UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT
(Mark One)
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| x | | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2023
OR
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| ¨ | | 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
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| 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
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| 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
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| Report of Independent Registered Public Accounting Firm | |
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| Supplemental Schedules: | |
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Report of Independent Registered Public Accounting Firm
To the Plan Administrator and Plan Participants of
JPMorgan Chase 401(k) Savings Plan
New York, New York
Opinion on the Financial Statements
We have audited the accompanying Statements of Net Assets Available for Benefits of JPMorgan Chase 401(k) Savings Plan (the “Plan”) as of December 31, 2023 and 2022 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, 2023 and 2022, and the changes in net assets available for benefits for the years then ended, in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) ("PCAOB") and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental (1) Schedule of Assets (Held at End of Year) as of December 31, 2023, (2) Schedule of Assets (Both Acquired and Disposed of within Plan Year) for the year ended December 31, 2023, (3) Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible as of December 31, 2023 and (4) Schedule of Delinquent Contributions for the year ended December 31, 2023 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor’s (DOL) Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.
Meaden & Moore, Ltd.
We have served as the Plan's auditor since 2006.
Cleveland, Ohio
June 27, 2024
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Net Assets Available For Benefits
| | | | | | | | | | | |
| December 31, | 2023 | | 2022 |
| Assets: | | | |
| Investments at fair value | $ | 40,133,351,968 | | | $ | 32,522,308,003 | |
| Investments at contract value | 2,425,277,812 | | | 2,559,827,516 | |
| Total investments | 42,558,629,780 | | | 35,082,135,519 | |
| | | |
| Receivables: | | | |
| Employers’ contributions | 1,107,443,179 | | | 961,639,661 | |
| Notes receivable from participants | 581,834,377 | | | 530,163,208 | |
| Receivable for investments sold | 207,567,216 | | | 125,042,234 | |
| Participants’ contributions | 50,128,510 | | | 42,441,602 | |
| Accrued interest and dividends | 30,411,010 | | | 24,592,259 | |
| Other | 15,850,351 | | | 19,897,859 | |
| Total receivables | 1,993,234,643 | | | 1,703,776,823 | |
| | | |
| Cash and currency | 372,599 | | | 1,317,492 | |
| Total assets | 44,552,237,022 | | | 36,787,229,834 | |
| | | |
| Liabilities: | | | |
| Derivative payables at fair value | 1,828,784 | | | 9,180,858 | |
| Mortgage-backed securities sold short at fair value | 2,291,625 | | | 1,632,438 | |
| Total liabilities at fair value | 4,120,409 | | | 10,813,296 | |
| Payable for investments purchased | 505,094,953 | | | 341,291,670 | |
| Cash overdraft | 1,187,397 | | | 599,308 | |
| Accrued administrative expenses | 1,943,994 | | | 2,304,911 | |
| | | |
| Other | 12,423,680 | | | 2,906,548 | |
| Total liabilities | 524,770,433 | | | 357,915,733 | |
| Net assets available for benefits | $ | 44,027,466,589 | | | $ | 36,429,314,101 | |
The accompanying notes to financial statements are an integral part of these statements.
JPMORGAN CHASE 401(k) SAVINGS PLAN
Statements of Changes in Net Assets Available For Benefits
| | | | | | | | | | | |
| Years Ended December 31, | 2023 | | 2022 |
| Additions: | | | |
| Contributions: | | | |
| Participants | $ | 1,538,514,237 | | | $ | 1,359,523,416 | |
| Employers | 1,118,299,504 | | | 973,939,966 | |
| Rollovers | 471,622,853 | | | 234,070,685 | |
| Total contributions | 3,128,436,594 | | | 2,567,534,067 | |
| Investment income: | | | |
| Dividend income: | | | |
| JPMorgan Chase & Co. common stock | 161,011,358 | | | 162,160,792 | |
| Other | 133,630,684 | | | 109,559,288 | |
| Interest income | 141,264,530 | | | 80,445,800 | |
| Net appreciation/(depreciation) in fair value of investments | 6,732,080,073 | | | (6,677,018,204) | |
| Net increase/(decrease) in investment income | 7,167,986,645 | | | (6,324,852,324) | |
| Interest income on notes receivable from participants | 31,768,523 | | | 18,676,892 | |
| Total additions, net | 10,328,191,762 | | | (3,738,641,365) | |
| | | |
| Deductions: | | | |
| Benefits paid to participants | 2,711,361,429 | | | 2,293,246,378 | |
| Administrative expenses | 18,677,845 | | | 18,307,067 | |
| Total deductions | 2,730,039,274 | | | 2,311,553,445 | |
| Net change during the year | 7,598,152,488 | | | (6,050,194,810) | |
| Net assets available for benefits, beginning of year | 36,429,314,101 | | | 42,479,508,911 | |
| Net assets available for benefits, end of year | $ | 44,027,466,589 | | | $ | 36,429,314,101 | |
The accompanying notes to financial statements are an integral part of these statements.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
1. Description of the Plan
The JPMorgan Chase 401(k) Savings Plan (“Plan”) is a defined contribution plan sponsored by JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), a wholly-owned bank subsidiary of JPMorgan Chase & Co. (“JPMorgan Chase”), which is a leading global financial services firm and one of the largest banking institutions in the United States of America (“U.S.”), with operations worldwide. JPMorgan Chase Bank, N.A. is a national banking association that has retail branches in 48 states and Washington, D.C. and operates nationally as well as through non-U.S. bank branches and subsidiaries, and representative offices.
The following is a general description of the Plan. Refer to the Plan’s Summary Plan Description and governing legal Plan document for a more complete description of the Plan.
General
The Plan enables eligible employees of JPMorgan Chase and certain of its affiliated companies (i.e., "Participants") to save and invest for their retirement in individual accounts. All amounts contributed to a Participant’s account under the Plan are held in a trust fund administered by JPMorgan Chase Bank, N.A., as Trustee.
The Plan is administered by the plan administrator who is appointed by the Board of Directors of JPMorgan Chase or JPMorgan Chase Bank, N.A. The Plan is subject to and is intended to comply with the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”) and the Internal Revenue Code of 1986, as amended ("Code"). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. As a result, the Plan’s fiduciaries may be released from liability for any losses that result from the Participant’s individual investment decisions.
Eligibility
Full-time employees are eligible to enroll in the Plan as of their first day of employment. Part-time employees who are regularly scheduled to work 20 hours or more per week are eligible to participate after completing 60 days of service. Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 3% before-tax contribution rate on ongoing compensation (base salary/regular pay and any non-annual cash incentive compensation) unless they otherwise enroll themselves or opt out of the Plan within their first 31 days of eligibility. Further, unless the employees elect a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased annually by 1% until they reach a before-tax contribution rate of 10%. Unless another investment election is chosen, Participant contributions are invested in one of the Plan’s qualified default investment alternative funds, the Target Date Funds.
