 352,688 | 351,396 | ||||||
L BRANDS INC | 6.88% 01/NOV/2035 723,000 | 708,579 | 647,085 | ||||||
L BRANDS INC | 7.50% 15/JUN/2029 1,116,000 | 1,105,067 | 1,149,480 | ||||||
L3HARRIS TECH INC | FLT 30/APR/2020 800,000 | 800,021 | 800,438 | ||||||
LAMB WESTON HOLDINGS INC | 4.88% 01/NOV/2026 1,952,000 | 1,993,996 | 2,069,120 | ||||||
LEHMAN BROTHERS HOLDINGS INC | 6.00% 26/SEP/2014 340,000 | 43,350 | 4,420 | ||||||
LEHMAN BROTHERS HOLDINGS INC | 5.25% 06/FEB/2012 210,000 | 26,775 | 2,625 | ||||||
LENNAR CORP | 4.50% 30/APR/2024 2,726,000 | 2,743,037 | 2,882,745 | ||||||
LENNAR CORP | 5.00% 15/JUN/2027 615,000 | 619,613 | 667,275 | ||||||
LENNAR CORP | 5.25% 01/JUN/2026 338,000 | 333,698 | 370,110 | ||||||
LENNAR CORP | 5.88% 15/NOV/2024 362,000 | 384,456 | 403,630 | ||||||
LENNAR CORP | 6.25% 15/DEC/2021 1,035,000 | 1,108,112 | 1,086,750 | ||||||
LG&E & KU ENERGY LLC | 4.38% 01/OCT/2021 600,000 | 639,276 | 619,932 | ||||||
LIVE NATION ENTERTAINMENT INC | 4.88% 01/NOV/2024 929,000 | 929,000 | 961,515 | ||||||
LIVE NATION ENTERTAINMENT INC | 5.63% 15/MAR/2026 630,000 | 637,088 | 670,950 | ||||||
LLOYDS BANKING GRP | 4.05% 16/AUG/2023 800,000 | 799,784 | 848,297 | ||||||
LPL HOLDINGS INC | 5.75% 15/SEP/2025 348,000 | 364,530 | 364,095 | ||||||
LTF MERGER SUB INC | 8.50% 15/JUN/2023 844,000 | 844,000 | 860,880 | ||||||
MACQUARIE BANK LTD | 2.40% 21/JAN/2020 1,530,000 | 1,530,248 | 1,530,176 | ||||||
MACQUARIE BANK LTD | FLT 29/JUL/2020 950,000 | 955,352 | 955,459 | ||||||
MARATHON OIL CORP | 2.80% 01/NOV/2022 1,200,000 | 1,150,041 | 1,220,197 | ||||||
MASCO CORP | 3.50% 01/APR/2021 600,000 | 604,462 | 608,937 | ||||||
MASSMUTUAL GLOBAL FUNDING II | 1.95% 22/SEP/2020 2,500,000 | 2,496,749 | 2,501,058 | ||||||
MASTR ASSET BACKED SECURITIES TR | FLT 25/JAN/2036 37,861 | 37,331 | 37,849 | ||||||
MATADOR RESOURCES CO | 5.88% 15/SEP/2026 3,419,000 | 3,410,184 | 3,427,548 | ||||||
MATCH GRP INC | 5.00% 15/DEC/2027 102,000 | 105,570 | 106,335 | ||||||
MATCH GRP INC | 6.38% 01/JUN/2024 1,380,000 | 1,408,500 | 1,447,275 | ||||||
MATTEL INC | 5.45% 01/NOV/2041 353,000 | 268,653 | 298,285 | ||||||
MATTEL INC | 5.88% 15/DEC/2027 244,000 | 242,055 | 257,115 | ||||||
MATTEL INC | 6.75% 31/DEC/2025 1,002,000 | 1,001,373 | 1,076,950 | ||||||
MAUSER PACKAGING SOLUTNS HLDG CO | 5.50% 15/APR/2024 2,067,000 | 2,017,527 | 2,129,217 | ||||||
MCCORMICK & CO INC | 3.15% 15/AUG/2024 800,000 | 799,496 | 830,770 | ||||||
MERCEDES-BENZ AUTO LEASE TR | 2.41% 16/FEB/2021 5,378,843 | 5,380,777 | 5,382,052 | ||||||
MERCEDES-BENZ AUTO LEASE TR | 3.04% 15/DEC/2020 913,342 | 914,611 | 914,414 | ||||||
MERCEDES-BENZ AUTO LEASE TR | 3.01% 16/FEB/2021 210,916 | 211,384 | 211,319 | ||||||
MERCEDES-BENZ AUTO RCVBLS TR | 1.26% 16/FEB/2021 273,205 | 272,230 | 273,094 | ||||||
MERCEDES-BENZ AUTO RCVBLS TR | 2.71% 15/APR/2021 327,653 | 328,042 | 327,907 | ||||||
MERITAGE HOMES CORP | 6.00% 01/JUN/2025 2,000,000 | 2,012,500 | 2,235,000 | ||||||
MERITAGE HOMES CORP | 7.00% 01/APR/2022 684,000 | 695,275 | 745,560 | ||||||
MGM GROWTH PROP OPRTNG PRNTSHP | 5.75% 01/FEB/2027 1,232,000 | 1,232,000 | 1,373,680 | ||||||
MGM GROWTH PROP OPRTNG PRNTSHP | 4.50% 01/SEP/2026 550,000 | 553,438 | 578,875 | ||||||
MGM GROWTH PROP OPRTNG PRNTSHP | 4.50% 15/JAN/2028 1,240,000 | 1,249,078 | 1,292,700 | ||||||
MGM RESORTS INTL | 6.00% 15/MAR/2023 921,000 | 925,644 | 1,010,797 | ||||||
MICROCHIP TECH INC | 3.92% 01/JUN/2021 2,600,000 | 2,611,198 | 2,658,970 | ||||||
MIDWEST CONNECTOR CAPITAL CO LLC | 3.63% 01/APR/2022 1,700,000 | 1,698,895 | 1,740,636 |
44
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
MITSUBISHI CORP | 2.63% 14/JUL/2022 400,000 | 403,392 | 403,244 | ||||||
MITSUBISHI UFJ FINCL GRP INC | FLT 26/JUL/2023 400,000 | 400,996 | 402,903 | ||||||
MITSUBISHI UFJ LEASE & FIN CO LTD | 2.65% 19/SEP/2022 1,300,000 | 1,302,706 | 1,308,701 | ||||||
MITSUBISHI UFJ LEASE & FIN CO LTD | 3.41% 28/FEB/2022 400,000 | 407,540 | 408,596 | ||||||
MITSUBISHI UFJ TST & B CORP | 1.94% 04/FEB/2020 5,700,000 | 5,689,848 | 5,689,471 | ||||||
MIZUHO BANK LTD | 2.07% 02/MAR/2020 5,600,000 | 5,600,000 | 5,602,012 | ||||||
MIZUHO BANK LTD | 2.31% 06/MAR/2020 5,000,000 | 5,000,703 | 5,005,976 | ||||||
MORGAN STANLEY | 3.13% 23/JAN/2023 400,000 | 399,100 | 411,234 | ||||||
MORGAN STANLEY ABS CAPITAL I INC | FLT 25/JUL/2034 419,268 | 418,809 | 419,013 | ||||||
MPH ACQUISITION HOLDINGS LLC | 7.13% 01/JUN/2024 1,496,000 | 1,536,463 | 1,447,380 | ||||||
MPLX LP | 3.50% 01/DEC/2022 200,000 | 197,975 | 205,921 | ||||||
MSCI INC | 5.25% 15/NOV/2024 497,000 | 506,453 | 510,608 | ||||||
MUFG BANK LTD | 2.33% 06/MAR/2020 2,500,000 | 2,489,920 | 2,491,695 | ||||||
MUFG BANK LTD | 2.62% 21/JAN/2020 600,000 | 599,277 | 599,371 | ||||||
MUFG BANK LTD | 2.15% 24/MAR/2020 8,350,000 | 8,313,807 | 8,313,995 | ||||||
MURPHY OIL CORP | 5.88% 01/DEC/2027 1,590,000 | 1,590,000 | 1,669,500 | ||||||
MYLAN INC/PA | 3.13% 15/JAN/2023 1,000,000 | 960,295 | 1,014,766 | ||||||
MYLAN NV | 3.15% 15/JUN/2021 900,000 | 895,878 | 911,829 | ||||||
MYLAN NV | 3.75% 15/DEC/2020 79,000 | 79,284 | 80,576 | ||||||
MYLAN NV | 3.95% 15/JUN/2026 600,000 | 574,584 | 625,514 | ||||||
NABORS INDUSTRIES INC | 5.75% 01/FEB/2025 2,544,000 | 2,496,200 | 2,289,600 | ||||||
NATIONAL AUSTRALIA BANK LTD | FLT 22/MAY/2020 2,101,000 | 2,102,561 | 2,104,693 | ||||||
NATIONAL AUSTRALIA BANK LTD | FLT 10/JAN/2020 2,800,000 | 2,800,408 | 2,800,292 | ||||||
NATIONAL AUSTRALIA BANK LTD | 2.25% 10/JAN/2020 1,400,000 | 1,400,079 | 1,400,053 | ||||||
NATIONAL BANK OF CANADA | FLT 02/NOV/2020 5,000,000 | 5,009,169 | 5,008,291 | ||||||
NATIONAL BANK OF CANADA | FLT 17/JAN/2020 2,946,000 | 2,946,536 | 2,946,925 | ||||||
NATIXIS NY CORP | 1.98% 05/JUN/2020 3,650,000 | 3,649,995 | 3,650,357 | ||||||
NATIXIS NY CORP | 1.87% 27/FEB/2020 8,400,000 | 8,375,262 | 8,374,733 | ||||||
NATIXIS NY CORP | 2.17% 27/JAN/2020 5,600,000 | 5,592,111 | 5,592,453 | ||||||
NAVIENT CORP | 7.25% 25/JAN/2022 482,000 | 533,403 | 523,664 | ||||||
NAVIENT CORP | 8.00% 25/MAR/2020 58,000 | 60,393 | 58,599 | ||||||
NAVIENT CORP | 5.50% 25/JAN/2023 416,000 | 410,785 | 444,080 | ||||||
NAVIENT CORP | 5.88% 25/MAR/2021 216,000 | 208,440 | 223,128 | ||||||
NAVIENT CORP | 5.88% 25/OCT/2024 1,706,000 | 1,647,291 | 1,825,420 | ||||||
NAVIENT CORP | 6.50% 15/JUN/2022 1,770,000 | 1,823,657 | 1,918,238 | ||||||
NAVIENT CORP | 6.63% 26/JUL/2021 979,000 | 999,920 | 1,035,292 | ||||||
NAVIENT CORP | 6.75% 15/JUN/2026 199,000 | 200,847 | 218,721 | ||||||
NAVIENT CORP | 7.25% 25/SEP/2023 662,000 | 737,422 | 748,080 | ||||||
NCR CORP | 5.00% 15/JUL/2022 1,085,000 | 1,035,524 | 1,096,528 | ||||||
NCR CORP | 5.75% 01/SEP/2027 1,350,000 | 1,402,312 | 1,437,750 | ||||||
NCR CORP | 6.38% 15/DEC/2023 2,973,000 | 3,015,781 | 3,047,325 | ||||||
NEDERLANDSE WTRSCHBNK CORP | 1.97% 09/MAR/2020 2,500,000 | 2,490,799 | 2,491,413 | ||||||
NESTLE CAP CORP CORP | 1.67% 18/MAR/2020 8,350,000 | 8,320,531 | 8,319,317 | ||||||
NETFLIX INC | 4.88% 15/APR/2028 4,194,000 | 4,181,686 | 4,356,308 | ||||||
NETFLIX INC | 5.38% 15/NOV/2029 1,320,000 | 1,328,250 | 1,405,774 | ||||||
NETFLIX INC | 5.88% 15/FEB/2025 1,808,000 | 1,868,330 | 2,015,920 | ||||||
NETFLIX INC | 5.88% 15/NOV/2028 1,381,000 | 1,381,104 | 1,530,921 | ||||||
NETFLIX INC | 6.38% 15/MAY/2029 376,000 | 378,820 | 428,170 |
45
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
NEW YORK LIFE GLOBAL FUNDING | FLT 21/JAN/2020 1,350,000 | 1,350,106 | 1,350,129 | ||||||
NEW YORK LIFE GLOBAL FUNDING | FLT 09/APR/2020 775,000 | 774,978 | 775,720 | ||||||
NEWCREST FIN PTY LTD | 4.45% 15/NOV/2021 700,000 | 718,487 | 725,310 | ||||||
NEXTERA ENERGY CAPITAL HLDGS INC | 1.95% 01/SEP/2022 500,000 | 500,000 | 501,583 | ||||||
NEXTERA ENERGY CAPITAL HLDGS INC | 2.80% 15/JAN/2023 200,000 | 200,652 | 204,458 | ||||||
NEXTERA ENERGY OPERTG PRTNRS LP | 4.25% 15/JUL/2024 1,018,000 | 1,024,362 | 1,059,992 | ||||||
NEXTERA ENERGY OPERTG PRTNRS LP | 4.50% 15/SEP/2027 3,314,000 | 3,250,141 | 3,454,845 | ||||||
NFP CORP | 6.88% 15/JUL/2025 2,548,000 | 2,573,080 | 2,554,370 | ||||||
NIELSEN CO LUXEMBOURG | 5.50% 01/OCT/2021 870,000 | 870,000 | 873,262 | ||||||
NIELSEN FIN LLC | 5.00% 15/APR/2022 728,000 | 736,190 | 730,730 | ||||||
NISOURCE INC | 2.65% 17/NOV/2022 500,000 | 481,785 | 506,134 | ||||||
NISSAN AUTO LEASE TR | 2.05% 15/SEP/2020 839,354 | 839,209 | 839,343 | ||||||
NISSAN AUTO LEASE TR | 3.03% 16/FEB/2021 2,365,928 | 2,371,450 | 2,370,299 | ||||||
NISSAN AUTO LEASE TR | 2.28% 15/JUL/2020 733,653 | 733,653 | 733,626 | ||||||
NISSAN AUTO RCVBLS TR | 1.32% 15/JAN/2021 226,743 | 225,999 | 226,674 | ||||||
NISSAN AUTO RCVBLS TR | 1.18% 15/JAN/2021 433,947 | 433,042 | 433,692 | ||||||
NISSAN AUTO RCVBLS TR | 1.74% 16/AUG/2021 3,411,076 | 3,405,491 | 3,408,895 | ||||||
NISSAN AUTO RCVBLS TR | 1.75% 15/OCT/2021 6,009,924 | 5,997,203 | 6,004,519 | ||||||
NISSAN AUTO RCVBLS TR | 2.82% 18/JAN/2022 2,483,570 | 2,493,814 | 2,491,931 | ||||||
NISSAN AUTO RCVBLS TR | 2.56% 15/MAR/2022 1,603,000 | 1,608,312 | 1,607,940 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | 2.65% 13/JUL/2022 200,000 | 197,718 | 200,626 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | 3.15% 15/MAR/2021 100,000 | 100,342 | 100,976 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | FLT 13/JAN/2022 1,850,000 | 1,848,669 | 1,857,831 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | FLT 28/SEP/2022 200,000 | 195,080 | 199,571 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | 3.65% 21/SEP/2021 900,000 | 925,326 | 918,760 | ||||||
NISSAN MOTOR ACCEPTANCE CORP | 3.88% 21/SEP/2023 1,600,000 | 1,626,169 | 1,665,843 | ||||||
NORDEA BANK ABP | 4.88% 27/JAN/2020 1,400,000 | 1,402,848 | 1,402,848 | ||||||
NORDEA BANK ABP | FLT 29/MAY/2020 3,900,000 | 3,906,133 | 3,906,418 | ||||||
NORDEA BANK ABP | FLT 14/FEB/2020 4,700,000 | 4,700,000 | 4,700,734 | ||||||
NORDEA BANK ABP CORP | 1.80% 23/MAR/2020 8,350,000 | 8,315,860 | 8,315,347 | ||||||
NORDEA KR REALKREDITAKTIESELSKAB | 1.00% 01/OCT/2050 14,881,861 | 2,249,820 | 2,196,399 | ||||||
NORINCHUKIN BK | 1.87% 05/MAR/2020 5,900,000 | 5,899,999 | 5,900,207 | ||||||
NORINCHUKIN BK | 1.95% 15/APR/2020 2,800,000 | 2,799,995 | 2,800,427 | ||||||
NORINCHUKIN BK | 2.02% 21/FEB/2020 2,500,000 | 2,499,996 | 2,500,599 | ||||||
NORTHWEST AIRLINES | 6.26% 20/MAY/2023 67,572 | 71,880 | 69,612 | ||||||
NOVA CHEMICALS CORP | 5.25% 01/JUN/2027 1,407,000 | 1,458,891 | 1,445,693 | ||||||
NOVARTIS CAPITAL CORP | 1.80% 14/FEB/2020 1,855,000 | 1,854,822 | 1,854,676 | ||||||
NOVELIS CORP | 5.88% 30/SEP/2026 3,738,000 | 3,835,421 | 3,977,624 | ||||||
NOVELIS CORP | 6.25% 15/AUG/2024 1,260,000 | 1,312,860 | 1,321,425 | ||||||
NRG ENERGY INC | 5.25% 15/JUN/2029 924,000 | 929,881 | 999,075 | ||||||
NRG ENERGY INC | 5.75% 15/JAN/2028 158,000 | 167,085 | 171,430 | ||||||
NRG ENERGY INC | 6.63% 15/JAN/2027 2,946,000 | 3,031,225 | 3,196,410 | ||||||
NRG ENERGY INC | 7.25% 15/MAY/2026 580,000 | 580,000 | 633,650 | ||||||
NRW. BANK CORP | 1.99% 03/MAR/2020 5,000,000 | 4,984,242 | 4,983,812 | ||||||
NTT FIN CORP | 1.90% 21/JUL/2021 900,000 | 867,034 | 897,420 | ||||||
NUSTAR LOGISTICS LP | 5.63% 28/APR/2027 1,841,000 | 1,917,965 | 1,891,628 | ||||||
NUSTAR LOGISTICS LP | 6.00% 01/JUN/2026 811,000 | 811,000 | 857,632 | ||||||
NXP BV | 3.88% 18/JUN/2026 300,000 | 299,892 | 318,249 |
46
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
NXP BV | 3.88% 01/SEP/2022 300,000 | 299,538 | 311,265 | ||||||
NXP BV | 4.13% 01/JUN/2021 2,200,000 | 2,217,734 | 2,255,633 | ||||||
NXP BV | 4.63% 01/JUN/2023 1,100,000 | 1,117,498 | 1,176,011 | ||||||
NXP BV | 4.63% 15/JUN/2022 2,100,000 | 2,141,302 | 2,213,458 | ||||||
NXP BV | 4.88% 01/MAR/2024 300,000 | 299,913 | 327,201 | ||||||
NYKREDIT REALKREDIT | 1.00% 01/OCT/2050 11,355,740 | 1,714,482 | 1,676,392 | ||||||
NYKREDIT REALKREDIT | 2.00% 01/APR/2020 3,600,000 | 558,214 | 543,924 | ||||||
ONE GAS, INC | 1.77% 27/JAN/2020 8,350,000 | 8,339,808 | 8,339,454 | ||||||
ONEOK INC | 4.25% 01/FEB/2022 500,000 | 507,990 | 518,867 | ||||||
ONTARIO TEACHERS' CDLLC FRVW PROP | 3.13% 20/MAR/2022 700,000 | 699,839 | 714,148 | ||||||
ONTARIO TEACHERS'FINAN CORP | 1.99% 27/MAR/2020 3,000,000 | 2,986,097 | 2,987,341 | ||||||
OPTION ONE MTG ACCEP CORP | FLT 25/JUL/2033 494,939 | 486,587 | 490,990 | ||||||
OSCAR US FUNDING XI LLC | 2.49% 10/AUG/2022 1,500,000 | 1,499,931 | 1,502,434 | ||||||
OUTFRONT MEDIA CAPITAL LLC | 4.63% 15/MAR/2030 1,880,000 | 1,886,635 | 1,912,900 | ||||||
OUTFRONT MEDIA CAPITAL LLC | 5.00% 15/AUG/2027 88,000 | 89,210 | 92,180 | ||||||
OUTFRONT MEDIA CAPITAL LLC | 5.63% 15/FEB/2024 1,009,000 | 1,040,531 | 1,034,225 | ||||||
OVERSEA-CHINESE BANKIN | 2.08% 06/FEB/2020 5,600,000 | 5,600,000 | 5,601,248 | ||||||
OVERSEA-CHINESE BANKIN | 2.60% 02/JAN/2020 4,200,000 | 4,200,075 | 4,200,217 | ||||||
OWENS-BROCKWAY GLASS CONTNR INC | 5.88% 15/AUG/2023 800,000 | 780,000 | 854,000 | ||||||
OWENS-BROCKWAY GLASS CONTNR INC | 6.38% 15/AUG/2025 3,211,000 | 3,541,077 | 3,508,018 | ||||||
PACCAR FINCL COR CORP | 1.93% 14/JAN/2020 8,000,000 | 7,994,540 | 7,994,979 | ||||||
PACIFIC GAS & ELECTRIC CO | 4.25% 01/AUG/2023 700,000 | 698,355 | 717,500 | ||||||
PANASONIC CORP | 2.54% 19/JUL/2022 900,000 | 901,026 | 907,822 | ||||||
PANTHER BF AGGREGATOR 2 LP | 6.25% 15/MAY/2026 665,000 | 683,923 | 716,537 | ||||||
PANTHER BF AGGREGATOR 2 LP | 8.50% 15/MAY/2027 1,714,000 | 1,738,907 | 1,821,125 | ||||||
PAR PHARMACEUTICAL INC | 7.50% 01/APR/2027 1,328,000 | 1,334,640 | 1,321,360 | ||||||
PARK AEROSPACE HOLDINGS LTD | 5.25% 15/AUG/2022 3,500,000 | 3,648,334 | 3,728,900 | ||||||
PARSLEY ENERGY LLC | 5.25% 15/AUG/2025 2,579,000 | 2,606,926 | 2,649,923 | ||||||
PARSLEY ENERGY LLC | 5.38% 15/JAN/2025 1,133,000 | 1,136,196 | 1,166,990 | ||||||
PARSLEY ENERGY LLC | 5.63% 15/OCT/2027 2,616,000 | 2,673,919 | 2,766,420 | ||||||
PARSLEY ENERGY LLC | 6.25% 01/JUN/2024 762,000 | 782,384 | 792,480 | ||||||
PATTERN ENERGY GRP INC | 5.88% 01/FEB/2024 2,040,000 | 2,067,058 | 2,098,650 | ||||||
PDC ENERGY INC | 5.75% 15/MAY/2026 1,584,000 | 1,596,093 | 1,580,040 | ||||||