Contributions
Participant contributions
The Plan allows Participants to defer on a pre-tax and/or Roth 401(k) basis through payroll deductions up to 50% (in 1% increments) of their eligible compensation subject to certain legal limitations (“Contributions”). Eligible compensation generally means base salary/regular pay and variable incentive compensation. Eligible compensation excludes overtime, sign-on bonuses and similar awards, referral awards, stipends, non-cash awards (such as equity awards), and allowances. The maximum annual eligible compensation under the Plan may not exceed the applicable statutory limit.
In addition, Participants who are age 50 or older are permitted to make additional Contributions known as “catch-up” contributions.
Matching contributions
Generally, except as discussed below, each contributing employer (“Contributing Employer”) makes an annual matching contribution ("Matching Contribution") on behalf of each Participant who has completed one year of service in an amount equal to 100% of the Participant’s Contributions up to 5% of eligible compensation – provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met. Participants whose total annual cash compensation is $250,000 or more are not eligible to receive Matching Contributions. The determination of total annual cash compensation is made each August 1 and applies for the next succeeding calendar year.
Matching Contributions are invested in the same manner as a Participant’s Contributions.
Non-matching contributions
Each Contributing Employer provides an annual profit-sharing contribution to the Plan (known as “automatic pay credits”) on behalf of each Participant who has completed one year of service-provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met- based upon a percentage of eligible compensation capped at $100,000 annually.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
Non-matching Contributions are invested in the same manner as a Participant’s Contributions or, in a Target Date Fund in the absence of such an election.
Discretionary contributions
In December 2023 and 2022, 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 2024 and 2023, respectively. The awards were immediately 100% vested and were invested in the same manner as the Participant's Contributions or, in a Target Date Fund in the absence of such an election.
Rollover contributions
The Plan accepts qualifying rollover contributions made by Participants in cash from qualified retirement plans of other employers; individual retirement accounts (“IRA”); governmental 457 plans; and 403(b) plans.
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 amounts
In accordance with the Plan's governing document, amounts that are forfeited, including unvested employer contributions, can be used to offset the cost of a Contributing Employer’s future contributions and/or Plan expenses that would otherwise be paid directly by the Contributing Employer. For the years ended December 31, 2023 and 2022, $14,976,321 and $12,952,282, respectively, of forfeited amounts were used to offset the cost of Contributing Employer contributions and/or Plan expenses that would have otherwise been paid directly by a Contributing Employer.
Distributions
Withdrawal of contributions
The Plan allows a Participant to withdraw all or any portion of his or her vested account balance attributable to after-tax contributions or contributions rolled over from another qualified plan or IRA, if any. Certain individuals who participated in prior plans may also withdraw other types of non-forfeitable employer contributions, subject to certain restrictions.
Participants who have withdrawn all amounts permissible under the preceding paragraph may request to withdraw up to the remaining amount of their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions). Participants who do not have the amounts described in the preceding paragraph may request to withdraw their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions).
The Plan allows for in-plan Roth conversions whereby certain Plan Participants who are eligible to take an in-service withdrawal or distribution can convert certain non-Roth account balances in the Plan to Roth accounts.
Payment of vested benefits
A Participant who terminates employment may elect to receive the value of his or her vested benefit under the Plan. In the event of the death of a married Participant, fully vested benefits will be distributed to the Participant’s spouse or to another beneficiary if the spouse previously consented. An unmarried Participant may designate anyone as his or her beneficiary. If there is no spouse or living beneficiary on the date of the Participant’s death, the value of the vested benefit is distributed to the Participant’s estate.
A terminated Participant whose vested account balance under the Plan (including loans) is $1,000 or more may elect to: (1) receive a lump sum payment; (2) obtain a rollover payment to an IRA (traditional or Roth) or another employer’s qualified plan; (3) receive monthly, quarterly or annual installments over a period not exceeding their life expectancy, or (4) defer receipt of the distribution until April 1 of the year after he or she attains the age of 72 (or age 73 or 75, depending on the Participant's date of birth). A Participant will be deemed to have elected to defer receipt of his or her account balance to April
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
1 of the year following the year in which he or she attains age 72 (or age 73 or 75, depending on the Participant's date of birth) unless otherwise elected by the month following the date of his or her 65th birthday.
If a terminated Participant’s vested account balance does not exceed $1,000, the account balance, less any required income tax withholding, will be paid to the Participant in a single lump sum. However, the Participant may elect to directly roll over the distribution to an IRA (traditional or Roth) or another employer’s qualified plan without any required income tax withholding.
Notes receivable from participants
The Plan permits Participants to borrow a portion of their vested account balance without paying income taxes or incurring income tax penalties. The minimum loan amount is $1,000. The maximum aggregate amount of all loans to any Participant under the Plan is the lesser of $50,000 (reduced by the highest loan balance outstanding during the 12-month period preceding the date of the new loan) or 50% of the vested value of their account balance. The interest rate on a loan is based on the prime rate in effect on the first business day of the month, and it is fixed for the duration of the loan. Generally, loans must be paid off within five years. If, however, the loan is for the purchase of a principal residence, the repayment period may be up to 15 years. The Plan generally limits Participants to two outstanding loans at any time. Loan principal and interest are paid through payroll deductions. Notes receivable from participants in the Statement of Net Assets Available for Benefits are measured at the principal plus accrued interest amount outstanding.
Administrative expenses
To the extent not paid in full or in part by the Contributing Employers, the trustee uses Plan assets to pay the expenses of the Plan, such as taxes (if any) incurred on the income or assets of the trust, brokerage commissions and other expenses associated with the purchase and sale of investments, investment management fees and other expenses directly attributable to the administration of the Plan.
2. Summary of significant accounting policies
Basis of presentation
The accounting and financial reporting policies of the Plan conform to accounting principles generally accepted in the United States of America (“U.S. GAAP”).
Use of estimates in the preparation of financial statements
The preparation of financial statements requires Plan management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes in net assets available for benefits, and the disclosure of contingent assets and liabilities. Actual results could be different from these estimates.
Investment valuation
Investments are recorded at fair value, except for synthetic guaranteed investment contracts ("synthetic GICs"), which are recorded at contract value. Investments measured at fair value include certain investments that use the net asset value per share ("NAV") or its equivalent as a practical expedient. For information related to the Plan’s valuation methodologies for its investments recorded at fair value, refer to Note 3.
Synthetic GICs
A synthetic GIC is an investment contract associated with the Stable Value Fund in which the Plan owns the underlying investment assets and purchases wrapper contracts from insurance companies or other financial institutions which provide market value and cash flow risk protection to the Plan. The Plan accounts for its synthetic GICs at contract value as that is the amount Participants would receive if they were to withdraw or transfer all or a portion of their investments in the Stable Value Fund. For a discussion of synthetic GIC investment contracts, refer to Note 5.
Participant withdrawals
Participant withdrawals are recorded when paid.
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 JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
The following is a reconciliation of net assets available for benefits as disclosed per the financial statements to the Form 5500.
| | | | | | | | | | | | | | |
| December 31, | | 2023 | | 2022 |
| Net assets available for benefits per the financial statements | | $ | 44,027,466,589 | | | $ | 36,429,314,101 | |
| Less: Amounts allocated to withdrawing Participants | | (7,442,767) | | | (4,051,713) | |
| Net assets available for benefits per Form 5500 | | $ | 44,020,023,822 | | | $ | 36,425,262,388 | |
The following is a reconciliation of benefits paid to Participants as disclosed per the financial statements to Form 5500.
| | | | | | | | | | | | | | |
| Year ended December 31, | | 2023 | | 2022 |
| Benefits paid to Participants per the financial statements | | $ | 2,711,361,429 | | | $ | 2,293,246,378 | |
| Add: Amounts allocated to withdrawing Participants at end of year | | 7,442,767 | | | 4,051,713 | |
| Less: Amounts allocated to withdrawing Participants at beginning of year | | (4,051,713) | | | (3,946,770) | |
| Benefits paid to Participants per Form 5500 | | $ | 2,714,752,483 | | | $ | 2,293,351,321 | |
Foreign currency translation
The Plan revalues assets, liabilities, additions and deductions denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.
3. Fair value measurements
Determination of fair value
The following is a description of the Plan’s valuation methodologies for assets and liabilities measured at fair value. The Plan has an established and well-structured process for determining fair values. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is based on quoted market prices or inputs, where available. If prices or quotes are not available, fair value is based on valuation models and other valuation techniques that consider relevant transaction characteristics (such as maturity) and use as inputs, observable or unobservable market parameters, including but not limited to yield curves, interest rates, volatilities, equity or debt prices, foreign exchange rates and credit curves. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value. These adjustments may include amounts to reflect constraints on liquidity and unobservable parameters when the Plan is unable to observe a recent market price for a financial instrument that trades in an inactive (or less active) market. No adjustments to quoted prices are applied for instruments classified within level 1 of the fair value hierarchy (refer to the discussion below for further information on the fair value hierarchy).
The Plan uses various methodologies and assumptions in the determination of fair value. The use of different methodologies or assumptions by other market participants compared with those used by the Plan could result in a different estimate of fair value at the reporting date.
During 2023 no changes were made to the Plan's valuation models that had, or are expected to have, a material impact on the Plan's financial statements.
Fair value hierarchy
A three-level fair value hierarchy has been established under U.S. GAAP for disclosure of fair value measurements. The fair value hierarchy is based on the observability of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:
•Level 1 — inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.
•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.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
A financial instrument’s categorization within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.
The following table describes the valuation methodologies generally used by the Plan to measure its instruments at fair value, including the general classification of such instruments pursuant to the fair value hierarchy.
| | | | | | | | |
| Instrument | Valuation methodology | Classifications in the fair value hierarchy |
| JPMorgan Chase & Co. common stock | Closing price reported on the New York Stock Exchange | Level 1 |
| Other equity, corporate debt, asset-backed, U.S. federal, state, local and non-U.S. government and mortgage-backed securities and repurchase agreements. | Quoted market prices | Level 1 |
| In the absence of quoted market prices, securities are valued based on: | Level 2 |
•Observable market prices for similar securities | |
•Relevant broker quotes | |
| •Independent pricing services | |
| •Discounted cash flows | |
| In addition, the following inputs to discounted cash flows are used for the following products: | |
| Mortgage- and asset-backed securities specific inputs: | |
| •Collateral characteristics | |
| •Deal-specific payment and loss allocations | |
| •Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity | |
| Collateralized loan obligations ("CLOs") specific inputs: | |
| •Collateral characteristics | |
| •Deal-specific payment and loss allocations | |
| •Expected prepayment speed, conditional default rates, loss severity | |
| •Credit spreads | |
| •Credit rating data | |
| Fund investments (e.g., mutual, money market and other) and registered investment companies | Net asset value | |
•NAV is supported by the ability to redeem and purchase at NAV level. | Level 1 |
| •Adjustments to the NAV as required for restrictions on redemption or where observable activity is limited. | Level 2(a) |
| | |
| Derivatives | Non-exchange traded derivatives that are valued using independent pricing services. | Level 2 |
| Refer to Note 6 for further information on derivative instruments. | |
(a) Excludes certain investments that are measured at fair value using the net asset value per share (or its equivalents) as a practical expedient.
Investments measured at net asset value
The Plan also uses as a practical expedient the NAV per share (or its equivalent) to measure the fair value of multiple investments that (a) do not have a readily determinable fair value and (b) either have the attributes of an investment company or prepare their financial statements consistent with the measurement principles of an investment company. These investments are not required to be classified in the fair value hierarchy and consist predominantly of investments in certain collective investment funds and registered investment companies.
The investment strategies for collective investment funds and registered investment companies vary, and they may invest directly and indirectly in a broad range of equity, debt and derivative investments with the objective of mirroring or exceeding the total return of certain market indices (e.g., Standard & Poor’s ("S&P") 500 Index, Russell 1000 Index, Bloomberg U.S. Aggregate Bond Index). Strategies may vary based on global macroeconomic views, expected directional movements in the financial markets, market capitalization (e.g., large, medium or small cap stocks), and other strategies. Certain of these
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
investments could be subject to restrictions on redemption in the future as indicated above; and they may be sold based on the level of capital markets activity, market levels, the performance of the broader economy and investment-specific issues.
The Plan has no commitments to make additional investments in financial instruments that are valued at NAV.
The following tables present the financial instruments carried at fair value as of December 31, 2023 and 2022, by major product category and fair value hierarchy.