PENSKE AUTOMOTIVE GRP INC | 5.38% 01/DEC/2024 476,000 | 481,430 | 489,685 | ||||||
PENSKE TRUCK LEASING CO LP | 3.38% 01/FEB/2022 500,000 | 502,290 | 510,643 | ||||||
PENSKE TRUCK LEASING CO LP | 3.90% 01/FEB/2024 400,000 | 398,084 | 420,271 | ||||||
PENSKE TRUCK LEASING CO LP | 4.88% 11/JUL/2022 1,900,000 | 1,976,722 | 2,021,011 | ||||||
PERFORMANCE FOOD GRP INC | 5.50% 15/OCT/2027 325,000 | 336,375 | 347,344 | ||||||
PERNOD RICARD SA | 4.25% 15/JUL/2022 1,000,000 | 1,020,976 | 1,052,331 | ||||||
PERNOD RICARD SA | 4.45% 15/JAN/2022 2,900,000 | 2,998,998 | 3,033,896 | ||||||
PETROBRAS GLOBAL FIN | 5.09% 15/JAN/2030 652,000 | 606,262 | 698,625 | ||||||
PETROBRAS GLOBAL FIN | 8.38% 23/MAY/2021 30,000 | 30,591 | 32,625 | ||||||
PETSMART INC | 5.88% 01/JUN/2025 2,226,000 | 2,055,316 | 2,267,738 | ||||||
PETSMART INC | 7.13% 15/MAR/2023 2,845,000 | 2,714,655 | 2,788,100 | ||||||
PIONEER NATURAL RESOURCES CO | 3.45% 15/JAN/2021 300,000 | 281,279 | 303,503 | ||||||
PLAINS ALL AMERICAN PIPELINE LP | 3.65% 01/JUN/2022 300,000 | 294,669 | 307,801 | ||||||
PLAINS ALL AMERICAN PIPELINE LP | 5.00% 01/FEB/2021 800,000 | 818,168 | 818,343 | ||||||
PLANTRONICS INC | 5.50% 31/MAY/2023 867,000 | 801,230 | 847,492 |
47
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
POLARIS INTERMEDIATE CORP | 8.50% 01/DEC/2022 432,544 | 428,219 | 402,807 | ||||||
POST HOLDINGS INC | 5.00% 15/AUG/2026 4,442,000 | 4,427,911 | 4,691,863 | ||||||
POST HOLDINGS INC | 5.63% 15/JAN/2028 1,592,000 | 1,596,425 | 1,715,380 | ||||||
POST HOLDINGS INC | 5.75% 01/MAR/2027 2,290,000 | 2,337,034 | 2,456,025 | ||||||
PQ CORP | 5.75% 15/DEC/2025 2,450,000 | 2,462,376 | 2,560,250 | ||||||
PQ CORP | 6.75% 15/NOV/2022 3,264,000 | 3,399,357 | 3,374,160 | ||||||
PRESTIGE BRANDS INC | 5.13% 15/JAN/2028 1,475,000 | 1,495,900 | 1,545,063 | ||||||
PRESTIGE BRANDS INC | 6.38% 01/MAR/2024 2,710,000 | 2,757,356 | 2,818,400 | ||||||
PRIME SECURITY SRVCS BORROWER LLC | 5.25% 15/APR/2024 729,000 | 763,628 | 771,282 | ||||||
PRINCIPAL LIFE GLOBAL FUNDING II | 2.15% 10/JAN/2020 2,750,000 | 2,749,987 | 2,749,918 | ||||||
PROJECT ALPHA | ZCP 18/APR/2024 387,174 | 379,016 | 388,628 | ||||||
PROJECT ALPHA | ZCP 26/APR/2024 1,158,085 | 1,146,505 | 1,170,147 | ||||||
PROTECTIVE LIFE GLOBAL FUNDING | FLT 13/JUL/2020 490,000 | 490,325 | 490,720 | ||||||
PROTECTIVE LIFE GLOBAL FUNDING | 2.00% 14/SEP/2021 800,000 | 800,000 | 799,373 | ||||||
PROV. BRITSH COLUMBIA CORP | 1.73% 17/MAR/2020 11,400,000 | 11,355,726 | 11,357,012 | ||||||
PROV. BRITSH COLUMBIA CORP | 1.97% 23/JAN/2020 8,400,000 | 8,389,990 | 8,391,451 | ||||||
PROVIDENT FUNDING ASSOCIATES LP | 6.38% 15/JUN/2025 2,056,000 | 2,091,260 | 2,014,880 | ||||||
PROVINCE OF ALBERTA CORP | 2.00% 21/FEB/2020 8,380,000 | 8,359,996 | 8,359,289 | ||||||
PROVINCE OF ALBERTA CORP | 1.88% 06/JAN/2020 8,350,000 | 8,347,866 | 8,347,858 | ||||||
PTC INC | 6.00% 15/MAY/2024 1,189,000 | 1,214,221 | 1,241,019 | ||||||
PUBLIC SERVICE ENTERPRISE GRP INC | 2.65% 15/NOV/2022 400,000 | 384,060 | 406,037 | ||||||
QEP RESOURCES INC | 5.63% 01/MAR/2026 1,418,000 | 1,247,835 | 1,382,905 | ||||||
QUALITYTECH LP | 4.75% 15/NOV/2025 2,636,000 | 2,606,284 | 2,731,555 | ||||||
QUEBECOR MEDIA INC | 5.75% 15/JAN/2023 1,168,000 | 1,168,000 | 1,268,740 | ||||||
QUICKEN LOANS INC | 5.25% 15/JAN/2028 510,000 | 506,175 | 527,850 | ||||||
QUICKEN LOANS INC | 5.75% 01/MAY/2025 3,701,000 | 3,702,067 | 3,825,909 | ||||||
QVC INC | 4.38% 15/MAR/2023 600,000 | 605,772 | 619,350 | ||||||
QVC INC | 4.85% 01/APR/2024 400,000 | 403,776 | 419,199 | ||||||
RAAC SERIES | FLT 25/OCT/2046 404,226 | 232,849 | 400,273 | ||||||
RADIATE HOLDCO LLC | 6.63% 15/FEB/2025 1,666,000 | 1,649,112 | 1,682,660 | ||||||
RADIATE HOLDCO LLC | 6.88% 15/FEB/2023 530,000 | 530,000 | 539,275 | ||||||
RAMP SERIES | FLT 25/JUL/2035 250,000 | 248,125 | 249,026 | ||||||
RANGE RESOURCES CORP | 5.00% 15/AUG/2022 839,000 | 839,000 | 822,220 | ||||||
RECKITT BENCKISER TREAS SRVCS PLC | FLT 24/JUN/2022 1,500,000 | 1,501,065 | 1,503,375 | ||||||
RECKITT BENCKISER TREAS SRVCS PLC | 2.38% 24/JUN/2022 1,200,000 | 1,148,916 | 1,208,926 | ||||||
REFINITIV | ZCP 01/OCT/2025 3,489,215 | 3,463,319 | 3,523,235 | ||||||
REFINITIV US HOLDINGS INC | 8.25% 15/NOV/2026 2,392,000 | 2,401,313 | 2,693,990 | ||||||
RELIANCE STANDRD LIFE GLBL FDNG II | 2.50% 15/JAN/2020 4,150,000 | 4,150,506 | 4,150,209 | ||||||
RESIDEO FUNDING INC | 6.13% 01/NOV/2026 1,746,000 | 1,771,719 | 1,759,095 | ||||||
REYNOLDS GRP ISSUER INC | 5.75% 15/OCT/2020 436,098 | 448,636 | 436,644 | ||||||
REYNOLDS GRP ISSUER INC | 7.00% 15/JUL/2024 1,814,000 | 1,829,024 | 1,875,223 | ||||||
REYNOLDS GRP ISSUER INC | 5.13% 15/JUL/2023 4,324,000 | 4,388,905 | 4,426,695 | ||||||
RITCHIE BROS AUCTIONEERS INC | 5.38% 15/JAN/2025 1,563,000 | 1,626,730 | 1,629,428 | ||||||
ROCKPOINT GAS STORAGE CANADA LTD | 7.00% 31/MAR/2023 2,374,000 | 2,336,745 | 2,332,455 | ||||||
ROWAN COS INC | 4.75% 15/JAN/2024 910,000 | 841,545 | 573,300 | ||||||
ROYAL BANK OF CANADA | 2.25% 01/NOV/2024 1,000,000 | 997,780 | 1,004,245 | ||||||
ROYAL BANK OF CANADA | FLT 02/MAR/2020 5,604,000 | 5,607,216 | 5,607,097 | ||||||
ROYAL BANK OF SCOTLAND GRP PLC | 6.00% 19/DEC/2023 200,000 | 217,508 | 222,440 |
48
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
ROYAL BANK OF SCOTLAND GRP PLC | FLT 31/DEC/2164 200,000 | 219,900 | 214,500 | ||||||
ROYAL BANK OF SCOTLAND GRP PLC | FLT 22/MAR/2025 400,000 | 400,000 | 424,981 | ||||||
ROYAL BANK OF SCOTLAND GRP PLC | FLT 25/JUN/2024 2,400,000 | 2,400,813 | 2,535,530 | ||||||
ROYAL BK OF CANADA | 2.54% 28/FEB/2020 2,900,000 | 2,901,716 | 2,902,876 | ||||||
SABINE PASS LIQUEFACTION LLC | 5.63% 01/FEB/2021 2,100,000 | 2,188,958 | 2,158,575 | ||||||
SABINE PASS LIQUEFACTION LLC | 5.63% 15/APR/2023 200,000 | 214,934 | 217,684 | ||||||
SABINE PASS LIQUEFACTION LLC | 6.25% 15/MAR/2022 1,100,000 | 1,230,537 | 1,181,887 | ||||||
SANDS CHINA LTD | 4.60% 08/AUG/2023 900,000 | 899,802 | 949,824 | ||||||
SANTANDER DRIVE AUTO RCVBLS TR | 3.03% 15/FEB/2022 1,520 | 1,521 | 1,520 | ||||||
SANTANDER DRIVE AUTO RCVBLS TR | 3.01% 15/MAR/2022 28,446 | 28,459 | 28,456 | ||||||
SANTANDER RETAIL AUTO LEASE TR | 2.22% 20/JAN/2021 4,103,041 | 4,101,855 | 4,103,784 | ||||||
SANTANDER RETAIL AUTO LEASE TR | 2.93% 20/MAY/2021 1,507,124 | 1,512,692 | 1,511,262 | ||||||
SANTANDER UK GRP HOLDINGS PLC | 2.88% 16/OCT/2020 100,000 | 100,131 | 100,442 | ||||||
SANTANDER UK PLC | 5.00% 07/NOV/2023 500,000 | 537,825 | 537,632 | ||||||
SBA COMMUNICATIONS CORP | 4.88% 01/SEP/2024 4,827,000 | 4,801,267 | 5,008,013 | ||||||
SBA TOWER TR | 2.88% 15/JUL/2046 600,000 | 604,800 | 602,000 | ||||||
SCIENTIFIC GAMES INTL INC | 5.00% 15/OCT/2025 2,262,000 | 2,159,182 | 2,366,618 | ||||||
SCIENTIFIC GAMES INTL INC | 7.25% 15/NOV/2029 1,445,000 | 1,513,637 | 1,567,825 | ||||||
SCIENTIFIC GAMES INTL INC | 8.25% 15/MAR/2026 1,377,000 | 1,389,049 | 1,518,143 | ||||||
SCOTTS MIRACLE-GRO CO | 4.50% 15/OCT/2029 975,000 | 975,000 | 996,645 | ||||||
SCRIPPS ESCROW INC | 5.88% 15/JUL/2027 616,000 | 616,000 | 645,260 | ||||||
SECURITIZED TERM AUTO RCVBLS TR | 3.06% 25/FEB/2021 2,686,829 | 2,691,666 | 2,690,453 | ||||||
SECURITIZED TERM AUTO RCVBLS TR | 2.86% 25/MAY/2021 877,467 | 879,457 | 879,322 | ||||||
SELECT MEDICAL CORP | 6.88% 15/AUG/2026 1,752,000 | 1,800,529 | 1,896,575 | ||||||
SEMPRA ENERGY | FLT 15/JAN/2021 900,000 | 900,000 | 900,151 | ||||||
SEMPRA ENERGY | 3.55% 15/JUN/2024 500,000 | 515,035 | 523,808 | ||||||
SENSATA TECH INC | 5.63% 01/NOV/2024 1,137,000 | 1,193,850 | 1,264,912 | ||||||
SENSATA TECH INC | 4.38% 15/FEB/2030 503,000 | 503,000 | 512,768 | ||||||
SERVICE PROP TR | 4.35% 01/OCT/2024 300,000 | 299,646 | 308,305 | ||||||
SESI LLC | 7.75% 15/SEP/2024 694,000 | 717,656 | 461,510 | ||||||
SEVEN & I HOLDINGS CO LTD | 3.35% 17/SEP/2021 800,000 | 799,952 | 816,205 | ||||||
SHELL INTL FIN | 4.38% 25/MAR/2020 400,000 | 402,165 | 402,111 | ||||||
SHELL INTL FIN | FLT 11/MAY/2020 1,365,000 | 1,367,191 | 1,367,155 | ||||||
SHIRE ACQUISITIONS INVESTMENTS | 2.40% 23/SEP/2021 400,000 | 395,545 | 402,275 | ||||||
SIEMENS CAPTAL CO. LLC CORP | 1.87% 26/MAR/2020 8,350,000 | 8,314,118 | 8,315,591 | ||||||
SIEMENS FINANCIERINGSMAATSCHAPPIJ | FLT 16/MAR/2020 714,000 | 714,060 | 714,330 | ||||||
SILGAN HOLDINGS INC | 4.75% 15/MAR/2025 1,002,000 | 1,002,000 | 1,024,545 | ||||||
SINOPEC GRP OVERSEAS DEV | 2.50% 28/APR/2020 2,200,000 | 2,196,480 | 2,201,628 | ||||||
SINOPEC GRP OVERSEAS DEV | 2.25% 13/SEP/2020 1,200,000 | 1,198,680 | 1,199,808 | ||||||
SIRIUS XM RADIO INC | 5.00% 01/AUG/2027 720,000 | 758,700 | 759,600 | ||||||
SIRIUS XM RADIO INC | 5.38% 15/APR/2025 2,767,000 | 2,827,079 | 2,859,086 | ||||||
SIRIUS XM RADIO INC | 5.38% 15/JUL/2026 518,000 | 527,380 | 550,213 | ||||||
SKY PLC | 3.13% 26/NOV/2022 400,000 | 391,724 | 411,136 | ||||||
SL GREEN OPERATING PARTNERSHIP LP | FLT 16/AUG/2021 400,000 | 400,400 | 400,083 | ||||||
SLC STUDENT LOAN TR | FLT 25/NOV/2042 129,933 | 129,760 | 130,107 | ||||||
SLC STUDENT LOAN TR | FLT 15/DEC/2023 16,675 | 22,281 | 18,723 | ||||||
SM ENERGY CO | 5.63% 01/JUN/2025 323,000 | 313,070 | 306,582 | ||||||
SM ENERGY CO | 6.63% 15/JAN/2027 725,000 | 651,750 | 712,570 |
49
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
SM ENERGY CO | 6.75% 15/SEP/2026 2,977,000 | 3,083,948 | 2,917,460 | ||||||
SOCIETE GENERALE | 2.19% 31/JUL/2020 2,500,000 | 2,504,097 | 2,504,386 | ||||||
SOCIETE GENERALE | 2.83% 27/FEB/2020 5,100,000 | 5,106,160 | 5,107,663 | ||||||
SOLERA LLC | 10.50% 01/MAR/2024 1,302,000 | 1,347,570 | 1,381,500 | ||||||
SOPHIA LP | 9.00% 30/SEP/2023 468,000 | 475,220 | 480,870 | ||||||
SOUTHERN NATURAL GAS CO LLC | 8.00% 01/MAR/2032 77,000 | 66,228 | 111,762 | ||||||
SOUTHERN POWER CO | FLT 20/DEC/2020 200,000 | 200,146 | 200,049 | ||||||
SPCM SA | 4.88% 15/SEP/2025 1,407,000 | 1,409,787 | 1,463,280 | ||||||
SPECTRUM BRANDS INC | 5.75% 15/JUL/2025 2,333,000 | 2,355,317 | 2,435,115 | ||||||
SPIRIT AEROSYSTEMS INC | FLT 15/JUN/2021 500,000 | 497,416 | 498,772 | ||||||
SPIRIT AEROSYSTEMS INC | 3.85% 15/JUN/2026 900,000 | 877,626 | 917,960 | ||||||
SPRINGLEAF FIN CORP | 5.38% 15/NOV/2029 735,000 | 767,178 | 767,193 | ||||||
SPRINGLEAF FIN CORP | 5.63% 15/MAR/2023 1,116,000 | 1,116,000 | 1,202,490 | ||||||
SPRINGLEAF FIN CORP | 6.13% 15/MAR/2024 2,052,000 | 2,122,930 | 2,246,940 | ||||||
SPRINGLEAF FIN CORP | 6.88% 15/MAR/2025 1,127,000 | 1,127,000 | 1,281,963 | ||||||
SPRINGLEAF FIN CORP | 7.13% 15/MAR/2026 374,000 | 374,000 | 432,419 | ||||||
SPRINT COMMUNICATIONS INC | 7.00% 01/MAR/2020 1,646,000 | 1,653,000 | 1,654,757 | ||||||
SPRINT CORP | 7.13% 15/JUN/2024 2,933,000 | 2,860,787 | 3,163,974 | ||||||
SPRINT CORP | 7.25% 15/SEP/2021 470,000 | 470,588 | 497,025 | ||||||
SPRINT CORP | 7.63% 01/MAR/2026 2,162,000 | 2,191,910 | 2,384,254 | ||||||
SPRINT CORP | 7.63% 15/FEB/2025 2,866,000 | 2,824,859 | 3,145,005 | ||||||
SPRINT CORP | 7.88% 15/SEP/2023 226,000 | 226,565 | 249,353 | ||||||
SPRINT SPECTRUM CO LLC | 3.36% 20/MAR/2023 612,500 | 613,366 | 617,951 | ||||||
SPX FLOW INC | 5.63% 15/AUG/2024 800,000 | 816,000 | 833,000 | ||||||
SPX FLOW INC | 5.88% 15/AUG/2026 509,000 | 519,010 | 538,267 | ||||||
SS&C TECH INC | 5.50% 30/SEP/2027 707,000 | 759,141 | 754,722 | ||||||
STAPLES INC | 10.75% 15/APR/2027 378,000 | 374,220 | 383,670 | ||||||
STAPLES INC | 7.50% 15/APR/2026 724,000 | 758,390 | 751,150 | ||||||
STARFRUIT FINCO | 8.00% 01/OCT/2026 3,401,000 | 3,399,168 | 3,605,060 | ||||||
STARS GRP HOLDINGS | 7.00% 15/JUL/2026 1,009,000 | 1,058,667 | 1,092,242 | ||||||
STARWOOD PROPERTY TR INC | 5.00% 15/DEC/2021 850,000 | 858,500 | 881,875 | ||||||
STATE STREET CORP | FLT 18/AUG/2020 1,350,000 | 1,357,289 | 1,357,037 | ||||||
STEVENS HOLDING CO INC | 6.13% 01/OCT/2026 772,000 | 789,733 | 843,410 | ||||||
SUMITOMO MITSUI BANKING CORP | ZCP 27/JAN/2020 8,000,000 | 7,989,080 | 7,990,016 | ||||||
SUMITOMO MITSUI TR BK CORP | 1.97% 18/FEB/2020 1,610,000 | 1,605,900 | 1,606,005 | ||||||
SUMITOMO MTSU BKG CORP | 2.04% 03/FEB/2020 2,800,000 | 2,800,000 | 2,800,947 | ||||||
SUMITOMO MTSU BKG CORP | 2.01% 10/FEB/2020 2,700,000 | 2,700,029 | 2,700,936 | ||||||
SUMITOMO MTSU BKG CORP | 2.08% 06/JAN/2020 5,000,000 | 5,000,040 | 5,000,061 | ||||||
SUNCORP-METWY LTD CORP | 2.26% 16/JAN/2020 5,000,000 | 4,995,417 | 4,996,100 | ||||||
SUNOCO LOGISTICS PRTNRS OPRTNS LP | 3.90% 15/JUL/2026 200,000 | 190,234 | 207,779 | ||||||
SUNOCO LOGISTICS PRTNRS OPRTNS LP | 4.65% 15/FEB/2022 100,000 | 102,839 | 104,269 | ||||||
SUNOCO LP / SUNOCO FIN CORP | 4.88% 15/JAN/2023 611,000 | 611,000 | 624,760 | ||||||
SUNOCO LP / SUNOCO FIN CORP | 5.50% 15/FEB/2026 1,614,000 | 1,583,755 | 1,674,525 | ||||||
SUNTORY HOLDINGS LTD | 2.55% 28/JUN/2022 500,000 | 493,156 | 502,725 | ||||||
SVENSKA HANDELSBANKEN | FLT 01/OCT/2020 5,000,000 | 5,031,819 | 5,029,553 | ||||||
SVENSKA HANDELSBANKEN | FLT 08/SEP/2020 2,900,000 | 2,906,255 | 2,904,550 | ||||||
SVENSKA HANDELSBANKEN | FLT 01/APR/2020 500,000 | 500,062 | 500,467 | ||||||
SYDNEY AIRPORT FIN CO PTY LTD | 3.90% 22/MAR/2023 200,000 | 206,556 | 209,734 |
50
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
SYNCHRONY CC MASTER NOTE | 2.37% 15/MAR/2023 4,296,000 | 4,300,005 | 4,299,346 | ||||||
SYNGENTA FIN | 3.70% 24/APR/2020 800,000 | 799,248 | 802,517 | ||||||
SYNGENTA FIN | 3.93% 23/APR/2021 800,000 | 798,213 | 813,640 | ||||||
SYNGENTA FIN | 4.44% 24/APR/2023 1,200,000 | 1,216,690 | 1,253,238 | ||||||
SYNGENTA FIN | 4.89% 24/APR/2025 200,000 | 196,012 | 214,102 | ||||||
TALLGRASS ENERGY PARTNERS LP | 5.50% 15/JAN/2028 1,569,000 | 1,600,166 | 1,537,620 | ||||||
TALLGRASS ENERGY PARTNERS LP | 5.50% 15/SEP/2024 301,000 | 301,000 | 302,505 | ||||||
TARGA RESOURCES PARTNERS LP | 5.38% 01/FEB/2027 2,142,000 | 2,162,722 | 2,222,325 | ||||||
TARGA RESOURCES PARTNERS LP | 5.13% 01/FEB/2025 825,000 | 847,688 | 855,937 | ||||||
TARGA RESOURCES PARTNERS LP | 5.88% 15/APR/2026 970,000 | 977,275 | 1,030,625 | ||||||
TARGA RESOURCES PARTNERS LP | 4.25% 15/NOV/2023 707,000 | 668,480 | 714,070 | ||||||
TARGA RESOURCES PARTNERS LP | 5.00% 15/JAN/2028 3,830,000 | 3,797,612 | 3,906,600 | ||||||