Assets and liabilities measured at fair value on a recurring basis
| | | | | | | | | | | | | | | | | | | | | |
| | Fair value hierarchy | | | |
| December 31, 2023 | | Level 1 | | Level 2 | | | Total fair value |
| Equity securities: | | | | | | | |
| JPMorgan Chase & Co. | | $ | 6,467,518,896 | | | $ | — | | | | $ | 6,467,518,896 | |
| Other equity securities | | 4,012,231,276 | | | — | | | | 4,012,231,276 | |
| Total equity securities | | 10,479,750,172 | | | — | | | | 10,479,750,172 | |
| | | | | | | |
| Corporate debt and asset-backed securities | | — | | | 2,062,386,913 | | | | 2,062,386,913 | |
| U.S. federal, state, local and non-U.S. government securities | | 654,441,580 | | | 27,126,052 | | | | 681,567,632 | |
| Mortgage-backed securities | | 191,234,848 | | | 85,579,319 | | | | 276,814,167 | |
Money market funds and other(a) | | 294,668,407 | | | 35,370,127 | | | | 330,038,534 | |
| Derivative receivables | | — | | | 790,456 | | | | 790,456 | |
| Total assets measured at fair value | | $ | 11,620,095,007 | | | $ | 2,211,252,867 | | | | $ | 13,831,347,874 | |
Investments measured at NAV(b) | | | | | | | 26,302,004,094 | |
| Total investments at fair value | | | | | | | $ | 40,133,351,968 | |
| | | | | | | |
| Mortgage-backed securities sold short | | $ | 2,291,625 | | | | | | $ | 2,291,625 | |
| Derivative payables | | — | | | 1,828,784 | | | | 1,828,784 | |
| Total liabilities measured at fair value | | $ | 2,291,625 | | | $ | 1,828,784 | | | | $ | 4,120,409 | |
| | | | | | | | | | | | | | | | | | | | |
| | Fair value hierarchy | | |
| December 31, 2022 | | Level 1 | | Level 2 | | Total fair value |
| Equity securities: | | | | | | |
| JPMorgan Chase & Co. | | $ | 5,348,755,914 | | | $ | — | | | $ | 5,348,755,914 | |
| Other equity securities | | 3,292,031,908 | | | — | | | 3,292,031,908 | |
| Total equity securities | | 8,640,787,822 | | | — | | | 8,640,787,822 | |
| Corporate debt and asset-backed securities | | — | | | 1,749,460,666 | | | 1,749,460,666 | |
| U.S. federal, state, local and non-U.S. government securities | | 627,193,707 | | | 19,211,062 | | | 646,404,769 | |
| Mortgage-backed securities | | 101,866,263 | | | 59,948,292 | | | 161,814,555 | |
Money market funds and other(a) | | 319,518,815 | | | 40,104,675 | | | 359,623,490 | |
| Derivative receivables | | — | | | 4,506,951 | | | 4,506,951 | |
| Total assets measured at fair value | | $ | 9,689,366,607 | | | $ | 1,873,231,646 | | | $ | 11,562,598,253 | |
Investments measured at NAV(b) | | | | | | 20,959,709,750 | |
| Total investments at fair value | | | | | | $ | 32,522,308,003 | |
| | | | | | |
| Mortgage-backed securities sold short | | $ | 1,632,438 | | | | | $ | 1,632,438 | |
| Derivative payables | | — | | | 9,180,858 | | | 9,180,858 | |
| Total liabilities measured at fair value | | $ | 1,632,438 | | | $ | 9,180,858 | | | $ | 10,813,296 | |
(a)Money market funds and other consists of mutual funds, money market funds, and resale agreements.
(b)Investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
4. Investment program
As of December 31, 2023, the Plan offers Participants 30 investment options, which consist of: ten target date funds (most of the underlying funds are index funds) and 20 core investment funds, which are composed of six fixed-income funds, nine domestic equity funds (five are index funds), three international equity funds (two are index funds), one emerging markets equity index fund, and the JPMorgan Chase Common Stock Fund.
Fund transactions are processed on a daily basis and are recorded at an aggregate level within the Trust Fund. Empower Plan Services, LLC is the third-party administrator and record-keeper.
Participants may elect to direct or change the allocation of their account balances and contributions in the investment funds on a daily basis. Participant requests for fund re-allocations, transfers and distributions are processed on a daily basis using NAV. Changes generally become effective on the same business day if the New York Stock Exchange is open and the request is made before 4 p.m. Eastern Time, or by the close of the New York Stock Exchange, whichever is earlier. Otherwise, the changes generally become effective on the next business day.
The Plan Administrator may place restrictions on investments in the funds and on daily transfers and re-allocations among funds.
5. Synthetic GICs
The Stable Value Fund invests in synthetic GICs, 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 investment contract is designed to protect the contract value of these underlying assets. Under these contracts, realized and unrealized gains and losses on the underlying assets are not immediately recognized in the net assets of the Plan, but are amortized over the maturity or duration of the underlying assets, through adjustments to the future interest crediting rate of the synthetic GICs as discussed further below. The issuers of the investment contracts guarantee 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, subject to certain limitations. The Plan has not recognized any provision for credit losses to reflect the credit risk of the issuers of the synthetic GICs (which generally arise when there are net realized and unrealized losses).
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 investment contract nor with Participants. The investment 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, 2023 | | Contract Value | | Unrealized Gains/(Losses) | | Market Value of Underlying Assets | |
| Synthetic GICs: | | | | | | | |
| MetLife Contract | | $ | 639,179,981 | | | $ | (39,865,061) | | | $ | 599,314,920 | | |
| Prudential Contract | | 654,883,042 | | | (41,493,545) | | | 613,389,497 | | |
| Transamerica Contract | | 562,587,615 | | | (36,598,178) | | | 525,989,437 | | |
| VOYA Contract | | 568,627,174 | | | (37,189,663) | | | 531,437,511 | | |
| Total synthetic GICs | | $ | 2,425,277,812 | | | $ | (155,146,447) | | | $ | 2,270,131,365 | | |
| | | | | | | |
| December 31, 2022 | | Contract Value | | Unrealized Gains/(Losses) | | Market Value of Underlying Assets | |
| Synthetic GICs: | | | | | | | |
| MetLife Contract | | $ | 674,246,201 | | | $ | (54,027,348) | | | $ | 620,218,853 | | |
| Prudential Contract | | 691,073,890 | | | (56,339,108) | | | 634,734,782 | | |
| Transamerica Contract | | 594,014,291 | | | (49,720,970) | | | 544,293,321 | | |
| VOYA Contract | | 600,493,134 | | | (50,531,497) | | | 549,961,637 | | |
| Total synthetic GICs | | $ | 2,559,827,516 | | | $ | (210,618,923) | | | $ | 2,349,208,593 | | |
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
6. Derivative instruments
Derivative contracts derive their value from underlying asset prices, indices, reference rates, other inputs or a combination of these factors and may expose counterparties to risks and rewards of an underlying asset or liability without having to actually invest in, own, or exchange the asset or liability. The Plan uses derivatives to manage and invest in market and credit risk exposures, predominantly using interest rate, credit derivative, foreign exchange and equity contracts. For a further discussion of credit derivatives, refer to the discussion in the Credit derivatives section of this Note.
Accounting for derivatives
Derivatives are recorded on the Statements of Net Assets Available for Benefits at fair value, with all changes in fair value reflected in the Statements of Changes in Net Assets Available for Benefits.
Notional amount of derivative contracts
The following table summarizes the notional amount of derivative contracts outstanding which the Plan is a counterparty to as of December 31, 2023 and 2022.
| | | | | | | | | | | | | | |
| | | Notional amounts(a) |
| December 31, | | 2023 | | 2022 |
| Interest rate contracts | | | | |
| Swaps | | $ | 389,778,348 | | | $ | 279,301,142 | |
| Futures and forwards | | 249,922,074 | | | 267,579,912 | |
| Written options | | 100,505,571 | | | 169,768,999 | |
| Purchased options | | 19,483,720 | | | 107,553,800 | |
| Total interest rate contracts | | 759,689,713 | | | 824,203,853 | |
| Credit derivatives | | 9,200,000 | | | 10,183,636 | |
| Foreign exchange contracts | | | | |
| Spot, futures and forwards | | 46,035,146 | | | 56,125,255 | |
| Total foreign exchange contracts | | 46,035,146 | | 46035146 | 56,125,255 | |
| Equity contracts | | | | |
| Futures and forwards | | 9,700 | | | 11,350 | |
| Total equity contracts | | 9,700 | | | 11,350 | |
| Total derivative notional amounts | | $ | 814,934,559 | | | $ | 890,524,094 | |
(a)Represents the sum of gross long and gross short third-party notional derivative contracts.
While the notional amounts disclosed above give an indication of the volume of the Plan’s derivative activities, the notional amounts significantly exceed, in the Plan’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is simply a reference amount used to calculate payments.
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 which the Plan is a counterparty to as of December 31, 2023 and 2022, respectively.
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Gross derivative receivables(a) | | Gross derivative payables |
| December 31, | | 2023 | | 2022 | | 2023 | | 2022 |
| Contract type | | | | | | | | |
| Interest rate | | $ | 759,613 | | | $ | 4,480,575 | | | $ | 1,314,087 | | | $ | 8,108,066 | |
| Credit | | 8,786 | | | 2,354 | | | 4,589 | | | 88,069 | |
| Foreign exchange | | 22,057 | | | 24,022 | | | 510,108 | | | 984,723 | |
| Gross fair value of derivative receivables and payables | | $ | 790,456 | | | $ | 4,506,951 | | | $ | 1,828,784 | | | $ | 9,180,858 | |
(a) Derivative receivables are recorded on the Statement of Net Assets Available for Benefits in the Investments at fair value line.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
Derivatives gains and losses
The following table presents derivatives gains/(losses), by contract type which the Plan is counterparty to, for the years ended December 31, 2023 and 2022. 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, | | 2023 | | 2022 |
| Contract type | | | | |
| Interest rate | | $ | 3,814,619 | | | $ | 15,074,909 | |
| Credit | | 228,810 | | | (1,225,200) | |
| Foreign exchange | | (235,162) | | | 5,393,837 | |
| Equity | | 4,718,628 | | | (3,640,237) | |
| Other | | 14,667 | | | 271,334 | |
| Total | | $ | 8,541,562 | | | $ | 15,874,643 | |
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 $2,048,775 and $291,087 of cash collateral and no securities collateral as of December 31, 2023 and 2022, 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 $1,828,784 and $9,180,858 as of December 31, 2023 and 2022, respectively. The Plan has posted $9,751,392 and $15,128,231 of cash collateral as of December 31, 2023 and 2022, respectively and $6,762,201 of securities collateral as of December 31, 2023. No securities collateral was posted as of December 31, 2022.
Credit derivatives
Credit derivatives are financial instruments whose value is derived from the credit risk associated with the debt of a third-party issuer (the reference entity) and which allow one party (the protection purchaser) to transfer that risk to another party (the protection seller). Credit derivatives expose the protection purchaser to the creditworthiness of the protection seller, as the protection seller is required to make payments under the contract when the reference entity experiences a credit event, such as a bankruptcy, a failure to pay its obligation or a restructuring. The seller of credit protection receives a premium for providing protection but has the risk that the underlying instrument referenced in the contract will be subject to a credit event.
The Plan primarily enters into credit default swaps (“CDS”), which are credit derivative contracts between two counterparties that provides protection against a credit event on either a single referenced entity ("single-name") or a broad-based index. Protected credit events are specified at the inception of a transaction.
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
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, 2023 and 2022, where the Plan is the seller of protection. All of the credit derivative contracts, where the Plan is the seller of protection, were credit default swaps. Upon a credit event, the Plan as a seller of protection would typically pay out only a percentage of the full notional amount of net protection sold, as the amount actually required to be paid on the contracts takes into account the recovery value of the reference obligation at the time of settlement. The Plan does not use notional amounts as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Plan's view, the risks associated with such derivatives. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based.
Protection sold – credit derivatives ratings(a)/maturity profile
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| Risk rating of reference entity | | | | Total
notional amount | | | |
| December 31, | <1 year | 1–5 years | >5 years | Fair value of receivables(b) | Fair value of payables(b) | Net Fair value |
| 2023 | Investment-grade | $ | 700,000 | | $ | 6,600,000 | | 400,000 | | $ | 7,700,000 | | $ | 8,786 | | (4,402) | | $ | 4,384 | |
| Noninvestment-grade | — | | 1,500,000 | | — | | 1,500,000 | | — | | (187) | | (187) | |
| Total | $ | 700,000 | | $ | 8,100,000 | | $ | 400,000 | | $ | 9,200,000 | | $ | 8,786 | | $ | (4,589) | | $ | 4,197 | |
| | | | | | | | |
| 2022 | Investment-grade | $ | 1,800,000 | | $ | 6,350,000 | | 400,000 | | $ | 8,550,000 | | $ | 2,354 | | (88,069) | | $ | (85,715) | |
| Noninvestment-grade | — | | 500,000 | | — | | 500,000 | | — | | — | | — | |
| Total | $ | 1,800,000 | | $ | 6,850,000 | | $ | 400,000 | | $ | 9,050,000 | | $ | 2,354 | | $ | (88,069) | | $ | (85,715) | |
(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 party in interest, as defined by ERISA. The following summary of transactions qualify as party-in-interest transactions for the years ended December 31, 2023 and 2022.