TARGA RESOURCES PARTNERS LP | 6.88% 15/JAN/2029 935,000 | 935,000 | 1,037,850 | ||||||
TARGA RESOURCES PARTNERS LP | 5.50% 01/MAR/2030 3,180,000 | 3,183,975 | 3,267,450 | ||||||
TARGA RESOURCES PARTNERS LP | ZCP 15/JUL/2027 349,000 | 349,000 | 382,155 | ||||||
TAYLOR MORRISON COMMUNITIES INC | 5.63% 01/MAR/2024 500,000 | 490,625 | 538,750 | ||||||
TAYLOR MORRISON COMMUNITIES INC | 5.88% 15/APR/2023 151,000 | 154,586 | 162,702 | ||||||
TAYLOR MORRISON COMMUNITIES INC | 5.75% 15/JAN/2028 1,070,000 | 1,098,087 | 1,166,300 | ||||||
TECH DATA CORP | 3.70% 15/FEB/2022 800,000 | 800,199 | 817,778 | ||||||
TEGNA BD | 5.13% 11/SEP/2029 1,600,000 | 1,604,000 | 1,628,000 | ||||||
TELECOM ITALIA CAPITAL | 6.00% 30/SEP/2034 697,000 | 763,834 | 747,532 | ||||||
TELECOM ITALIA SPA/MILANO | 5.30% 30/MAY/2024 675,000 | 692,838 | 725,625 | ||||||
TELEFLEX INC | 4.63% 15/NOV/2027 1,480,000 | 1,490,327 | 1,568,519 | ||||||
TELSTRA CORP LTD | 4.80% 12/OCT/2021 200,000 | 206,358 | 209,494 | ||||||
TEMPO ACQUISITION LLC | 6.75% 01/JUN/2025 900,000 | 899,537 | 929,250 | ||||||
TENET HEALTHCARE CORP | 4.63% 15/JUL/2024 1,980,000 | 1,980,000 | 2,027,025 | ||||||
TENET HEALTHCARE CORP | 4.88% 01/JAN/2026 2,505,000 | 2,505,000 | 2,623,737 | ||||||
TENET HEALTHCARE CORP | 5.13% 01/MAY/2025 1,294,000 | 1,294,000 | 1,332,820 | ||||||
TENET HEALTHCARE CORP | 5.13% 01/NOV/2027 4,299,000 | 4,299,000 | 4,540,819 | ||||||
TENET HEALTHCARE CORP | 6.25% 01/FEB/2027 1,257,000 | 1,266,869 | 1,352,846 | ||||||
TENET HEALTHCARE CORP | 6.75% 15/JUN/2023 582,000 | 562,243 | 639,449 | ||||||
TENET HEALTHCARE CORP | 7.00% 01/AUG/2025 1,392,000 | 1,372,015 | 1,470,300 | ||||||
TENET HEALTHCARE CORP | 8.13% 01/APR/2022 628,000 | 650,838 | 694,725 | ||||||
TENNESSEE GAS PIPELINE CO LLC | 8.38% 15/JUN/2032 28,000 | 25,048 | 39,108 | ||||||
TERRAFORM POWER OPERATING LLC | 4.75% 15/JAN/2030 1,460,000 | 1,460,000 | 1,485,550 | ||||||
TERRAFORM POWER OPERATING LLC | 5.00% 31/JAN/2028 1,398,000 | 1,400,101 | 1,478,119 | ||||||
TERWIN MTG TR | FLT 25/OCT/2037 655,052 | 169,049 | 337,748 | ||||||
TEVA PHARMACCL FIN NTHERLNDS | 2.80% 21/JUL/2023 1,600,000 | 1,550,395 | 1,484,000 | ||||||
THE DUN & BRADSTREET CORP | ZCP 29/JAN/2026 741,000 | 726,180 | 748,410 | ||||||
THOMSON REUTERS CORP | 3.35% 15/MAY/2026 900,000 | 860,193 | 927,362 | ||||||
T-MOBILE USA INC | 6.50% 15/JAN/2026 5,481,000 | 5,918,691 | 5,876,783 | ||||||
T-MOBILE USA INC | 4.75% 01/FEB/2028 3,810,000 | 3,819,725 | 3,992,156 | ||||||
T-MOBILE USA INC | 6.38% 01/MAR/2025 620,000 | 625,425 | 640,665 | ||||||
TORONTO-DOMINION BANK CORP | 1.75% 06/MAR/2020 8,400,000 | 8,373,610 | 8,371,418 |
51
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
TORONTO-DOMINION BANK CORP | 2.03% 16/MAR/2020 700,000 | 697,313 | 697,242 | ||||||
TORONTO-DOMINION BANK CORP | FLT 17/SEP/2020 2,169,000 | 2,172,610 | 2,172,004 | ||||||
TORONTO-DOMINION BANK CORP | 1.88% 02/MAR/2020 1,500,000 | 1,500,049 | 1,500,039 | ||||||
TOWD POINT MTG TR | FLT 25/OCT/2059 2,475,686 | 2,478,679 | 2,478,707 | ||||||
TOWD POINT MTG TR | FLT 25/NOV/2059 1,561,978 | 1,566,623 | 1,564,691 | ||||||
TOYOTA AUTO RCVBLS | 1.73% 16/FEB/2021 2,357,018 | 2,351,456 | 2,355,896 | ||||||
TOYOTA AUTO RCVBLS | 1.76% 15/JUL/2021 5,113,547 | 5,106,310 | 5,110,500 | ||||||
TOYOTA AUTO RCVBLS | 1.78% 15/NOV/2021 1,358,379 | 1,354,408 | 1,357,340 | ||||||
TOYOTA AUTO RCVBLS | 1.93% 18/JAN/2022 2,432,760 | 2,432,064 | 2,432,405 | ||||||
TOYOTA AUTO RCVBLS | 2.64% 15/MAR/2021 1,178,609 | 1,179,855 | 1,179,339 | ||||||
TOYOTA AUTO RCVBLS | 2.77% 16/AUG/2021 2,395,862 | 2,401,960 | 2,400,923 | ||||||
TOYOTA AUTO RCVBLS | 2.98% 15/AUG/2021 327,374 | 328,526 | 328,639 | ||||||
TOYOTA AUTO RCVBLS | 2.83% 15/OCT/2021 250,028 | 250,966 | 250,903 | ||||||
TOYOTA INDUSTRIES CORP | 3.11% 12/MAR/2022 200,000 | 201,162 | 203,673 | ||||||
TOYOTA MOTOR CREDIT CORP | FLT 08/JAN/2021 416,000 | 418,138 | 417,701 | ||||||
TOYOTA MOTOR CREDIT CORP | FLT 23/OCT/2020 2,156,000 | 2,156,000 | 2,157,179 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.98% 28/APR/2020 8,420,000 | 8,369,494 | 8,367,674 | ||||||
TRANSCANADA PIPELINES LTD | 3.75% 16/OCT/2023 200,000 | 206,630 | 210,771 | ||||||
TRANSDIGM INC | 5.50% 15/NOV/2027 3,400,000 | 3,400,000 | 3,438,182 | ||||||
TRANSDIGM INC | 6.25% 15/MAR/2026 6,275,000 | 6,401,532 | 6,793,378 | ||||||
TRANSDIGM INC | 6.38% 15/JUN/2026 4,003,000 | 4,089,235 | 4,245,622 | ||||||
TRANSDIGM INC | 6.50% 15/MAY/2025 2,736,000 | 2,769,358 | 2,845,440 | ||||||
TRANSDIGM INC | 7.50% 15/MAR/2027 754,000 | 754,000 | 824,725 | ||||||
TRANSMONTAIGNE PARTNERS LP | 6.13% 15/FEB/2026 2,205,000 | 2,168,998 | 2,160,900 | ||||||
TRANSOCEAN GUARDIAN LTD | 5.88% 15/JAN/2024 807,230 | 800,168 | 825,393 | ||||||
TRANSOCEAN PONTUS LTD | 6.13% 01/AUG/2025 404,950 | 400,901 | 415,074 | ||||||
TRANSOCEAN POSEIDON LTD | 6.88% 01/FEB/2027 566,000 | 562,578 | 599,960 | ||||||
TRANSOCEAN SENTRY LTD | 5.38% 15/MAY/2023 1,274,000 | 1,273,164 | 1,296,295 | ||||||
TRI POINTE GRP INC | 5.88% 15/JUN/2024 705,000 | 704,119 | 766,687 | ||||||
TRIMAS CORP | 4.88% 15/OCT/2025 1,270,000 | 1,282,700 | 1,308,100 | ||||||
TRIVIUM PACKAGING FIN | 5.50% 15/AUG/2026 1,117,000 | 1,117,000 | 1,177,039 | ||||||
TRIVIUM PACKAGING FIN | 8.50% 15/AUG/2027 679,000 | 688,240 | 755,387 | ||||||
TRUIST BANK | FLT 01/JUN/2020 1,536,000 | 1,536,186 | 1,536,705 | ||||||
TWDC ENTERPRISES | FLT 04/MAR/2020 1,399,000 | 1,399,373 | 1,399,372 | ||||||
TWITTER INC | 3.88% 15/DEC/2027 1,050,000 | 1,052,625 | 1,049,454 | ||||||
UBER TECH INC | 7.50% 01/NOV/2023 1,998,000 | 2,034,115 | 2,087,910 | ||||||
UBS AG | FLT 01/DEC/2020 1,800,000 | 1,804,538 | 1,804,590 | ||||||
UBS AG | FLT 08/JUN/2020 2,900,000 | 2,905,750 | 2,904,799 | ||||||
ULTIMATE SOFTWARE GRP INC | ZCP 15/APR/2026 862,838 | 860,680 | 869,714 | ||||||
UNICREDIT SPA | 7.83% 04/DEC/2023 1,600,000 | 1,600,000 | 1,864,384 | ||||||
UNITED OVERSEAS BK LTD CORP | 2.08% 16/JAN/2020 1,000,000 | 999,176 | 999,300 | ||||||
UNITED OVERSEAS BK LTD CORP | 2.13% 07/JAN/2020 8,400,000 | 8,397,060 | 8,397,501 | ||||||
UNITED PARCEL SERVIC CORP | 2.51% 31/JAN/2020 4,800,000 | 4,793,400 | 4,795,106 | ||||||
UNITED RENTALS NORTH AMERICA INC | 5.50% 15/MAY/2027 1,970,000 | 2,002,450 | 2,110,402 | ||||||
UNITED RENTALS NORTH AMERICA INC | 3.88% 15/NOV/2027 500,000 | 504,050 | 510,475 | ||||||
UNITED RENTALS NORTH AMERICA INC | 4.88% 15/JAN/2028 1,046,000 | 1,049,537 | 1,089,127 | ||||||
UNITED RENTALS NORTH AMERICA INC | 5.88% 15/SEP/2026 2,053,000 | 2,077,310 | 2,202,356 | ||||||
UNITED RENTALS NORTH AMERICA INC | 6.50% 15/DEC/2026 900,000 | 901,125 | 989,156 |
52
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
UNITED TECH CORP | 3.65% 16/AUG/2023 1,600,000 | 1,606,111 | 1,687,051 | ||||||
US BANK NA/CINCINNATI OH | FLT 04/FEB/2021 1,450,000 | 1,452,847 | 1,452,516 | ||||||
USA COMPRESSION PARTNERS LP | 6.88% 01/APR/2026 1,707,000 | 1,779,547 | 1,792,350 | ||||||
USA COMPRESSION PARTNERS LP | 6.88% 01/SEP/2027 96,000 | 96,960 | 99,869 | ||||||
USI INC/NY | 6.88% 01/MAY/2025 729,000 | 730,319 | 745,184 | ||||||
VALE OVERSEAS LTD | 6.25% 10/AUG/2026 400,000 | 462,920 | 469,520 | ||||||
VALEANT PHARMACEUTICALS INTL, INC | ZCP 17/MAY/2025 407,704 | 405,666 | 410,550 | ||||||
VALVOLINE INC | 4.38% 15/AUG/2025 1,340,000 | 1,358,270 | 1,382,719 | ||||||
VALVOLINE INC | 5.50% 15/JUL/2024 2,050,000 | 2,144,041 | 2,126,875 | ||||||
VERISIGN INC | 4.63% 01/MAY/2023 1,100,000 | 1,111,000 | 1,117,600 | ||||||
VERIZON COMMUNICATIONS INC | 4.02% 03/DEC/2029 4,363,000 | 4,486,650 | 4,863,634 | ||||||
VERIZON OWNER TR | 1.92% 20/DEC/2021 468,864 | 468,544 | 468,813 | ||||||
VERIZON OWNER TR | 2.06% 20/APR/2022 236,390 | 236,285 | 236,468 | ||||||
VERSCEND ESCROW CORP | 9.75% 15/AUG/2026 1,516,000 | 1,508,580 | 1,658,125 | ||||||
VIACOMCBS INC | 2.50% 15/FEB/2023 1,000,000 | 994,260 | 1,006,345 | ||||||
VIKING CRUISES LTD | 5.88% 15/SEP/2027 2,848,000 | 2,856,023 | 3,043,800 | ||||||
VIRGIN MEDIA FIN PLC | 6.00% 15/OCT/2024 1,237,000 | 1,250,167 | 1,274,110 | ||||||
VIRGIN MEDIA SECURED FIN PLC | 5.50% 15/AUG/2026 2,340,000 | 2,357,185 | 2,457,000 | ||||||
VISTRA OPERATIONS CO LLC | 5.00% 31/JUL/2027 356,000 | 362,230 | 372,013 | ||||||
VISTRA OPERATIONS CO LLC | 5.50% 01/SEP/2026 970,000 | 971,213 | 1,028,200 | ||||||
VISTRA OPERATIONS CO LLC | 5.63% 15/FEB/2027 2,224,000 | 2,232,340 | 2,343,540 | ||||||
VMWARE INC | 2.95% 21/AUG/2022 1,600,000 | 1,549,124 | 1,630,333 | ||||||
VOLKSWAGEN AUTO LOAN ENHANCED TR | 2.81% 20/JUL/2021 1,982,109 | 1,985,321 | 1,985,704 | ||||||
VOLKSWAGEN GRP OF AMERICA FIN LLC | 3.20% 26/SEP/2026 300,000 | 299,814 | 307,685 | ||||||
VOLKSWAGEN GRP OF AMERICA FIN LLC | 3.88% 13/NOV/2020 200,000 | 202,640 | 203,266 | ||||||
VOLKSWAGEN GRP OF AMERICA FIN LLC | 4.00% 12/NOV/2021 1,800,000 | 1,830,562 | 1,861,711 | ||||||
VOLVO FINCL EQUIPMENT LLC | 1.89% 16/NOV/2020 6,261,390 | 6,261,390 | 6,261,345 | ||||||
VOLVO FINCL EQUIPMENT LLC | 1.92% 15/MAR/2021 983,074 | 981,330 | 982,741 | ||||||
WACHOVIA CAPITAL TR | FLT 31/DEC/2164 628,000 | 370,520 | 632,710 | ||||||
WALMART INC | FLT 23/JUN/2020 5,000,000 | 5,000,321 | 4,999,759 | ||||||
WALT DISNEY CO | ZCP 31/JAN/2020 5,100,000 | 5,091,792 | 5,092,710 | ||||||
WELBILT INC | 9.50% 15/FEB/2024 525,000 | 525,656 | 556,500 | ||||||
WELLCARE HEALTH PLANS INC | 5.25% 01/APR/2025 2,206,000 | 2,248,694 | 2,294,240 | ||||||
WELLCARE HEALTH PLANS INC | 5.38% 15/AUG/2026 1,678,000 | 1,694,510 | 1,787,070 | ||||||
WELLS FARGO & CO | FLT 31/OCT/2023 800,000 | 800,000 | 814,232 | ||||||
WELLS FARGO BANK NA | FLT 25/MAR/2020 5,862,000 | 5,864,047 | 5,863,034 | ||||||
WELLS FARGO BANK NA | FLT 27/MAY/2022 1,000,000 | 1,000,000 | 1,013,184 | ||||||
WELLS FARGO BANK NA | 2.40% 15/JAN/2020 5,100,000 | 5,100,298 | 5,100,742 | ||||||
WELLS FARGO BANK NA | FLT 15/JUL/2020 645,000 | 645,153 | 645,083 | ||||||
WESCO DISTRIBUTION INC | 5.38% 15/JUN/2024 500,000 | 503,125 | 518,750 | ||||||
WESTERN MIDSTREAM OPERATING LP | 4.50% 01/MAR/2028 1,392,000 | 1,332,543 | 1,374,302 | ||||||
WESTERN MIDSTREAM OPERATING LP | 4.75% 15/AUG/2028 435,000 | 421,934 | 438,924 | ||||||
WESTINGHOUSE AIR BRAKE TECH CORP | FLT 15/SEP/2021 400,000 | 400,300 | 400,061 | ||||||
WESTINGHOUSE AIR BRAKE TECH CORP | 3.45% 15/NOV/2026 400,000 | 355,537 | 404,521 | ||||||
WESTINGHOUSE AIR BRAKE TECH CORP | 4.40% 15/MAR/2024 600,000 | 597,778 | 637,089 | ||||||
WESTJET AIRLINES LTD | 3.50% 16/JUN/2021 900,000 | 901,216 | 914,156 | ||||||
WESTPAC BANKING CORP | 2.15% 06/MAR/2020 1,400,000 | 1,400,394 | 1,400,363 | ||||||
WESTPAC BANKING CORP | FLT 15/MAY/2020 2,585,000 | 2,587,432 | 2,586,900 |
53
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | |||||||||
WORLD OMNI AUTO RCVBLS TR | 1.77% 15/SEP/2021 222,453 | 222,157 | 222,377 | ||||||
WORLD OMNI AUTO RCVBLS TR | 2.57% 15/JUL/2021 424,388 | 424,347 | 424,546 | ||||||
WORLD OMNI AUTO RCVBLS TR | 2.80% 18/JAN/2022 1,247,451 | 1,250,336 | 1,249,367 | ||||||
WORLD OMNI AUTO RCVBLS TR | 1.90% 16/NOV/2020 1,523,736 | 1,523,736 | 1,523,642 | ||||||
WORLD OMNI AUTO LEASE SEC TR | 2.59% 16/NOV/2020 112,148 | 112,124 | 112,167 | ||||||
WORLD OMNI AUTO LEASE SEC TR | 2.83% 15/JUL/2021 2,556,000 | 2,563,960 | 2,563,585 | ||||||
WORLD OMNI AUTO LEASE SEC TR | 2.15% 17/AUG/2020 1,918,678 | 1,918,964 | 1,918,860 | ||||||
WP CAREY INC | 4.00% 01/FEB/2025 900,000 | 917,334 | 944,775 | ||||||
WPX ENERGY INC | 5.25% 15/OCT/2027 2,172,000 | 2,180,679 | 2,291,460 | ||||||
WPX ENERGY INC | 5.25% 15/SEP/2024 1,798,000 | 1,787,195 | 1,910,375 | ||||||
WPX ENERGY INC | 5.75% 01/JUN/2026 1,403,000 | 1,416,700 | 1,497,703 | ||||||
WR GRACE & CO | 5.13% 01/OCT/2021 493,000 | 493,000 | 513,795 | ||||||
WYNDHAM WORLDWIDE CORP | 5.63% 01/MAR/2021 700,000 | 788,067 | 722,750 | ||||||
WYNN LAS VEGAS LLC | 5.50% 01/MAR/2025 1,742,000 | 1,802,457 | 1,863,940 | ||||||
WYNN RESORTS FIN LLC | 5.13% 01/OCT/2029 1,783,000 | 1,875,235 | 1,912,268 | ||||||
XPO LOGISTICS INC | 6.50% 15/JUN/2022 977,000 | 978,168 | 995,563 | ||||||
ZAYO GRP LLC | 5.75% 15/JAN/2027 1,141,000 | 1,184,970 | 1,159,541 | ||||||
ZAYO GRP LLC | 6.00% 01/APR/2023 1,353,000 | 1,374,986 | 1,383,443 | ||||||
ZAYO GRP LLC | 6.38% 15/MAY/2025 1,715,000 | 1,676,584 | 1,767,873 | ||||||
ZEKELMAN INDUSTRIES INC | 9.88% 15/JUN/2023 323,000 | 358,851 | 339,554 | ||||||
ZF NORTH AMERICA CAPITAL INC | 4.50% 29/APR/2022 200,000 | 203,290 | 206,190 | ||||||
ZIGGO | 4.88% 15/JAN/2030 711,000 | 711,000 | 733,972 | ||||||
ZIGGO | 5.50% 15/JAN/2027 3,590,000 | 3,593,075 | 3,814,375 | ||||||
ZIGGO BD CO | 6.00% 15/JAN/2027 3,049,000 | 2,964,807 | 3,216,695 | ||||||
ZIMMER HOLDINGS INC | 3.38% 30/NOV/2021 300,000 | 309,087 | 306,248 | ||||||
TOTAL CORPORATE DEBT SECURITIES | 1,823,310,956 | 1,854,042,353 | |||||||
U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES: | |||||||||
AUTONOMOUS COM OF CATALONIA BD | 4.95% 11/FEB/2020 400,000 | 608,048 | 451,227 | ||||||
CANADIAN GOVERNMENT | 4.25% 01/DEC/2026 500,000 | 770,515 | 760,977 | ||||||
CENTRAL NIPPON EXPRESSWAY CO LTD | 2.36% 28/MAY/2021 300,000 | 297,474 | 300,510 | ||||||
COMMONWEALTH OF AUSTRALIA BD | 1.25% 21/FEB/2022 1,080,000 | 941,595 | 906,779 | ||||||
COMMONWEALTH OF AUSTRALIA BD | 3.00% 20/SEP/2025 1,160,000 | 1,278,659 | 1,193,965 | ||||||
EXPORT-IMPORT BANK OF KOREA | 2.25% 21/JAN/2020 1,200,000 | 1,199,956 | 1,200,144 | ||||||
FRENCH REPUBLIC BD | 2.10% 25/JUL/2023 800,000 | 1,173,017 | 1,151,382 | ||||||
JAPAN BD | 0.10% 10/MAR/2028 240,000,000 | 2,290,488 | 2,299,246 | ||||||
JAPAN BD | 0.10% 10/MAR/2029 200,000,000 | 1,971,644 | 1,902,811 | ||||||
STATE OF QATAR | 3.88% 23/APR/2023 1,900,000 | 1,887,118 | 2,005,758 | ||||||
TOKYO METROPOLITAN GOVT BD | 2.50% 08/JUN/2022 1,500,000 | 1,499,715 | 1,515,539 | ||||||
UNITED MEXICAN STATES BD | 7.25% 09/DEC/2021 5,900,000 | 313,468 | 315,011 | ||||||
UNITED MEXICAN STATES BD | 7.75% 29/MAY/2031 11,349,000 | 568,384 | 641,101 | ||||||
U.S. OF AMER TREAS BILL | ZCP 07/JAN/2020 7,000,000 | 6,998,233 | 6,998,673 | ||||||
U.S. OF AMER TREAS BILL | ZCP 09/APR/2020 7,000,000 | 6,969,077 | 6,970,936 | ||||||
U.S. OF AMER TREAS BILL | ZCP 12/MAR/2020 7,000,000 | 6,974,634 | 6,979,549 | ||||||
U.S. OF AMER TREAS BOND | 0.63% 15/FEB/2043 2,270,000 | 2,453,422 | 2,569,321 | ||||||
U.S. OF AMER TREAS BOND | 0.75% 15/FEB/2042 2,960,000 | 3,235,428 | 3,500,923 | ||||||
U.S. OF AMER TREAS BOND | 0.75% 15/FEB/2045 4,950,000 | 5,224,490 | 5,609,412 | ||||||
U.S. OF AMER TREAS BOND | 0.88% 15/FEB/2047 4,891,000 | 4,885,807 | 5,586,854 |
54
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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 BOND | 1.00% 15/FEB/2046 7,320,000 | 7,872,600 | 8,741,978 | ||||||
U.S. OF AMER TREAS BOND | 1.00% 15/FEB/2048 4,841,060 | 5,225,029 | 5,603,186 | ||||||
U.S. OF AMER TREAS BOND | 1.00% 15/FEB/2049 4,510,000 | 5,344,209 | 5,133,884 | ||||||
U.S. OF AMER TREAS BOND | 1.38% 15/FEB/2044 11,850,000 | 13,978,105 | 15,428,988 | ||||||
U.S. OF AMER TREAS BOND | 1.75% 15/JAN/2028 16,136,000 | 21,441,667 | 22,265,304 | ||||||
U.S. OF AMER TREAS BOND | 2.00% 15/JAN/2026 4,687,000 | 6,474,823 | 6,754,579 | ||||||
U.S. OF AMER TREAS BOND | 2.13% 15/FEB/2040 2,280,000 | 3,382,099 | 3,547,799 | ||||||
U.S. OF AMER TREAS BOND | 2.13% 15/FEB/2041 380,000 | 529,528 | 588,111 | ||||||
U.S. OF AMER TREAS BOND | 2.25% 15/AUG/2049 3,170,000 | 3,107,517 | 3,083,816 | ||||||
U.S. OF AMER TREAS BOND | 2.38% 15/JAN/2025 20,490,000 | 31,028,888 | 31,174,317 | ||||||
U.S. OF AMER TREAS BOND | 2.38% 15/JAN/2027 5,420,000 | 7,819,256 | 7,982,770 | ||||||
U.S. OF AMER TREAS BOND | 2.50% 15/JAN/2029 5,960,000 | 8,220,677 | 8,608,803 | ||||||
U.S. OF AMER TREAS BOND | 2.88% 15/MAY/2049 5,551,000 | 6,295,844 | 6,134,939 | ||||||
U.S. OF AMER TREAS BOND | 3.13% 15/AUG/2044 10,000,000 | 10,870,116 | 11,400,391 | ||||||
U.S. OF AMER TREAS BOND | 3.38% 15/APR/2032 269,000 | 512,186 | 535,398 | ||||||
U.S. OF AMER TREAS BOND | 3.38% 15/MAY/2044 1,000,000 | 1,221,563 | 1,185,937 | ||||||
U.S. OF AMER TREAS BOND | 3.63% 15/APR/2028 7,924,000 | 15,390,306 | 16,126,654 | ||||||
U.S. OF AMER TREAS BOND | 3.88% 15/APR/2029 1,910,000 | 3,917,737 | 3,989,126 | ||||||
U.S. OF AMER TREAS BOND | 4.50% 15/MAY/2038 11,811,000 | 16,396,039 | 15,982,221 | ||||||
U.S. OF AMER TREAS BOND | ZCP 15/MAY/2049 23,800,000 | 12,705,830 | 11,733,858 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/APR/2021 29,238,000 | 31,645,522 | 31,679,313 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/APR/2022 16,268,000 | 16,454,705 | 17,187,927 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/JAN/2022 4,950,000 | 5,457,780 | 5,624,793 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/JAN/2023 1,582,000 | 1,691,892 | 1,763,485 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/JUL/2022 8,355,000 | 9,003,768 | 9,388,204 | ||||||
U.S. OF AMER TREAS NOTE | 0.13% 15/JUL/2026 8,945,000 | 9,181,131 | 9,633,013 | ||||||
U.S. OF AMER TREAS NOTE | 0.25% 15/JAN/2025 3,530,000 | 3,596,856 | 3,869,204 | ||||||
U.S. OF AMER TREAS NOTE | 0.25% 15/JUL/2029 6,473,000 | 6,545,453 | 6,571,569 | ||||||
U.S. OF AMER TREAS NOTE | 0.38% 15/JAN/2027 5,390,000 | 5,429,795 | 5,828,980 | ||||||
U.S. OF AMER TREAS NOTE | 0.38% 15/JUL/2025 2,726,000 | 2,809,571 | 3,018,264 | ||||||
U.S. OF AMER TREAS NOTE | 0.38% 15/JUL/2027 17,530,000 | 18,409,637 | 18,810,087 | ||||||
U.S. OF AMER TREAS NOTE | 0.50% 15/JAN/2028 9,298,000 | 9,086,549 | 9,950,514 | ||||||
U.S. OF AMER TREAS NOTE | 0.63% 15/APR/2023 10,230,000 | 10,696,823 | 10,760,223 | ||||||
U.S. OF AMER TREAS NOTE | 0.63% 15/JAN/2024 419,000 | 435,800 | 471,872 | ||||||
U.S. OF AMER TREAS NOTE | 0.63% 15/JAN/2026 24,850,000 | 27,692,341 | 27,736,463 | ||||||
U.S. OF AMER TREAS NOTE | 0.63% 15/JUL/2021 2,575,000 | 2,870,174 | 2,972,926 | ||||||
U.S. OF AMER TREAS NOTE | 0.75% 15/JUL/2028 3,790,000 | 4,030,203 | 4,088,083 | ||||||
U.S. OF AMER TREAS NOTE | 0.88% 15/JAN/2029 3,900,000 | 4,283,401 | 4,221,522 | ||||||
U.S. OF AMER TREAS NOTE | 1.13% 15/JAN/2021 3,700,000 | 4,351,003 | 4,392,766 | ||||||
U.S. OF AMER TREAS NOTE | 1.25% 15/JUL/2020 223,000 | 259,312 | 265,641 | ||||||
U.S. OF AMER TREAS NOTE | 1.38% 15/FEB/2020 7,000,000 | 6,994,067 | 6,997,547 | ||||||
U.S. OF AMER TREAS NOTE | 1.38% 15/JAN/2020 7,000,000 | 6,997,308 | 6,999,294 | ||||||
U.S. OF AMER TREAS NOTE | 1.38% 30/APR/2020 7,000,000 | 6,988,392 | 6,993,423 | ||||||
U.S. OF AMER TREAS NOTE | 1.38% 31/MAR/2020 3,500,000 | 3,494,237 | 3,497,676 | ||||||
U.S. OF AMER TREAS NOTE | 1.38% 31/MAY/2020 7,000,000 | 6,992,067 | 6,991,797 | ||||||
U.S. OF AMER TREAS NOTE | 1.50% 15/APR/2020 7,000,000 | 6,990,691 | 6,998,086 | ||||||
U.S. OF AMER TREAS NOTE | 1.50% 15/JUL/2020 7,000,000 | 6,994,640 | 6,995,625 | ||||||
U.S. OF AMER TREAS NOTE | 1.50% 15/JUN/2020 7,000,000 | 6,996,153 | 6,997,539 |
55
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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 NOTE | 1.63% 15/AUG/2029 3,969,000 | 3,905,584 | 3,869,620 | ||||||
U.S. OF AMER TREAS NOTE | 1.63% 15/MAR/2020 7,000,000 | 6,996,659 | 6,999,453 | ||||||
U.S. OF AMER TREAS NOTE | 1.63% 30/JUN/2020 7,000,000 | 7,000,442 | 7,000,000 | ||||||
U.S. OF AMER TREAS NOTE | 1.75% 15/NOV/2029 12,534,000 | 12,362,716 | 12,354,803 | ||||||
U.S. OF AMER TREAS NOTE | 2.00% 31/JAN/2020 7,000,000 | 6,997,751 | 7,001,852 | ||||||
U.S. OF AMER TREAS NOTE | 2.25% 15/AUG/2027 28,656,000 | 29,765,578 | 29,474,263 | ||||||
U.S. OF AMER TREAS NOTE | 2.25% 29/FEB/2020 7,000,000 | 7,002,472 | 7,006,422 | ||||||
U.S. OF AMER TREAS NOTE | 2.63% 31/JUL/2020 7,000,000 | 7,040,095 | 7,039,648 | ||||||
U.S. OF AMER TREAS NOTE | 2.75% 15/FEB/2028 2,194,000 | 2,379,770 | 2,339,095 | ||||||
U.S. OF AMER TREAS NOTE | 2.88% 15/AUG/2028 908,000 | 990,575 | 979,292 | ||||||
U.S. OF AMER TREAS NOTE | 3.63% 15/FEB/2020 7,000,000 | 7,011,536 | 7,016,222 | ||||||
TOTAL U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES | 551,107,640 | 560,648,683 | |||||||
MORTGAGE-BACKED SECURITIES: | |||||||||
ALTERNATIVE LOAN TR | FLT 20/DEC/2046 478,775 | 267,312 | 416,797 | ||||||
BANC OF AMERICA FUNDING | FLT 25/APR/2037 120,185 | 91,319 | 119,166 | ||||||
BANC OF AMERICA FUNDING | FLT 20/MAY/2036 129,005 | 84,742 | 128,716 | ||||||
BANC OF AMERICA MTG | FLT 25/FEB/2035 30,709 | 23,109 | 30,924 | ||||||
BANCORP COMMERCIAL MTG | FLT 15/SEP/2036 1,589,845 | 1,589,845 | 1,591,169 | ||||||
CHL MTG PASS-THROUGH TR | FLT 20/NOV/2034 98,626 | 97,143 | 100,587 | ||||||
CIM TR FLT | FLT 25/FEB/2049 1,049,237 | 1,047,147 | 1,046,237 | ||||||
CITIGRP MTG LOAN TR | FLT 25/SEP/2037 127,251 | 83,434 | 124,200 | ||||||
CITIGRP MTG LOAN TR | FLT 25/OCT/2035 287,253 | 160,334 | 210,014 | ||||||
EUROPEAN LOAN CONDUIT | FLT 17/FEB/2030 300,000 | 334,185 | 336,235 | ||||||
FEDERAL HOME LOAN MTG CORP | FLT 01/JAN/2037 119,138 | 123,553 | 126,831 | ||||||
FEDERAL HOME LOAN MTG CORP | FLT 01/SEP/2037 25,815 | 26,599 | 27,172 | ||||||
FEDERAL HOME LOAN MTG CORP | FLT 15/JUL/2048 799,228 | 791,235 | 798,555 | ||||||
FEDERAL HOME LOAN MTG CORP | 4.00% 01/AUG/2043 18,180 | 18,822 | 18,921 | ||||||
FEDERAL HOME LOAN MTG CORP | 4.00% 01/SEP/2039 5,598 | 5,796 | 5,824 | ||||||
FEDERAL HOME LOAN MTG CORP | 4.00% 01/SEP/2043 690,697 | 715,087 | 731,649 | ||||||
FEDERAL NATIONAL MTG ASSOC | 3.00% 25/APR/2028 2,863,431 | 209,680 | 193,716 | ||||||
FEDERAL NATIONAL MTG ASSOC | FLT 25/JUN/2055 235,797 | 234,253 | 234,508 | ||||||
FEDERAL NATIONAL MTG ASSOC | FLT 25/JUN/2059 1,171,452 | 1,170,171 | 1,174,132 | ||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAY/2037 38,184 | 37,605 | 38,138 | ||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAR/2037 96,317 | 94,857 | 96,180 | ||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAY/2066 577,144 | 575,520 | 580,517 | ||||||
GOVT NATIONAL MTG ASSOC | FLT 20/AUG/2068 575,187 | 567,828 | 563,430 | ||||||
GOVT NATIONAL MTG ASSOC | FLT 20/MAR/2049 2,771,878 | 2,769,880 | 2,773,079 | ||||||
GOVT NATIONAL MTG ASSOC | 7.50% 15/MAR/2029 2,728 | 2,903 | 3,140 | ||||||
GOVT NATIONAL MTG ASSOC | 4.00% 20/JUN/2048 546,458 | 567,014 | 567,574 | ||||||
HARBORVIEW MTG LOAN TR | FLT 20/JUN/2035 1,039,220 | 1,013,239 | 1,034,004 | ||||||
HARBORVIEW MTG LOAN TR | FLT 25/FEB/2036 99,139 | 51,614 | 62,675 | ||||||
IMPAC SECURED ASSETS TR | FLT 25/DEC/2036 359,618 | 329,950 | 352,002 | ||||||
MASTR ADJUSTABLE RATE MTGS TR | FLT 25/JAN/2036 86,256 | 66,285 | 85,386 | ||||||
MILL CITY MTG LOAN TR | FLT 25/JUL/2059 290,175 | 291,531 | 291,632 | ||||||
MILL CITY MTG LOAN TR | FLT 25/AUG/2059 1,549,227 | 1,558,979 | 1,556,456 | ||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/AUG/2034 68,642 | 35,625 | 69,008 | ||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUL/2035 244,586 | 150,595 | 229,610 | ||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUN/2036 272,030 | 219,877 | 271,540 |
56
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
MORTGAGE-BACKED SECURITIES (CONTINUED): | |||||||||
MORGAN STANLEY MTG LOAN TR | FLT 25/JUN/2037 264,237 | 126,371 | 197,192 | ||||||
RALI SERIES TR | FLT 25/DEC/2035 623,575 | 352,456 | 568,263 | ||||||
RALI SERIES TR | FLT 25/JUN/2046 146,194 | 121,603 | 56,005 | ||||||
RBSGC MTG LOAN TR | FLT 25/JAN/2037 265,398 | 103,735 | 136,934 | ||||||
SILVERSTONE MASTER ISSUER PLC | FLT 21/JAN/2070 648,000 | 792,847 | 801,144 | ||||||
STRUCTURED ADJ RATE MTG LOAN TR | FLT 25/JAN/2035 191,699 | 120,040 | 189,723 | ||||||
STRUCTURED ADJ RATE MTG LOAN TR | FLT 25/MAY/2036 245,208 | 134,545 | 207,056 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 2.50% 25/FEB/2050 19,650,000 | 19,360,254 | 19,418,327 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 3.00% 25/FEB/2050 60,600,000 | 61,358,265 | 61,404,151 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 3.50% 25/FEB/2050 42,730,000 | 43,872,589 | 43,935,973 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 3.50% 25/MAR/2050 16,900,000 | 17,331,082 | 17,367,954 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/FEB/2050 17,600,000 | 18,277,330 | 18,312,938 | ||||||
TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/MAR/2050 3,600,000 | 3,742,172 | 3,744,789 | ||||||
THORNBURG MTG SECURITIES TR | FLT 25/SEP/2037 134,079 | 102,084 | 134,194 | ||||||
THORNBURG MTG SECURITIES TR | FLT 25/SEP/2037 22,704 | 19,441 | 22,776 | ||||||
TOWD POINT MTG | FLT 20/OCT/2051 1,066,713 | 1,410,194 | 1,418,044 | ||||||
TOWD POINT MTG | FLT 20/FEB/2054 750,000 | 960,778 | 995,629 | ||||||
UBS-BARCLAYS COMMERCIAL MTG TR | FLT 10/MAR/2046 6,440,363 | 194,246 | 152,145 | ||||||
UMBS MORTPASS | 3.00% 01/FEB/2046 365,683 | 365,340 | 374,517 | ||||||
UMBS MORTPASS | 3.00% 01/MAY/2043 1,022,358 | 997,438 | 1,053,279 | ||||||
UMBS MORTPASS | 3.00% 01/SEP/2043 2,092,511 | 2,010,772 | 2,154,298 | ||||||
UMBS MORTPASS | 3.50% 01/JUN/2049 1,939,951 | 1,967,428 | 1,994,060 | ||||||
UMBS MORTPASS | 3.50% 01/MAY/2049 176,438 | 178,712 | 181,836 | ||||||
UMBS MORTPASS | 4.00% 01/AUG/2048 277,904 | 294,708 | 292,246 | ||||||
UMBS MORTPASS | 4.00% 01/DEC/2041 382,232 | 405,345 | 413,469 | ||||||
UMBS MORTPASS | 4.00% 01/DEC/2045 809,516 | 855,052 | 869,612 | ||||||
UMBS MORTPASS | 4.00% 01/FEB/2043 70,207 | 74,156 | 75,007 | ||||||
UMBS MORTPASS | 4.00% 01/JAN/2045 315,968 | 335,074 | 343,837 | ||||||
UMBS MORTPASS | 4.00% 01/JAN/2045 422,293 | 447,829 | 459,529 | ||||||
UMBS MORTPASS | 4.00% 01/JUL/2042 80,477 | 85,344 | 87,088 | ||||||
UMBS MORTPASS | 4.00% 01/JUL/2043 799,529 | 847,875 | 865,076 | ||||||
UMBS MORTPASS | 4.00% 01/JUN/2042 49,862 | 52,667 | 53,374 | ||||||
UMBS MORTPASS | 4.00% 01/JUN/2043 234,324 | 248,493 | 253,531 | ||||||
UMBS MORTPASS | 4.00% 01/JUN/2045 125,026 | 132,586 | 133,076 | ||||||
UMBS MORTPASS | 4.00% 01/JUN/2048 4,154,734 | 4,312,484 | 4,347,683 | ||||||
UMBS MORTPASS | 4.00% 01/JUN/2049 3,975,256 | 4,147,621 | 4,173,194 | ||||||
UMBS MORTPASS | 4.00% 01/NOV/2042 79,600 | 84,078 | 85,709 | ||||||
UMBS MORTPASS | 4.00% 01/NOV/2044 826,465 | 876,441 | 899,360 | ||||||
UMBS MORTPASS | 4.00% 01/SEP/2044 4,175,423 | 4,427,906 | 4,543,674 | ||||||
UMBS MORTPASS | 9.00% 01/NOV/2021 2 | 2 | 2 | ||||||
WELLS FARGO MTG | FLT 25/APR/2036 1 | 1 | 1 | ||||||
TOTAL MORTGAGE-BACKED SECURITIES | 206,934,452 | 208,706,419 | |||||||
OTHER: | |||||||||
* | JPMCB U.S. GOVT MM FD CPTL SHRS | 278,609,776 SHARES | 278,609,776 | 278,609,776 | |||||
PIMCO FDS PAC INVT MGMT OPN-END FD | 687,585 SHARES | 7,466,791 | 8,636,062 | ||||||
TR RECEIPT MISCELLANEOUS INCOME | 1 SHARE | — | 1 | ||||||
TOTAL OTHER | 286,076,567 | 287,245,839 |
57
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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: | |||||||||
E-MINI RUSS 2000 EQUITY INDEX | VM EX 20/MAR/2020 SIZE 50 | 151,182 | (151,182 | ) | |||||
E-MINI RUSS 2000 EQUITY INDEX | FUTURE LONG EX 20/MAR/2020 | — | 151,182 | ||||||
90DAY EURO$ FUTURE | VM EX 15/JUN/2020 SIZE 2,500 | (32,938 | ) | 32,938 | |||||
90DAY EURO$ FUTURE | FUTURE LONG EX 15/JUN/2020 | — | (32,938 | ) | |||||
90DAY EURO$ FUTURE | VM EX 16/MAR/2020 SIZE 2,500 | (17,237 | ) | 17,237 | |||||
90DAY EURO$ FUTURE | FUTURE LONG EX 16/MAR/2020 | — | (17,237 | ) | |||||
US 10YR NOTE CBT BOND | VM EX 20/MAR/2020 SIZE 100,000 | (85,000 | ) | 85,000 | |||||
US 10YR NOTE CBT BOND | FUTURE LONG EX 20/MAR/2020 | — | (85,000 | ) | |||||
US ULTRA BOND CBT BOND | VM EX 20/MAR/2020 SIZE 100,000 | (196,219 | ) | 196,219 | |||||
US ULTRA BOND CBT BOND | FUTURE LONG EX 20/MAR/2020 | — | (196,219 | ) | |||||
EURO-BTP FUTURE BOND | VM EX 06/MAR/2020 100,000 | (719 | ) | 719 | |||||
EURO-BTP FUTURE BOND | FUTURE LONG EX 06/MAR/2020 | — | (719 | ) | |||||
EURO-BUND FUTURE BOND | VM EX 06/MAR/2020 100,000 | (216,550 | ) | 216,550 | |||||
EURO-BUND FUTURE BOND | FUTURE LONG EX 06/MAR/2020 | — | (216,550 | ) | |||||
SHORT EURO-BTP FU BOND | VM EX 06/MAR/2020 100,000 | 16,104 | 16,104 | ||||||
SHORT EURO-BTP FU BOND | FUTURE LONG EX 06/MAR/2020 | — | (16,104 | ) | |||||
US 10YR ULTRA FUT BOND | VM EX 20/MAR/2020 SIZE 100,000 | (15,437 | ) | 15,437 | |||||