| | | | | | | | | | | | | | |
| Aggregate cost
of purchases | Aggregate proceeds from
sales, redemptions and
distributions to participants |
| 2023 | 2022 | 2023 | 2022 |
| | | | |
| JPMorgan Chase & Co. common stock | $ | 1,381,274,137 | | $ | 1,556,974,143 | | $ | 1,583,901,624 | | $ | 1,497,549,780 | |
| Funds managed by JPMorgan Investment Management Inc.: | | | | |
| Core Bond Fund | 96,997,017 | | 33,499,772 | | 37,511,897 | | 51,633,540 | |
| Emerging Markets Debt Fund | 13,360,293 | | 27,172,836 | | 58,396,978 | | 68,098,997 | |
| Short-Term Fixed Income Fund | 2,316,140,636 | | 1,807,493,243 | | 2,244,103,759 | | 1,772,809,878 | |
| Small Cap Core Fund | 681,352,946 | | 665,769,747 | | 695,681,288 | | 688,525,135 | |
| Stable Value Fund | 671,790,131 | | 719,381,771 | | 848,578,090 | | 486,908,944 | |
8. Tax status and federal income taxes
On May 12, 2017, the Plan received a favorable tax determination letter from the IRS confirming its tax qualified status under Code Section 401(a) of the Code, and therefore, the related trust is exempt from taxation. The Plan is required to operate in accordance with the applicable provisions of the Code to maintain its qualified status. The Plan Administrator believes the Plan is operating in compliance with the applicable requirements of the Code.
U.S. GAAP requires the management of the Plan to evaluate tax positions taken by the Plan and recognize an income tax liability if the Plan has taken uncertain tax positions that more-likely-than-not would not be sustained upon examination by applicable taxing authorities. Management of the Plan has analyzed tax positions taken by the Plan and has concluded that, as of December 31, 2023 and 2022, there were no uncertain tax positions taken, or expected to be taken, that would require
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
recognition of a liability or that would require disclosure in the financial statements. The Plan is subject to audits by the taxing authorities; however, there are currently no audits in progress for any tax period.
Participants who are not currently receiving a distribution under the Plan do not pay any U.S. federal income tax on Contributing Employer contributions or income earned by the Trust. When a Participant, or his or her beneficiary or estate, receives a distribution under the Plan, the distribution is generally taxable. The tax treatment of any distribution from the Trust depends on individual circumstances.
9. Commitments and contingencies
In accordance with the provisions of U.S. GAAP for contingencies, the Plan accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. Plan management evaluates the Plan's outstanding legal proceedings, if any, periodically to assess whether any litigation reserve is required, and makes adjustments in such reserves, upwards or downwards, as appropriate, based on Plan management’s best judgment after consultation with counsel.
While the outcome of litigation is inherently uncertain, Plan management believes, based upon its current knowledge, after consultation with counsel, in light of all information known to it at December 31, 2023 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. Economies and financial markets throughout the world are becoming increasingly interconnected, which increases the likelihood that events or conditions in one country or region will adversely impact markets or issuers in other countries or regions. Securities in a fund’s portfolio may under perform in comparison to securities in general financial markets, a particular financial market or other asset classes due to a number of factors, including inflation (or expectations for inflation), deflation (or expectations for deflation), interest rates, global demand for particular products or resources, market instability, debt crises and downgrades, embargoes, tariffs, sanctions and other trade barriers, regulatory events, other governmental trade or market control programs and related geopolitical events. In addition, the value of a fund’s investments may be negatively affected by the occurrence of global events such as war, terrorism, environmental disasters, natural disasters or events, country instability, and infectious disease epidemics or pandemics. Governments, their regulatory agencies, or self-regulatory organizations may take actions that affect the instruments in which a fund invests, or the issuers of such instruments, in ways that could also have a significant negative impact on a fund’s investment performance.
In many cases, the Plan’s financial instruments serve to reduce, rather than increase, exposure to losses from market or other risks. In addition, the measurement of market risk is meaningful only when all related and offsetting transactions are identified. The investment managers may limit the Plan’s market risk by holding or purchasing offsetting positions.
Credit risk is the risk associated with the default or change in credit profile of a counterparty. Regarding derivative assets, the Plan is subject to the risk of counterparty nonperformance except for written options, which obligate the Plan to perform, but do not give rise to counterparty credit risk. The Plan predominantly enters into derivative contracts with counterparties of high credit quality; therefore, the risk of counterparty nonperformance is considered to be negligible.
Concentration of credit risk arises when investments or counterparties are engaged in similar business activities or activities in the same geographic region, or when they have similar economic features that would cause their ability to meet contractual obligations to be similarly affected by changes in economic conditions. The Plan’s exposure to a concentration of credit risk is limited by the broad diversification of its investments across the Participant directed fund elections. Additionally, the investments within each Fund are further diversified into various financial instruments, with the exception of the JPMorgan
THE JPMORGAN CHASE 401(k) SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
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. Off-cycle Payroll Contributions
Certain contributions to the 401(k) trust for off-cycle pay periods throughout 2023 were remitted to the trust with other contributions from the next on-cycle payroll as set forth in the Schedule of Delinquent Participant Contributions. Management is working on a corrective plan to address this issue.
13. Subsequent Events
In preparing the financial statements, management of the Plan has performed an evaluation of material events that occurred subsequent to December 31, 2023, and through June 27, 2024, the date these financial statements were available to be issued. There were no material subsequent events that occurred that would require disclosure or recognition in these financial statements.
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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: | | | | | |
| | | 3M CO | 28,350 SHARES | $ | 2,806,141 | | $ | 3,099,222 | | | |
| | | ABERCROMBIE & FITCH CO | 36,947 SHARES | 1,510,898 | | 3,259,464 | | | |
| | | ABM INDUSTRIES INC | 100,249 SHARES | 4,016,380 | | 4,494,163 | | | |
| | | ACADEMY SPORTS & | 22,900 SHARES | 1,069,491 | | 1,511,400 | | | |
| | | ACADIA HEALTHCARE CO INC | 65,932 SHARES | 3,135,827 | | 5,126,872 | | | |
| | | ACADIA PHARMACEUTICALS | 92,089 SHARES | 2,343,345 | | 2,883,307 | | | |
| | | ACCENTURE PLC | 15,950 SHARES | 4,796,859 | | 5,597,015 | | | |
| | | ACELYRIN INC | 157,000 SHARES | 3,615,318 | | 1,171,220 | | | |
| | | ACM RESEARCH INC | 105,233 SHARES | 1,203,986 | | 2,056,253 | | | |
| | | ACUSHNET HOLDINGS CORP | 49,566 SHARES | 2,300,754 | | 3,131,084 | | | |
| | | ACV AUCTIONS INC | 313,759 SHARES | 6,143,602 | | 4,753,449 | | | |
| | | ADAPTIVE BIOTECHNOLOGIES | 11,469 SHARES | 461,115 | | 56,198 | | | |
| | | ADECOAGRO SA | 345,678 SHARES | 3,195,678 | | 3,837,026 | | | |
| | | ADEIA INC | 88,482 SHARES | 927,049 | | 1,096,292 | | | |
| | | ADIENT PLC | 62,822 SHARES | 2,796,812 | | 2,284,208 | | | |
| | | ADTALEM GLOBAL EDUCATION | 35,400 SHARES | 2,131,373 | | 2,086,830 | | | |
| | | ADVANCED MICRO DEVICES | 141,902 SHARES | 16,994,459 | | 20,917,774 | | | |
| | | ADVANSIX INC | 20,805 SHARES | 886,484 | | 623,318 | | | |
| | | AENA SME SA | 35,939 SHARES | 5,225,109 | | 6,514,773 | | | |
| | | AGREE REALTY CORP REIT | 63,878 SHARES | 4,414,532 | | 4,021,120 | | | |
| | | AIR LIQUIDE SA | 24,103 SHARES | 3,527,949 | | 4,689,262 | | | |
| | | AIRBNB INC | 146,704 SHARES | 21,634,504 | | 19,972,283 | | | |
| | | AIRBUS SE ADR | 256,464 SHARES | 7,046,920 | | 9,891,816 | | | |
| | | AKZO NOBEL NV | 119,577 SHARES | 8,921,509 | | 9,883,029 | | | |
| | | ALBANY INTERNATIONAL | 3,425 SHARES | 289,455 | | 336,404 | | | |
| | | ALIMENTATION COUCHE-TARD | 77,846 SHARES | 3,472,082 | | 4,606,646 | | | |
| | ALKERMES PLC | 38,190 SHARES | 1,183,761 | | 1,059,391 | | | |
| | ALLIANZ SE | 29,390 SHARES | 6,749,831 | | 7,855,067 | | | |
| | ALLOGENE THERAPEUTICS | 156,087 SHARES | 1,507,706 | | 501,039 | | | |
| | ALPHA METALLURGICAL | 11,724 SHARES | 1,808,175 | | 3,973,498 | | | |
| | ALPHABET INC | 860,386 SHARES | 57,386,775 | | 121,254,199 | | | |
| | ALPHATEC HOLDINGS INC | 75,801 SHARES | 458,909 | | 1,145,353 | | | |
| | ALSTOM SA | 653,354 SHARES | 15,950,416 | | 8,790,641 | | | |
| | AMADEUS IT GROUP SA | 70,719 SHARES | 4,201,978 | | 5,068,409 | | | |
| | AMALGAMATED FINL CORP | 6,200 SHARES | 143,274 | | 167,028 | | | |
| | | AMAZON.COM INC | 776,048 SHARES | 83,548,204 | | 117,912,733 | | | |
| | | AMEREN CORP | 69,652 SHARES | 5,476,632 | | 5,038,626 | | | |
| | | AMERICAN AXLE & | 92,476 SHARES | 600,268 | | 814,714 | | | |
| | | AMERICAN EQUITY | 17,203 SHARES | 632,361 | | 959,927 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | | AMERICAN EXPRESS CO | 13,200 SHARES | 2,476,925 | | 2,472,888 | | | |
| | | AMERICAN INTERNATIONAL | 239,071 SHARES | 12,273,955 | | 16,197,060 | | | |
| | | AMERICAN STATES WATER CO | 23,187 SHARES | 2,105,281 | | 1,864,699 | | | |
| | | AMERICAN TOWER CORP REIT | 107,536 SHARES | 23,125,326 | | 23,214,872 | | | |
| | | AMERIS BANCORP | 44,519 SHARES | 1,685,658 | | 2,361,733 | | | |
| | | AMICUS THERAPEUTICS INC | 283,315 SHARES | 2,991,628 | | 4,020,240 | | | |
| | | AMN HEALTHCARE SERVICES | 11,500 SHARES | 1,196,728 | | 861,120 | | | |
| | | ANDERSONS INC/THE | 28,929 SHARES | 1,088,180 | | 1,664,575 | | | |
| | ANGIODYNAMICS INC | 115,945 SHARES | 1,266,555 | | 909,009 | | | |
| | | ANHEUSER-BUSCH INBEV | 120,956 SHARES | 6,542,112 | | 7,805,733 | | | |
| | | ANI PHARMACEUTICALS INC | 10,000 SHARES | 619,596 | | 551,400 | | | |
| | | ANSYS INC | 39,128 SHARES | 12,045,093 | | 14,198,769 | | | |
| | | APELLIS PHARMACEUTICALS | 78,892 SHARES | 3,542,024 | | 4,722,475 | | | |
| | | API GROUP CORP | 143,522 SHARES | 3,648,374 | | 4,965,861 | | | |
| | | APOGEE ENTERPRISES INC | 14,091 SHARES | 503,942 | | 752,600 | | | |
| | | APPLE HOSPITALITY REIT | 106,901 SHARES | 1,720,022 | | 1,775,626 | | | |
| | | APPLE INC | 786,899 SHARES | 48,474,855 | | 151,501,664 | | | |
| | | APPLIED INDUSTRIAL | 2,900 SHARES | 454,991 | | 500,801 | | | |
| | | APPLIED MATERIALS INC | 18,825 SHARES | 969,214 | | 3,050,968 | | | |
| | | ARCBEST CORP | 28,707 SHARES | 1,499,949 | | 3,450,868 | | | |
| | | ARCH RESOURCES INC | 9,398 SHARES | 716,393 | | 1,559,504 | | | |
| | | ARCUTIS BIOTHERAPEUTICS | 425,672 SHARES | 3,149,771 | | 1,374,921 | | | |