US 10YR ULTRA FUT BOND | FUTURE LONG EX 20/MAR/2020 | — | (15,437 | ) | |||||
US 2YR NOTE CBT BOND | VM EX 31/MAR/2020 SIZE 200,000 | (1,320 | ) | 1,320 | |||||
US 2YR NOTE CBT BOND | FUTURE LONG EX 31/MAR/2020 | — | (1,320 | ) | |||||
US 5YR NOTE CBT BOND | VM EX 31/MAR/2020 SIZE 100,000 | (13,937 | ) | 13,937 | |||||
US 5YR NOTE CBT BOND | FUTURE LONG EX 31/MAR/2020 | — | (13,937 | ) | |||||
US ULTRA BOND CBT BOND | VM EX 20/MAR/2020 SIZE 100,000 | (65,406 | ) | 65,406 | |||||
US ULTRA BOND CBT BOND | FUTURE LONG EX 20/MAR/2020 | — | (65,406 | ) | |||||
FORWARD CURRENCY CONTRACT - BRL | BRL RATE 4.2238 | — | 36,858 | ||||||
FORWARD CURRENCY CONTRACT - BRL | BRL RATE 4.0545 | — | 5,229 | ||||||
FORWARD CURRENCY CONTRACT - BRL | BRL RATE 4.0307 | — | 1,537 | ||||||
FORWARD CURRENCY CONTRACT - COP | COP RATE 3504.50 | — | 70,405 | ||||||
FORWARD CURRENCY CONTRACT - DKK | DKK RATE 6.6865 | — | 12,019 | ||||||
FORWARD CURRENCY CONTRACT - DKK | DKK RATE 6.7347 | — | 96,711 | ||||||
FORWARD CURRENCY CONTRACT - IDR | IDR RATE 14294.00 | — | 34,396 | ||||||
FORWARD CURRENCY CONTRACT - JPY | JPY RATE 109.47 | — | 998 | ||||||
FORWARD CURRENCY CONTRACT - JPY | JPY RATE 108.96 | — | 381 | ||||||
FORWARD CURRENCY CONTRACT - KRW | KRW RATE 1186.2 | — | 13,790 | ||||||
FORWARD CURRENCY CONTRACT - KRW | KRW ATE 1185.6 | — | 8,514 | ||||||
FORWARD CURRENCY CONTRACT - KRW | KRW RATE 1185.3 | — | 81 | ||||||
FORWARD CURRENCY CONTRACT - KRW | KRW RATE 1186.1 | — | 5,978 | ||||||
FORWARD CURRENCY CONTRACT - KRW | KRW RATE 1185.3 | — | 9,373 | ||||||
FORWARD CURRENCY CONTRACT - MXN | MXN RATE 19.5850 | — | 51,081 | ||||||
FORWARD CURRENCY CONTRACT - MXN | MXN RATE 19.6165 | — | 29,886 | ||||||
FORWARD CURRENCY CONTRACT - RUB | RUB RATE 66.10 | — | 13,338 | ||||||
FORWARD CURRENCY CONTRACT - RUB | RUB RATE 64.11 | — | 33,294 | ||||||
FORWARD CURRENCY CONTRACT - SGD | SGD RATE 1.3586 | — | 7,941 | ||||||
FORWARD CURRENCY CONTRACT - TWD | TWD RATE 30.26 | — | 8,606 | ||||||
FORWARD CURRENCY CONTRACT - USD | DKK RATE 6.6155 | — | 20,280 | ||||||
FORWARD CURRENCY CONTRACT - TWD | TWD RATE 30.24 | — | 8,222 | ||||||
FORWARD CURRENCY CONTRACT - TWD | TWD RATE 30.27 | — | 3,053 | ||||||
SPOT CURRENCY CONTRACT - EUR | EUR RATE 0.8919 | — | 87 |
58
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
DERIVATIVES RECEIVABLE (CONTINUED): | |||||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2020 2,800,000 | — | 15,917 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2021 400,000 | — | 2,540 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2021 300,000 | — | 1,905 | ||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2020 1,100,000 | — | 1,715 | ||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2020 4,300,000 | — | 6,704 | ||||||
CREDIT DEFAULT SWAP | EX 20/SEP/2020 2,900,000 | — | 13,346 | ||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2024 750,000 | — | 7,672 | ||||||
CREDIT DEFAULT SWAP | EX 20/DEC/2024 100,000 | — | 1,023 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2023 200,000 | — | 3,420 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2024 300,000 | — | 4,065 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 500,000 | — | 9,474 | ||||||
CREDIT DEFAULT SWAP | EX 20/JUN/2022 700,000 | — | 13,264 | ||||||
CREDIT DEFAULT SWAP | EX 20/MAR/2020 800,000 | — | 1,283 | ||||||
CREDIT DEFAULT SWAP | EX 17/AUG/2061 400,000 | — | 272 | ||||||
CREDIT DEFAULT SWAP | EX 17/OCT/2057 2,500,000 | — | 32,444 | ||||||
CREDIT DEFAULT SWAP | EX 17/OCT/2057 200,000 | — | 2,595 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2021 900,000 | 11,933 | (11,933 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2021 | — | 11,933 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2020 100,000 | 636 | (636 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2020 | — | 636 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2020 100,000 | 636 | (636 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2020 | — | 636 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 500,000 | 6,655 | (6,655 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 6,655 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 300,000 | 3,993 | (3,993 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 3,993 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 1,331 | (1,331 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 1,331 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 1,331 | (1,331 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 1,331 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 200,000 | 2,662 | (2,662 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 2,662 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 1,331 | (1,331 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 1,331 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 100,000 | 1,331 | (1,331 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 1,331 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2024 200,000 | 1,344 | (1,344 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2024 | — | 1,344 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/JUN/2024 100,000 | 998 | (998 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/JUN/2024 | — | 998 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/JUN/2024 500,000 | 4,988 | (4,988 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/JUN/2024 | — | 4,988 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2023 200,000 | 3,798 | (3,798 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2023 | — | 3,798 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2020 130,000 | 1,258 | (1,258 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2020 | — | 1,258 | ||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2024 700,000 | 18,153 | (18,153 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2024 | — | 18,153 |
59
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
DERIVATIVES RECEIVABLE (CONTINUED): | |||||||||
CREDIT DEFAULT SWAP | VM EX 20/DEC/2024 800,000 | 20,745 | (20,745 | ) | |||||
CREDIT DEFAULT SWAP | CDS EX 20/DEC/2024 | — | 20,745 | ||||||
INTEREST RATE SWAP | VM EX 18/DEC/2021 43,000,000 | 154,065 | (154,065 | ) | |||||
INTEREST RATE SWAP | IRS EX 18/DEC/2021 | — | 154,065 | ||||||
INTEREST RATE SWAP | VM EX 06/JAN/2030 900,000 | 22,117 | (22,117 | ) | |||||
INTEREST RATE SWAP | IRS EX 06/JAN/2030 | — | 22,117 | ||||||
INTEREST RATE SWAP | VM EX 21/DEC/2026 14,300,000 | 41,743 | (41,743 | ) | |||||
INTEREST RATE SWAP | IRS EX 21/DEC/2026 | — | 41,743 | ||||||
INTEREST RATE SWAP | VM EX 13/AUG/2029 400,000 | 449 | (449 | ) | |||||
INTEREST RATE SWAP | IRS EX 13/AUG/2029 | — | 449 | ||||||
INTEREST RATE SWAP | VM EX 07/Feb/2050 5,700,000 | 271,979 | (271,979 | ) | |||||
INTEREST RATE SWAP | IRS EX 07/Feb/2050 | — | 271,979 | ||||||
INTEREST RATE SWAP | VM EX 15/JAN/2038 100,000 | 10,831 | (10,831 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/JAN/2038 | — | 10,831 | ||||||
INTEREST RATE SWAP | VM EX 15/JAN/2038 60,000 | 6,498 | (6,498 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/JAN/2038 | — | 6,498 | ||||||
INTEREST RATE SWAP | VM EX 15/JAN/2038 70,000 | 7,581 | (7,581 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/JAN/2038 | — | 7,581 | ||||||
INTEREST RATE SWAP | VM EX 15/MAR/2024 300,000 | 1,649 | (1,649 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/MAR/2024 | — | 1,649 | ||||||
INTEREST RATE SWAP | VM EX 15/MAR/2024 700,000 | 3,847 | (3,847 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/MAR/2024 | — | 3,847 | ||||||
INTEREST RATE SWAP | VM EX 15/MAR/2024 100,000 | 550 | (550 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/MAR/2024 | — | 550 | ||||||
INTEREST RATE SWAP | VM EX 15/JUL/2028 560,000 | 21,919 | (21,919 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/JUL/2028 | — | 21,919 | ||||||
INTEREST RATE SWAP | VM EX 15/AUG/2020 1,360,000 | 13,840 | (13,840 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/AUG/2020 | — | 13,840 | ||||||
INTEREST RATE SWAP | VM EX 15/NOV/2048 180,000 | 34,391 | (34,391 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/NOV/2048 | — | 34,391 | ||||||
INTEREST RATE SWAP | VM EX 15/NOV/2048 60,000 | 11,618 | (11,618 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/NOV/2048 | — | 11,618 | ||||||
INTEREST RATE SWAP | VM EX 15/NOV/2024 2,100,000 | 6,196 | (6,196 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/NOV/2024 | — | 6,196 | ||||||
INTEREST RATE SWAP | VM EX 15/OCT/2033 130,000 | 2,471 | (2,471 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/OCT/2033 | — | 2,471 | ||||||
INTEREST RATE SWAP | VM EX 15/OCT/2033 600,000 | 11,402 | (11,402 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/OCT/2033 | — | 11,402 | ||||||
INTEREST RATE SWAP | VM EX 15/DEC/2028 50,000 | 675 | (675 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/DEC/2028 | — | 675 | ||||||
INTEREST RATE SWAP | VM EX 15/SEP/2024 800,000 | 26,003 | (26,003 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/SEP/2024 | — | 26,003 | ||||||
INTEREST RATE SWAP | VM EX 15/SEP/2024 1,100,000 | 35,754 | (35,754 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/SEP/2024 | — | 35,754 | ||||||
INTEREST RATE SWAP | VM EX 09/DEC/2021 5,900,000 | 1,504 | (1,504 | ) | |||||
INTEREST RATE SWAP | IRS EX 09/DEC/2021 | — | 1,504 | ||||||
INTEREST RATE SWAP | VM EX 10/MAY/2028 680,000 | 4,542 | (4,542 | ) | |||||
INTEREST RATE SWAP | IRS EX 10/MAY/2028 | — | 4,542 |
60
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COST | CURRENT VALUE | ||||||
DERIVATIVES RECEIVABLE (CONTINUED): | |||||||||
INTEREST RATE SWAP | VM EX 06/AUG/2021 1,100,000 | 14,126 | (14,126 | ) | |||||
INTEREST RATE SWAP | IRS EX 06/AUG/2021 | — | 14,126 | ||||||
INTEREST RATE SWAP | VM EX 09/SEP/2021 1,400,000 | 16,819 | (16,819 | ) | |||||
INTEREST RATE SWAP | IRS EX 09/SEP/2021 | — | 16,819 | ||||||
INTEREST RATE SWAP | VM EX 09/SEP/2021 200,000 | 2,403 | (2,403 | ) | |||||
INTEREST RATE SWAP | IRS EX 09/SEP/2021 | — | 2,403 | ||||||
INTEREST RATE SWAP | VM EX 20/SEP/2021 2,000,000 | 17,401 | (17,401 | ) | |||||
INTEREST RATE SWAP | IRS EX 20/SEP/2021 | — | 17,401 | ||||||
INTEREST RATE SWAP | VM EX 20/SEP/2021 1,900,000 | 16,531 | (16,531 | ) | |||||
INTEREST RATE SWAP | IRS EX 20/SEP/2021 | — | 16,531 | ||||||
INTEREST RATE SWAP | VM EX 24/MAY/2021 2,800,000 | 231,270 | (231,270 | ) | |||||
INTEREST RATE SWAP | IRS EX 24/MAY/2021 | — | 231,270 | ||||||
INTEREST RATE SWAP | VM EX 18/MAR/2021 300,000 | 4,819 | (4,819 | ) | |||||
INTEREST RATE SWAP | IRS EX 18/MAR/2021 | — | 4,819 | ||||||
INTEREST RATE SWAP | VM EX 13/MAY/2021 5,300,000 | 72,756 | (72,756 | ) | |||||
INTEREST RATE SWAP | IRS EX 13/MAY/2021 | — | 72,756 | ||||||
INTEREST RATE SWAP | VM EX 20/MAR/2020 4,200,000 | 75,382 | (75,382 | ) | |||||
INTEREST RATE SWAP | IRS EX 20/MAR/2020 | — | 75,382 | ||||||
INTEREST RATE SWAP | VM EX 15/JUL/2022 500,000 | 23,328 | (23,328 | ) | |||||
INTEREST RATE SWAP | IRS EX 15/JUL/2022 | — | 23,328 | ||||||
INTEREST RATE SWAP | VM EX 05/FEB/2023 2,750,000 | 71,881 | (71,881 | ) | |||||
INTEREST RATE SWAP | IRS EX 05/FEB/2023 | — | 71,881 | ||||||
INTEREST RATE SWAP | VM EX 13/APR/2023 3,500,000 | 64,138 | (64,138 | ) | |||||
INTEREST RATE SWAP | IRS EX 13/APR/2023 | — | 64,138 | ||||||
INTEREST RATE SWAP | VM EX 27/APR/2023 490,000 | 7,603 | (7,603 | ) | |||||
INTEREST RATE SWAP | IRS EX 27/APR/2023 | — | 7,603 | ||||||
INTEREST RATE SWAP | VM EX 09/MAY/2028 440,000 | 2,488 | (2,488 | ) | |||||
INTEREST RATE SWAP | IRS EX 09/MAY/2028 | — | 2,488 | ||||||
INTEREST RATE SWAP | VM EX 09/MAY/2028 660,000 | 4,172 | (4,172 | ) | |||||
INTEREST RATE SWAP | IRS EX 09/MAY/2028 | — | 4,172 | ||||||
INTEREST RATE SWAP | VM EX 25/NOV/2020 1,100,000 | 71,736 | (71,736 | ) | |||||
INTEREST RATE SWAP | IRS EX 25/NOV/2020 | — | 71,736 | ||||||
INTEREST RATE SWAP | VM EX 20/MAR/2020 2,500,000 | 44,870 | (44,870 | ) | |||||
INTEREST RATE SWAP | IRS EX 20/MAR/2020 | — | 44,870 | ||||||
INTEREST RATE SWAP | VM EX 14/MAR/2021 2,700,000 | 45,275 | (45,275 | ) | |||||
INTEREST RATE SWAP | IRS EX 14/MAR/2021 | — | 45,275 | ||||||
INTEREST RATE SWAP | VM EX 20/MAR/2050 660,000 | 13,119 | (13,119 | ) | |||||
INTEREST RATE SWAP | IRS EX 20/MAR/2050 | — | 13,119 | ||||||
INTEREST RATE SWAP | VM EX 21/DEC/2026 130,000 | 379 | (379 | ) | |||||
INTEREST RATE SWAP | IRS EX 21/DEC/2026 | — | 379 | ||||||
INTEREST RATE SWAP | VM EX 21/DEC/2026 1,900,000 | 5,546 | (5,546 | ) | |||||
INTEREST RATE SWAP | IRS EX 21/DEC/2026 | — | 5,546 | ||||||
INTEREST RATE SWAP | VM EX 22/MAR/2021 7,360,000 | 111,287 | (111,287 | ) | |||||
INTEREST RATE SWAP | IRS EX 22/MAR/2021 | — | 111,287 | ||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 03/26/2020 1 | 34,689 | 1,258 | ||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 04/09/2020 1 | 37,941 | 903 | ||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 04/23/2020 1 | 67,574 | 12,097 | ||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 04/15/2020 1 | 36,605 | 2,646 |
61
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019
(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): | |||||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 03/10/2020 1 | 56,051 | 4,018 | ||||||
PURCHASED OPTION - SWAPTION | PUT SCTY EX 03/10/2020 1 | 57,924 | 4,150 | ||||||
TOTAL DERIVATIVES RECEIVABLE | 1,505,383 | 614,769 | |||||||
COLLECTIVE INVESTMENT FUNDS: | |||||||||
BLCKRCK DOMICILED MONEY MKT FD | 12 UNITS | 12 | 12 | ||||||
BLCKRCK SHORT TERM INV FD | 30,085,809 UNITS | 30,085,809 | 30,085,809 | ||||||
BLCKRCK DEV REAL ESTATE INDX FD | 24,824,418 UNITS | 255,501,510 | 298,317,515 | ||||||
BLCKRCK EAFE EQUITY INDX U/A FD | 226,466,492 UNITS | 2,247,363,536 | 2,427,879,324 | ||||||
BLCKRCK EAFE SM CAP EQ INDX U/A FD | 32,805,272 UNITS | 324,195,969 | 343,943,593 | ||||||
BLCKRCK EMERGING MRKTS INDX U/A FD | 82,724,261 UNITS | 807,573,602 | 847,187,432 | ||||||
BLCKRCK EQUITY INDX U/A FD | 490,830,403 UNITS | 4,946,614,795 | 6,149,074,206 | ||||||
BLCKRCK RUSSELL 1000 GRWTH U/A FD | 137,213,619 UNITS | 1,381,824,854 | 1,800,818,977 | ||||||
BLCKRCK RUSSELL 1000 VALUE U/A FD | 117,305,882 UNITS | 1,176,782,697 | 1,386,954,360 | ||||||
BLCKRCK RUSSELL 2000 INDX U/A FD | 89,218,689 UNITS | 891,884,054 | 982,378,065 | ||||||
BLCKRCK U.S. DEBT INDEX U/A FD | 121,627,216 UNITS | 1,231,032,368 | 1,334,603,282 | ||||||
BLCKRCK U.S. TIPS U/A FD | 6,452,723 UNITS | 64,858,984 | 68,878,944 | ||||||
JPMAM EMBI GLOBAL FD | 7,506,546 UNITS | 110,543,943 | 134,892,627 | ||||||
* | JPMCB CORE BD FD | 28,075,943 UNITS | 510,745,490 | 572,749,229 | |||||
* | JPMCB LIQUIDITY FD | 70,703,347 UNITS | 70,703,347 | 70,703,347 | |||||
* | SSGA S&P MIDCAP INDX SECS LNDNG FD | 106,099,254 UNITS | 1,148,315,267 | 1,652,495,878 | |||||
TOTAL COLLECTIVE INVESTMENT FUNDS | 15,198,026,237 | 18,100,962,600 | |||||||
SUBTOTAL INVESTMENTS AT FAIR VALUE | 23,005,016,567 | 29,594,790,708 | |||||||
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS: | |||||||||
* | JPMAM/VOYA CONTRACT MCA | Contract Wrapper - 2.64% | (5,544,095 | ) | (5,544,095 | ) | |||
* | JPMAM/TRANSAMERICA WRP CONTRACT | Contract Wrapper - 2.56% | (6,979,242 | ) | (6,979,242 | ) | |||
* | JPMAM/METLIFE GAC | Contract Wrapper - 2.83% | (15,084,813 | ) | (15,084,813 | ) | |||
* | JPMAM/PRUD'L WRAP CONTRACT | Contract Wrapper - 2.61% | (11,156,677 | ) | (11,156,677 | ) | |||
* | JPMC INTERMEDT AGGREGATE SEP ACCT | Separate Acct 2,401,033,693 SHRS | 2,439,798,520 | 2,439,798,520 | |||||
TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS | 2,401,033,693 | 2,401,033,693 | |||||||
TOTAL INVESTMENTS | 25,406,050,260 | 31,995,824,401 | |||||||
* | NOTES RECVBL FROM PARTICIPANTS | INT RATE: 3.25 – 9.20% | N/A | 565,805,075 | |||||
TOTAL INVESTMENTS INCLUDING NOTES RECEIVABLE FROM PARTICIPANTS | $ | 25,406,050,260 | $ | 32,561,629,476 |
* | PARTY-IN-INTEREST INVESTMENTS |
62
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(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 BOND | ANNUAL FLOATING 07/25/2036 1,000,000 | (1,320,398 | ) | 1,352,394 | |||
FRENCH REPUBLIC BOND | ANNUAL FLOATING 07/25/2024 2,600,000 | (3,350,060 | ) | 3,320,264 | |||
FRENCH REPUBLIC BOND | ANNUAL FLOATING 07/25/2020 1,300,000 | (1,952,282 | ) | 1,881,946 | |||
U.K. OF GRT BRTN & NRTH IRLND | SEMI-ANN. 0.0% 03/22/2026 150,000 | (250,346 | ) | 254,761 | |||
U.K. OF GRT BRTN & NRTH IRLND | SEMI-ANN. 0.0% 08/10/2028 1,700,000 | (2,810,748 | ) | 2,887,649 | |||
U.K. OF GRT BRTN & NRTH IRLND | SEMI-ANN. 0.0% 03/22/2040 300,000 | (878,924 | ) | 854,278 | |||
DERIVATIVES: | |||||||
10 YEAR US TREASURY NOTES | CALL SCTY EX 01/25/2019 100,000 | 2,260 | (1 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 01/25/2019 100,000 | 3,124 | (1 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 02/22/2019 100,000 | 4,627 | (1 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 02/22/2019 100,000 | 623 | (1 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 03/22/2019 100,000 | 6,676 | (25 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 04/26/2019 100,000 | 6,862 | (272 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 06/21/2019 100,000 | 1,251 | (5 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 07/26/2019 100,000 | 3,980 | (2 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 10/25/2019 100,000 | 20,693 | (3 | ) | |||
10 YEAR US TREASURY NOTES | CALL SCTY EX 11/22/2019 100,000 | 9,325 | (4 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 02/22/2019 100,000 | 614 | (1 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 03/22/2019 100,000 | 773 | (1 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 03/22/2019 100,000 | 4,325 | (4 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 04/26/2019 100,000 | 559 | — | ||||
10 YEAR US TREASURY NOTES | PUT SCTY EX 06/21/2019 100,000 | 1,111 | (1 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 11/22/2019 100,000 | 9,325 | (4 | ) | |||
10 YEAR US TREASURY NOTES | PUT SCTY EX 10/25/2019 100,000 | 23,537 | (15 | ) | |||
30 YEAR US TREASURY BONDS | CALL SCT EX 02/22/2019 100,000 | 3,822 | (1 | ) | |||
30 YEAR US TREASURY BONDS | PUT SCTY EX 03/22/2019 100,000 | 3,111 | — | ||||
30 YEAR US TREASURY BONDS | PUT SCTY EX 03/22/2019 100,000 | 4,779 | (1 | ) | |||
5 YEAR US TREASURY NOTES | CALL SCTY EX 06/21/2019 100,000 | 1,532 | (5 | ) | |||
5 YEAR US TREASURY NOTES | PUT SCTY EX 06/21/2019 100,000 | 1,251 | (1 | ) | |||
590491FA | EXPIRES 11/22/2019 SIZE 100,000 | — | 17,029 | ||||
590538FA | EXPIRES 11/22/2019 SIZE 100,000 | — | 28,247 | ||||
590740FA | EXPIRES 11/22/2019 SIZE 100,000 | — | 9,142 | ||||
90DAY EURO$ FUTR INT RATE | EXPIRES 06/15/2020 SIZE 2,500 | — | 11,465 | ||||
90DAY EURO$ FUTR INT RATE | EXPIRES 03/16/2020 SIZE 2,500 | — | 29,550 | ||||
90DAY EURO$ FUTR INT RATE | EXPIRES 06/17/2019 SIZE 2,500 | — | (236 | ) | |||
AKBANK T.A.S. RIGHT | 864,364 SHARES | (156,476 | ) | — | |||
AUST 10Y BOND FUT BOND | EXPIRES 12/16/2019 SIZE 100,000 | — | 5,368 | ||||
AUST 10Y BOND FUT BOND | EXPIRES 12/16/2019 SIZE 100,000 | — | (1,084 | ) | |||
AUST 10Y BOND FUT BOND | EXPIRES 09/16/2019 SIZE 100,000 | — | (16,553 | ) | |||
AUST 10Y BOND FUT BOND | EXPIRES 09/16/2019 SIZE 100,000 | — | (5,407 | ) | |||
AUST 10Y BOND FUT BOND | EXPIRES 06/17/2019 SIZE 100,000 | — | (29,912 | ) | |||
AUST 3YR BOND FUT BOND | EXPIRES 12/16/2019 SIZE 100,000 | — | 1,140 | ||||
AUST 3YR BOND FUT BOND | EXPIRES 12/16/2019 SIZE 100,000 | — | (3,694 | ) | |||
AUST 3YR BOND FUT BOND | EXPIRES 09/16/2019 SIZE 100,000 | — | (3,877 | ) | |||
AUST 3YR BOND FUT BOND | EXPIRES 09/16/2019 SIZE 100,000 | — | (1,854 | ) | |||
AUST 3YR BOND FUT BOND | EXPIRES 06/17/2019 SIZE 100,000 | — | (16,504 | ) |
63
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 08/21/2019 1 | 605 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 09/18/2019 1 | 546 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 10/16/2019 1 | 728 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 10/16/2019 1 | 880 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 10/16/2019 1 | 945 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 11/20/2019 1 | 714 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 11/20/2019 1 | 765 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 11/20/2019 1 | 1,820 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 192 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 854 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 900 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 920 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 931 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 990 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | CALL SCTY EX 12/18/2019 1 | 1,500 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 588 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 1,125 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 1,640 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 06/19/2019 1 | 1,948 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 07/17/2019 1 | 1,573 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 505 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 600 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 600 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 602 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 606 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 702 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 819 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 995 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 1,194 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 1,451 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 550 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 660 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 891 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 935 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 1,053 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 2,052 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 2,751 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 3,461 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 10/16/2019 1 | 1,200 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 10/16/2019 1 | 1,358 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 10/16/2019 1 | 1,365 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 10/16/2019 1 | 3,562 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 384 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 384 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 496 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 620 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 741 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 748 | — |
64
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 1,280 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 1,280 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 1,381 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 1,555 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 1,830 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 11/20/2019 1 | 2,760 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 12/18/2019 1 | 490 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 12/18/2019 1 | 1,045 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 12/18/2019 1 | 1,330 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 12/18/2019 1 | 2,311 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 570 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 582 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 630 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 735 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 781 | (105 | ) | |||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 945 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 950 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 1,003 | (175 | ) | |||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 1,115 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 1,488 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 2,206 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 04/17/2019 1 | 2,231 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 686 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 1,080 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 05/15/2019 1 | 3,136 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 06/19/2019 1 | 555 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 540 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 08/21/2019 1 | 630 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 220 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 330 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 632 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 696 | (38 | ) | |||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 900 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 1,050 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 1,153 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 1,575 | — | ||||
CREDIT DEFAULT SWP INDX OPTN | PUT SCTY EX 09/18/2019 1 | 1,838 | (70 | ) | |||
E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 12/20/2019 SIZE 50 | — | 209,484 | ||||
E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 12/20/2019 SIZE 50 | — | 287,287 | ||||
E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 09/20/2019 SIZE 50 | — | 153,535 | ||||
E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 06/21/2019 SIZE 50 | — | 52,057 | ||||
E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 06/21/2019 SIZE 50 | — | (17,427 | ) | |||
EURO BUXL 30Y BND BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | 81,673 | ||||
EURO BUXL 30Y BND BOND | EXPIRES 06/06/2019 SIZE 100,000 | — | (652,265 | ) | |||
EURO BUXL 30Y BND BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (301,030 | ) | |||
EURO BUXL 30Y BND BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (153,676 | ) | |||
EURO BUXL 30Y BND BOND | EXPIRES 03/07/2019 SIZE 100,000 | — | 109,472 | ||||
EURO-BOBL FUTURE BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | (59,705 | ) |
65
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(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 | EXPIRES 06/06/2019 SIZE 100,000 | — | 224,386 | ||||
EURO-BOBL FUTURE BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | (21,970 | ) | |||
EURO-BOBL FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | 44,542 | ||||
EURO-BOBL FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (29,699 | ) | |||
EURO-BOBL FUTURE BOND | EXPIRES 03/07/2019 SIZE 100,000 | — | (84,518 | ) | |||
EURO-BTP FUTURE BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | 3,150 | ||||
EURO-BTP FUTURE BOND | EXPIRES 06/06/2019 SIZE 100,000 | — | (270,499 | ) | |||
EURO-BTP FUTURE BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | (2,835 | ) | |||
EURO-BTP FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (342,520 | ) | |||
EURO-BTP FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (146,521 | ) | |||
EURO-BUND FUTURE BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | (438,651 | ) | |||
EURO-BUND FUTURE BOND | EXPIRES 06/06/2019 SIZE 100,000 | — | 887,976 | ||||
EURO-BUND FUTURE BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | (38,915 | ) | |||
EURO-BUND FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | 247,790 | ||||
EURO-BUND FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | 672,011 | ||||
EURO-BUND FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (2,063 | ) | |||
EURO-BUXL 30Y BND BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | (34,061 | ) | |||
EURO-OAT FUTURE BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | 405,447 | ||||
EURO-OAT FUTURE BOND | EXPIRES 06/06/2019 SIZE 100,000 | — | (479,338 | ) | |||
EURO-OAT FUTURE BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | 904 | ||||
EURO-OAT FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (261,439 | ) | |||
EURO-OAT FUTURE BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (792,123 | ) | |||
EURO-SCHATZ FUT BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | 458,164 | ||||
EURO-SCHATZ FUT BOND | EXPIRES 06/06/2019 SIZE 100,000 | — | (139,210 | ) | |||
EURO-SCHATZ FUT BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | 2,975 | ||||
EURO-SCHATZ FUT BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (253,370 | ) | |||
EURO-SCHATZ FUT BOND | EXPIRES 09/06/2019 SIZE 100,000 | — | (23,167 | ) | |||
EURO-SCHATZ FUT BOND | EXPIRES 03/07/2019 SIZE 100,000 | — | 37,551 | ||||
EUX ACAL EUR-BOBL | EXPIRES 02/22/2019 SIZE 1,000 | — | 8,089 | ||||
EUX ACAL EUR-BOBL | EXPIRES 02/22/2019 SIZE 1,000 | — | 5,830 | ||||
EUX ACAL EUR-BOBL | EXPIRES 03/22/2019 SIZE 1,000 | — | 6,061 | ||||
EUX ACAL EUR-BUND | EXPIRES 03/22/2019 SIZE 1,000 | — | 2,110 | ||||
EUX ACAL EUR-BUND | EXPIRES 05/24/2019 SIZE 100,000 | — | 6,803 | ||||
EUX ACAL EUR-BUND | EXPIRES 05/24/2019 SIZE 100,000 | — | 11,893 | ||||
EUX ACAL EUR-BUND | EXPIRES 06/21/2019 SIZE 100,000 | — | (81,724 | ) | |||
EUX ACAL EUR-BUND | EXPIRES 06/21/2019 SIZE 100,000 | — | 90,274 | ||||
EUX ACAL EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | (29,219 | ) | |||
EUX ACAL EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 42,058 | ||||
EUX ACAL EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | (19,025 | ) | |||
EUX ACAL EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 30,663 | ||||
EUX ACAL EUR-BUND | EXPIRES 08/23/2019 SIZE 100,000 | — | 11,093 | ||||
EUX ACAL EUR-BUND | EXPIRES 09/20/2019 SIZE 100,000 | — | 19,651 | ||||
EUX ACAL EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 5,655 | ||||
EUX ACAL EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 9,062 | ||||
EUX ACAL EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 14,811 | ||||
EUX ACAL EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 25,980 | ||||
EUX ACAL EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 27,158 | ||||
EUX ACAL EUR-BUND | EXPIRES 12/20/2019 SIZE 100,000 | — | 3,324 |
66
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(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): | |||||||
EUX ACAL EUR-BUND | EXPIRES 12/20/2019 SIZE 100,000 | — | 4,415 | ||||
EUX ACAL EURO-BOBL | EXPIRES 08/23/2019 SIZE 100,000 | — | 16,222 | ||||
EUX APUT EUR-BOBL | EXPIRES 02/22/2019 SIZE 1,000 | — | 4,266 | ||||
EUX APUT EUR-BOBL | EXPIRES 02/22/2019 SIZE 1,000 | — | 3,486 | ||||
EUX APUT EUR-BOBL | EXPIRES 03/22/2019 SIZE 1,000 | — | 4,531 | ||||
EUX APUT EUR-BUND | EXPIRES 05/24/2019 SIZE 100,000 | — | 8,096 | ||||
EUX APUT EUR-BUND | EXPIRES 05/24/2019 SIZE 100,000 | — | 6,995 | ||||
EUX APUT EUR-BUND | EXPIRES 06/21/2019 SIZE 100,000 | — | 20,194 | ||||
EUX APUT EUR-BUND | EXPIRES 06/21/2019 SIZE 100,000 | — | 190 | ||||
EUX APUT EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 17,916 | ||||
EUX APUT EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 4,120 | ||||
EUX APUT EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 13,175 | ||||
EUX APUT EUR-BUND | EXPIRES 07/26/2019 SIZE 100,000 | — | 5,541 | ||||
EUX APUT EUR-BUND | EXPIRES 08/23/2019 SIZE 100,000 | — | 11,661 | ||||
EUX APUT EUR-BUND | EXPIRES 09/20/2019 SIZE 100,000 | — | 26,033 | ||||
EUX APUT EUR-BUND | EXPIRES 10/25/2019 SIZE 100,000 | — | (8,556 | ) | |||
EUX APUT EUR-BUND | EXPIRES 10/25/2019 SIZE 100,000 | — | 36,938 | ||||
EUX APUT EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 8,803 | ||||
EUX APUT EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 10,694 | ||||
EUX APUT EUR-BUND | EXPIRES 11/22/2019 SIZE 100,000 | — | 7,655 | ||||
EUX APUT EUR-BUND | EXPIRES 12/20/2019 SIZE 100,000 | — | 10,920 | ||||
EUX APUT EUR-BUND | EXPIRES 12/20/2019 SIZE 100,000 | — | (2,456 | ) | |||
EUX APUT EURO-SCHATZ | EXPIRES 08/23/2019 SIZE 100,000 | — | 2,768 | ||||
EUX APUT EURO-SCHATZ | EXPIRES 08/23/2019 SIZE 100,000 | — | 9,026 | ||||
EUX APUT EURO-SCHATZ | EXPIRES 11/22/2019 SIZE 100,000 | — | 6,154 | ||||
EUX APUT EURO-SCHATZ | EXPIRES 11/22/2019 SIZE 100,000 | — | 1,319 | ||||
JPN 10Y BOND(OSE) BOND | EXPIRES 09/12/2019 SIZE 100,000,000 | — | (38,367 | ) | |||
JPN 10Y BOND(OSE) BOND | EXPIRES 09/12/2019 SIZE 100,000,000 | — | (715 | ) | |||
JPN 10Y BOND(OSE) BOND | EXPIRES 12/13/2019 SIZE 100,000,000 | — | 13,611 | ||||
JPN 10Y BOND(OSE) BOND | EXPIRES 12/13/2019 SIZE 100,000,000 | — | 89,339 | ||||
JPN 10Y BOND(OSE) BOND | EXPIRES 06/13/2019 SIZE 100,000,000 | — | (10,232 | ) | |||
LONG GILT FUTURE BOND | EXPIRES 06/26/2019 SIZE 100,000 | — | (122,314 | ) | |||
LONG GILT FUTURE BOND | EXPIRES 09/26/2019 SIZE 100,000 | — | (154,479 | ) | |||
LONG GILT FUTURE BOND | EXPIRES 09/26/2019 SIZE 100,000 | — | (39,104 | ) | |||
LONG GILT FUTURE BOND | EXPIRES 12/27/2019 SIZE 100,000 | — | 45,536 | ||||
SHORT EURO-BTP FU BOND | EXPIRES 12/06/2019 SIZE 100,000 | — | (85,679 | ) | |||
SHORT EURO-BTP FU BOND | EXPIRES 03/06/2020 SIZE 100,000 | — | (8,786 | ) | |||
SWAPTION - SOP | CALL SCTY EX 07/10/2020 1 | 41,288 | (146,550 | ) | |||
SWAPTION - SOP | CALL SCTY EX 07/23/2020 1 | 40,801 | (140,806 | ) | |||
SWAPTION - SOP | CALL SCTY EX 12/13/2019 1 | 27,394 | — | ||||
SWAPTION - SOP | PUT SCTY EX 07/10/2020 1 | (14,147 | ) | 85,814 | |||
SWAPTION - SOP | PUT SCTY EX 07/10/2020 1 | (27,002 | ) | 154,950 | |||
SWAPTION - SOP | PUT SCTY EX 07/23/2020 1 | (41,440 | ) | 180,776 | |||
SWAPTION - SOP | PUT SCTY EX 10/14/2019 1 | 34,332 | (2,058 | ) | |||
SWAPTION - SOP | CALL SCTY EX 11/08/2019 1 | 1,775 | — | ||||
SWAPTION - SOP | CALL SCTY EX 11/01/2019 1 | 2,730 | — | ||||
SWAPTION - SOP | CALL SCTY EX 11/12/2019 1 | 2,090 | — | ||||
SWAPTION - SOP | CALL SCTY EX 11/15/2019 1 | 1,925 | — |
67
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
SWAPTION - SOP | CALL SCTY EX 12/23/2019 1 | 1,260 | (131 | ) | |||
SWAPTION - SOP | CALL SCTY EX 12/27/2019 1 | 1,450 | — | ||||
SWAPTION - SOP | CALL SCTY EX 11/21/2019 1 | 1,647 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/04/2019 1 | 932 | — | ||||
SWAPTION - SOP | CALL SCTY EX 11/29/2019 1 | 1,530 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/06/2019 1 | 1,638 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/08/2019 1 | 1,775 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/12/2019 1 | 1,170 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/09/2019 1 | 1,820 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/12/2019 1 | 1,881 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/01/2019 1 | 2,470 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/27/2019 1 | 1,350 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/23/2019 1 | 1,197 | — | ||||
SWAPTION - SOP | CALL SCTY EX 08/15/2019 1 | 1,350 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/04/2019 1 | 920 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/15/2019 1 | 1,870 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/06/2019 1 | 1,560 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/21/2019 1 | 1,530 | — | ||||
SWAPTION - SOP | PUT SCTY EX 11/29/2019 1 | 1,500 | — | ||||
SWAPTION - SOP | CALL SCTY EX 07/11/2019 1 | 1,512 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/09/2019 1 | 1,833 | — | ||||
SWAPTION - SOP | PUT SCTY EX 12/12/2019 1 | 1,395 | — | ||||
SWAPTION - SOP | CALL SCTY EX 08/09/2019 1 | 1,045 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/28/2019 1 | 1,530 | — | ||||
SWAPTION - SOP | CALL SCTY EX 07/01/2019 1 | 1,705 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/28/2019 1 | 2,035 | — | ||||
SWAPTION - SOP | CALL SCTY EX 08/16/2019 1 | 1,410 | — | ||||
SWAPTION - SOP | CALL SCTY EX 08/12/2019 1 | 1,052 | — | ||||
SWAPTION - SOP | PUT SCTY EX 08/15/2019 1 | 1,316 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/25/2019 1 | 1,575 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/26/2019 1 | 1,661 | — | ||||
SWAPTION - SOP | CALL SCTY EX 07/12/2019 1 | 1,022 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/17/2019 1 | 1,252 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/19/2019 1 | 1,650 | — | ||||
SWAPTION - SOP | PUT SCTY EX 07/11/2019 1 | 1,170 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/18/2019 1 | 1,080 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/24/2019 1 | 1,460 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/20/2019 1 | 1,480 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/14/2019 1 | 1,350 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/21/2019 1 | 1,435 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/29/2019 1 | 1,160 | — | ||||
SWAPTION - SOP | PUT SCTY EX 08/09/2019 1 | 1,000 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/30/2019 1 | 1,040 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/10/2019 1 | 1,400 | — | ||||
SWAPTION - SOP | PUT SCTY EX 07/01/2019 1 | 1,650 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/24/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/28/2019 1 | 1,260 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/07/2019 1 | 1,125 | — |
68
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
SWAPTION - SOP | PUT SCTY EX 08/16/2019 1 | 1,100 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/10/2019 1 | 1,001 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/03/2019 1 | 861 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/28/2019 1 | 1,650 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/31/2019 1 | 880 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/10/2019 1 | 1,152 | — | ||||
SWAPTION - SOP | PUT SCTY EX 08/12/2019 1 | 920 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/02/2019 1 | 1,350 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/28/2019 1 | 1,040 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/06/2019 1 | 1,040 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/07/2019 1 | 979 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/09/2019 1 | 1,135 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/13/2019 1 | 810 | — | ||||
SWAPTION - SOP | PUT SCTY EX 07/12/2019 1 | 960 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/01/2019 1 | 1,330 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/06/2019 1 | 1,103 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/24/2019 1 | 865 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/29/2019 1 | 880 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/25/2019 1 | 1,300 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/03/2019 1 | 1,381 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/28/2019 1 | 968 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/26/2020 1 | (175,407 | ) | 365,096 | |||
SWAPTION - SOP | PUT SCTY EX 03/27/2020 1 | (62,886 | ) | 110,497 | |||
SWAPTION - SOP | PUT SCTY EX 06/26/2019 1 | 1,562 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/08/2019 1 | 900 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/04/2019 1 | 707 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/13/2019 1 | 945 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/23/2019 1 | 1,062 | — | ||||
SWAPTION - SOP | CALL SCTY EX 06/03/2019 1 | 808 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/24/2019 1 | 1,100 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/15/2019 1 | 840 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/20/2019 1 | 968 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/17/2019 1 | 960 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/23/2019 1 | 800 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/22/2019 1 | 990 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/19/2019 1 | 1,601 | — | ||||
SWAPTION - SOP | CALL SCTY EX 05/17/2019 1 | 1,049 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/24/2019 1 | 1,300 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/26/2020 1 | 84,180 | (165,482 | ) | |||
SWAPTION - SOP | CALL SCTY EX 05/16/2019 1 | 990 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/18/2019 1 | 1,080 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/20/2019 1 | 1,360 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/26/2020 1 | 91,500 | (167,031 | ) | |||
SWAPTION - SOP | PUT SCTY EX 06/14/2019 1 | 1,238 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/21/2019 1 | 1,330 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/27/2020 1 | 63,597 | (106,420 | ) | |||
SWAPTION - SOP | PUT SCTY EX 04/29/2019 1 | 1,096 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/15/2019 1 | 840 | — |
69
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
SWAPTION - SOP | CALL SCTY EX 04/18/2019 1 | 1,161 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/15/2019 1 | 870 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/23/2019 1 | 1,040 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/10/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/12/2019 1 | 928 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/15/2019 1 | 1,050 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/26/2019 1 | 780 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/09/2019 1 | 800 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/30/2019 1 | 1,132 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/07/2019 1 | 1,125 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/11/2019 1 | 905 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/24/2019 1 | 1,185 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/10/2019 1 | 945 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/03/2019 1 | 770 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/22/2019 1 | 999 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/31/2019 1 | 924 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/10/2019 1 | 1,215 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/27/2019 1 | 900 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/28/2019 1 | 850 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/06/2019 1 | 808 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/19/2019 1 | 930 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/25/2019 1 | 776 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/02/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/09/2019 1 | 1,000 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/13/2019 1 | 760 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/07/2019 1 | 1,169 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/14/2019 1 | 934 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/07/2019 1 | 979 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/24/2019 1 | 840 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/29/2019 1 | 812 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/08/2019 1 | 1,080 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/01/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/06/2019 1 | 990 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/28/2019 1 | 896 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/15/2019 1 | 915 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/29/2019 1 | 990 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/03/2019 1 | 1,375 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/08/2019 1 | 900 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/04/2019 1 | 700 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/01/2019 1 | 1,210 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/08/2019 1 | 840 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/14/2019 1 | 1,215 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/04/2019 1 | 1,050 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/05/2019 1 | 950 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/20/2020 1 | (83,633 | ) | 309,091 | |||
SWAPTION - SOP | PUT SCTY EX 02/21/2020 1 | (76,100 | ) | 316,152 | |||
SWAPTION - SOP | PUT SCTY EX 04/24/2019 1 | 1,060 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/13/2019 1 | 1,010 | — |
70
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
SWAPTION - SOP | CALL SCTY EX 04/04/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | CALL SCTY EX 04/05/2019 1 | 1,063 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/23/2019 1 | 724 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/13/2019 1 | 945 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/23/2019 1 | 990 | — | ||||
SWAPTION - SOP | PUT SCTY EX 06/03/2019 1 | 800 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/20/2020 1 | 83,793 | (263,386 | ) | |||
SWAPTION - SOP | CALL SCTY EX 02/21/2020 1 | 76,116 | (271,125 | ) | |||
SWAPTION - SOP | CALL SCTY EX 02/25/2019 1 | 1,210 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/04/2019 1 | 573 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/15/2019 1 | 800 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/20/2019 1 | 968 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/19/2019 1 | 1,010 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/01/2019 1 | 1,210 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/22/2019 1 | 968 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/26/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/17/2019 1 | 945 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/28/2019 1 | 3,680 | — | ||||
SWAPTION - SOP | PUT SCTY EX 05/16/2019 1 | 900 | — | ||||
SWAPTION - SOP | CALL SCTY EX 02/25/2019 1 | 1,300 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/15/2019 1 | 780 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/18/2019 1 | 1,100 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/15/2019 1 | 800 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/23/2019 1 | 1,040 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/12/2019 1 | 600 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/15/2019 1 | 930 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/26/2019 1 | 790 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/09/2019 1 | 800 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/11/2019 1 | 900 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/22/2019 1 | 835 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/27/2019 1 | 878 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/19/2019 1 | 930 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/25/2019 1 | 800 | — | ||||
SWAPTION - SOP | CALL SCTY EX 03/14/2019 1 | 934 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/07/2019 1 | 1,128 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/08/2019 1 | 833 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/15/2019 1 | 915 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/29/2019 1 | 810 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/01/2019 1 | 1,114 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/04/2019 1 | 1,000 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/05/2019 1 | 925 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/13/2019 1 | 1,000 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/04/2019 1 | 1,075 | — | ||||
SWAPTION - SOP | PUT SCTY EX 04/05/2019 1 | 1,050 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/04/2019 1 | 600 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/14/2019 1 | 1,125 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/08/2019 1 | 840 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/19/2019 1 | 880 | — |
71
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
DERIVATIVES (CONTINUED): | |||||||
SWAPTION - SOP | PUT SCTY EX 02/25/2019 1 | 1,200 | — | ||||
SWAPTION - SOP | PUT SCTY EX 03/01/2019 1 | 1,111 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/26/2019 1 | 1,150 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/28/2019 1 | 3,440 | — | ||||
SWAPTION - SOP | PUT SCTY EX 02/25/2019 1 | 1,225 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/13/2019 1 | 8,449 | — | ||||
SWAPTION - SOP | CALL SCTY EX 12/13/2019 1 | 15,814 | — | ||||
US 10YR NOTE (CBT) BOND | EXPIRES 06/19/2019 SIZE 100,000 | — | 656,375 | ||||
US 10YR NOTE (CBT) BOND | EXPIRES 06/19/2019 SIZE 100,000 | — | 2,395 | ||||
US 10YR NOTE (CBT) BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | 361,934 | ||||
US 10YR NOTE (CBT) BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | 1,389,714 | ||||
US 10YR NOTE (CBT) BOND | EXPIRES 03/20/2020 SIZE 100,000 | — | (17,098 | ) | |||
US 10YR ULTRA FUT BOND | EXPIRES 06/19/2019 SIZE 100,000 | — | (24,033 | ) | |||
US 2YR NOTE (CBT) BOND | EXPIRES 06/28/2019 SIZE 200,000 | — | 32,437 | ||||
US 2YR NOTE (CBT) BOND | EXPIRES 06/28/2019 SIZE 200,000 | — | (146,632 | ) | |||
US 2YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 200,000 | — | 35,960 | ||||
US 2YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 200,000 | — | (107,047 | ) | |||
US 2YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 200,000 | — | (268,735 | ) | |||
US 2YR NOTE (CBT) BOND | EXPIRES 12/31/2019 SIZE 200,000 | — | 190,095 | ||||
US 2YR NOTE (CBT) BOND | EXPIRES 03/31/2020 SIZE 200,000 | — | 57,822 | ||||
US 5YR NOTE (CBT) BOND | EXPIRES 06/28/2019 SIZE 100,000 | — | (446 | ) | |||
US 5YR NOTE (CBT) BOND | EXPIRES 06/28/2019 SIZE 100,000 | — | (127,955 | ) | |||
US 5YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 100,000 | — | 81,695 | ||||
US 5YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 100,000 | — | (15,029 | ) | |||
US 5YR NOTE (CBT) BOND | EXPIRES 09/30/2019 SIZE 100,000 | — | (96,751 | ) | |||
US 5YR NOTE (CBT) BOND | EXPIRES 12/31/2019 SIZE 100,000 | — | (124,420 | ) | |||
US 5YR NOTE (CBT) BOND | EXPIRES 03/31/2020 SIZE 100,000 | — | (15,746 | ) | |||
US LONG BOND(CBT) BOND | EXPIRES 06/19/2019 SIZE 100,000 | — | (415,746 | ) | |||
US LONG BOND(CBT) BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | (986,967 | ) | |||
US LONG BOND(CBT) BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | (359,300 | ) | |||
US LONG BOND(CBT) BOND | EXPIRES 03/20/2020 SIZE 100,000 | — | 20,744 | ||||
US ULTRA BOND CBT BOND | EXPIRES 12/19/2019 SIZE 100,000 | — | (153,554 | ) | |||
US ULTRA BOND CBT BOND | EXPIRES 06/19/2019 SIZE 100,000 | — | 268,851 | ||||
US ULTRA BOND CBT BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | 177,893 | ||||
US ULTRA BOND CBT BOND | EXPIRES 09/19/2019 SIZE 100,000 | — | 216,557 | ||||
US ULTRA BOND CBT BOND | EXPIRES 03/20/2020 SIZE 100,000 | — | (20,968 | ) | |||
US ULTRA BOND CBT BOND | EXPIRES 03/20/2020 SIZE 100,000 | — | (18,255 | ) | |||
MORTGAGE OPTION | PUT SCTY EX 06/06/2019 1 | 4,219 | — | ||||
MORTGAGE OPTION | PUT SCTY EX 06/06/2019 1 | 3,813 | — | ||||
MORTGAGE OPTION | PUT SCTY EX 06/06/2019 1 | 5,242 | — | ||||
MORTGAGE OPTION | CALL SCTY EX 06/06/2019 1 | 1,000 | — | ||||
MORTGAGE OPTION | CALL SCTY EX 06/06/2019 1 | 3,516 | — | ||||
MORTGAGE OPTION | CALL SCTY EX 06/06/2019 1 | 3,250 | — | ||||
MORTGAGE OPTION | CALL SCTY EX 06/06/2019 1 | 4,469 | (344 | ) | |||
SECURITIES SOLD SHORT: | |||||||
TBA FNMA SINGLE FAMILY 30YR | 3.000% 04/25/2047 5,700,000 | 5,569,969 | (5,615,836 | ) | |||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 10/15/2050 700,000 | 727,297 | (727,262 | ) | |||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 11/15/2050 700,000 | 727,234 | (726,783 | ) |
72
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2019
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
(A) | (B) | (C) | (D) | (E) | |||
IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE | COSTS OF ACQUISITIONS | PROCEEDS OF DISPOSITION | ||||
SECURITIES SOLD SHORT: | |||||||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 12/15/2050 700,000 | 727,016 | (726,195 | ) | |||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 07/15/2050 700,000 | 724,500 | (725,730 | ) | |||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 08/15/2050 700,000 | 725,813 | (726,359 | ) | |||
TBA GNMA2 SINGLE FAMILY 30YR | 4.000% 09/15/2050 1,000,000 | 1,038,055 | (1,039,568 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 2.500% 01/25/2050 3,250,000 | 3,201,250 | (3,201,250 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 2.500% 10/25/2050 3,250,000 | 3,231,719 | (3,231,719 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 2.500% 11/25/2050 1,700,000 | 1,681,672 | (1,681,672 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 11/25/2050 11,200,000 | 11,337,375 | (11,337,375 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 12/25/2050 38,000,000 | 38,559,938 | (38,559,938 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 02/25/2050 5,700,000 | 5,576,203 | (5,566,406 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 03/25/2050 5,700,000 | 5,562,844 | (5,571,639 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 05/25/2050 5,700,000 | 5,612,385 | (5,641,553 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 06/25/2050 9,500,000 | 9,428,320 | (9,538,742 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 07/25/2050 11,700,000 | 11,755,547 | (11,792,660 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 08/25/2050 8,700,000 | 8,765,156 | (8,755,734 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.000% 09/25/2050 17,400,000 | 17,638,570 | (17,769,240 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.500% 01/25/2050 3,000,000 | (3,084,218 | ) | 3,084,531 | |||
TBA UMBS SINGLE FAMILY 30YR | 3.500% 10/25/2050 41,100,000 | 42,112,594 | (42,124,277 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.500% 11/25/2050 7,000,000 | 7,183,353 | (7,190,895 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 3.500% 12/25/2050 23,560,000 | (24,135,654 | ) | 24,186,028 | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 01/25/2050 4,640,000 | 4,818,350 | (4,816,900 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 10/25/2050 9,280,000 | 9,627,456 | (9,619,844 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 11/25/2050 4,640,000 | 4,809,650 | (4,816,084 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 12/25/2050 39,840,000 | 41,315,700 | (41,312,709 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 07/25/2050 18,540,000 | 19,173,916 | (19,171,463 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 08/25/2050 14,440,000 | 14,923,237 | (14,940,739 | ) | |||
TBA UMBS SINGLE FAMILY 30YR | 4.000% 09/25/2050 4,640,000 | 4,819,075 | (4,809,831 | ) | |||
73
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 – EIN# 13/4994650
SCHEDULE OF LOANS OR FIXED INCOME OBLIGATIONS IN DEFAULT OR CLASSIFIED AS UNCOLLECTIBLE
AS OF DECEMBER 31, 2019
(IRS FORM 5500 – SCHEDULE G – PART I)
(A) | (B) | (C) | (D) | (E) | (F) | (G) | (H) | (I) | ||||||
AMOUNT RECEIVED DURING THE YEAR | AMOUNT OVERDUE | |||||||||||||
IDENTITY AND ADDRESS OF OBLIGOR | ORIGINAL AMOUNT OF LOAN | PRINCIPAL | INTEREST | UNPAID BALANCE AT END OF YEAR | DETAILED DESCRIPTION OF LOAN, INCLUDING DATES OF MAKING AND MATURITY, INTEREST RATE, THE TYPE AND VALUE OF COLLATERAL, ANY RENEGOTIATION OF THE LOAN AND THE TERMS OF THE RENOGATION, AND OTHER MATERIAL ITEMS | PRINCIPAL | INTEREST | |||||||
LEHMAN BROTHERS HDGS 1271 AVE OF THE AMERICAS, NEW YORK, NY 10020 | 210,000 | 427 | 883 | 210,000 | ESC LEHMAN BRTH HLD 5.250% 06/FEB/2012 . ISSUE DATE: 01/12/2007 | 210,000 | — | |||||||
LEHMAN BROTHERS HDGS 1271 AVE OF THE AMERICAS, NEW YORK, NY 10020 | 340,000 | 707 | 1,462 | 340,000 | LEH.BROS.HOLD.INC. 6.2% BDS 26/SEP/2014 USD . ISSUE DATE: 09/26/2007 | 340,000 | — | |||||||
PACIFIC GAS & ELECTRIC CO PO BOX 99730, SACRAMENTO, CA 95899 | 700,000 | — | — | 700,000 | PACIFIC GAS & ELECTRIC CO CALLABLE NOTES FIXED 4.25% 01/AUG/2023 USD 1000 ISSUE DATE: 08/06/2018 | — | 29,750 | |||||||
MOTORS LIQUIDATION CO 300 RENAISSANCE CENTER, DETROIT, MI 48265 | 750,000 | — | — | 750,000 | MOTORS LIQUIDATION CO BOND FIXED 15/JUL/2033 USD 1000 ISSUE DATE: 07/03/2003 | — | 62,813 | |||||||
LYONDELL CHEMICAL CO 1221 MCKINNEY ST, STE 300, HOUSTON, TX 77010 | 250,000 | — | — | 250,000 | NELL ACQUISITION US LLC MEDIUM TERM NOTE FIXED 15/AUG/2049 USD ISSUE DATE: 08/10/2005 | — | 20,937 | |||||||
74
JPMORGAN CHASE 401(k) SAVINGS PLAN
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
JPMorgan Chase 401(k) Savings Plan | |
(Registrant) | |
By: | /s/ Nicole Giles |
Nicole Giles | |
Managing Director and Firmwide Controller | |
(Principal Accounting Officer) | |
JPMorgan Chase & Co. | |
Date: June 26, 2020 |
75
JPMORGAN CHASE 401(k) SAVINGS PLAN
INDEX TO EXHIBIT
Exhibit No. | Description of Exhibit | Page at which located | |||
23 | 77 |
76