| | | ARES MANAGEMENT CORP | 117,229 SHARES | 11,983,242 | | 13,940,873 | | | |
| | | ARGAN INC | 29,643 SHARES | 1,259,679 | | 1,386,996 | | | |
| | | ARMADA HOFFLER | 15,995 SHARES | 215,551 | | 197,858 | | | |
| | | ARROWHEAD | 29,803 SHARES | 681,040 | | 911,972 | | | |
| | | ASANA INC | 83,558 SHARES | 2,194,553 | | 1,588,438 | | | |
| | | ASBURY AUTOMOTIVE GROUP | 16,619 SHARES | 3,377,860 | | 3,738,776 | | | |
| | | ASGN INC | 66,664 SHARES | 5,867,851 | | 6,411,077 | | | |
| | | ASML HOLDING NV NY REG | 22,057 SHARES | 13,055,605 | | 16,695,384 | | | |
| | | ASSA ABLOY AB | 89,773 SHARES | 1,937,811 | | 2,585,978 | | | |
| | | ASSETMARK FINANCIAL | 122,310 SHARES | 3,281,160 | | 3,663,185 | | | |
| | | ASSOCIATED BANC-CORP | 26,000 SHARES | 501,267 | | 556,140 | | | |
| | | ASTRAZENECA PLC | 75,989 SHARES | 9,530,719 | | 10,268,302 | | | |
| | | ATARA BIOTHERAPEUTICS | 443,828 SHARES | 1,082,952 | | 227,595 | | | |
| | ATI INC | 10,812 SHARES | 275,809 | | 491,622 | | | |
| | | ATKORE INC | 40,956 SHARES | 1,510,368 | | 6,552,960 | | | |
| | | ATLANTIC UNION | 49,629 SHARES | 1,554,863 | | 1,813,444 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | | ATLASSIAN CORP | 81,685 SHARES | 11,797,362 | | 19,429,594 | | | |
| | | ATRICURE INC | 75,974 SHARES | 3,318,657 | | 2,711,512 | | | |
| | | ATRION CORP | 968 SHARES | 378,175 | | 366,669 | | | |
| | | AVALONBAY COMMUNITIES | 71,956 SHARES | 13,905,620 | | 13,471,602 | | | |
| | | AVEPOINT INC | 425,157 SHARES | 1,869,104 | | 3,490,539 | | | |
| | | AVIAT NETWORKS INC | 29,528 SHARES | 924,780 | | 964,384 | | | |
| | | AVIENT CORP | 162,391 SHARES | 5,682,846 | | 6,750,594 | | | |
| | | AXA SA | 205,013 SHARES | 5,139,286 | | 6,678,530 | | | |
| | | AXCELIS TECHNOLOGIES INC | 5,968 SHARES | 970,396 | | 773,990 | | | |
| | | AXIS CAPITAL HOLDINGS | 86,222 SHARES | 4,586,909 | | 4,774,112 | | | |
| | | AXONICS INC | 13,469 SHARES | 675,766 | | 838,176 | | | |
| | | AXSOME THERAPEUTICS INC | 38,669 SHARES | 1,419,347 | | 3,077,666 | | | |
| | | B2GOLD CORP | 735,839 SHARES | 2,842,751 | | 2,325,251 | | | |
| | | BAKER HUGHES CO | 141,188 SHARES | 3,983,216 | | 4,825,806 | | | |
| | | BANC OF CALIFORNIA INC | 46,130 SHARES | 633,029 | | 619,526 | | | |
| | | BANCO BRADESCO SA ADR | 728,256 SHARES | 2,045,669 | | 2,548,896 | | | |
| | BANCORP INC/THE | 55,603 SHARES | 1,728,320 | | 2,144,052 | | | |
| | | BANK OF AMERICA CORP | 538,360 SHARES | 17,673,077 | | 18,126,581 | | | |
| | | BANK OF NT BUTTERFIELD & | 101,409 SHARES | 2,870,552 | | 3,246,102 | | | |
| | | BANKUNITED INC | 113,408 SHARES | 3,541,721 | | 3,677,821 | | | |
| | | BANNER CORP | 24,686 SHARES | 1,418,901 | | 1,322,182 | | | |
| | | BARCLAYS PLC | 5,954,612 SHARES | 11,714,846 | | 11,673,347 | | | |
| | | BARRETT BUSINESS | 13,200 SHARES | 1,332,066 | | 1,528,560 | | | |
| | | BAXTER INTERNATIONAL INC | 239,818 SHARES | 9,778,174 | | 9,271,364 | | | |
| | | BAYER AG | 82,221 SHARES | 4,968,054 | | 3,054,459 | | | |
| | | BEACON ROOFING SUPPLY | 46,880 SHARES | 2,577,225 | | 4,079,498 | | | |
| | | BECTON DICKINSON & CO | 45,964 SHARES | 10,609,428 | | 11,207,402 | | | |
| | | BELLRING BRANDS INC | 71,169 SHARES | 2,986,785 | | 3,944,898 | | | |
| | | BENCHMARK ELECTRONICS | 50,466 SHARES | 1,206,404 | | 1,394,880 | | | |
| | | BERKELEY GROUP HOLDINGS | 51,542 SHARES | 2,186,374 | | 3,080,285 | | | |
| | | BEST BUY CO INC | 46,383 SHARES | 3,217,644 | | 3,630,861 | | | |
| | | BGC PARTNERS INC | 98,600 SHARES | 613,586 | | 711,892 | | | |
| | | BIOHAVEN LTD | 3,577 SHARES | 23,916 | | 153,096 | | | |
| | | BLACKLINE INC | 31,489 SHARES | 2,258,880 | | 1,966,173 | | | |
| | | BLACKSTONE GROUP INC | 53,296 SHARES | 3,660,860 | | 6,977,512 | | | |
| | | BLADE AIR MOBILITY INC | 186,111 SHARES | 735,294 | | 656,972 | | | |
| | | BLOOM ENERGY | 31,489 SHARES | 1,276,297 | | 466,037 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | | BLOOMIN' BRANDS INC | 137,243 SHARES | 3,093,576 | | 3,863,390 | | | |
| | | BLUEBIRD BIO INC | 3,329 SHARES | 69,002 | | 4,594 | | | |
| | | BLUEGREEN VACATIONS | 23,616 SHARES | 629,335 | | 1,774,034 | | | |
| | | BLUELINX HOLDINGS INC | 7,645 SHARES | 573,425 | | 866,255 | | | |
| | | BLUEPRINT MEDICINES CORP | 15,860 SHARES | 1,360,525 | | 1,462,926 | | | |
| | | BNP PARIBAS SA | 50,333 SHARES | 2,698,936 | | 3,480,026 | | | |
| | | BOEING CO | 38,400 SHARES | 7,356,311 | | 10,009,344 | | | |
| | BOISE CASCADE CO | 16,242 SHARES | 985,126 | | 2,101,065 | | | |
| | | BOOT BARN HOLDINGS INC | 79,000 SHARES | 5,420,692 | | 6,064,040 | | | |
| | | BOSTON SCIENTIFIC CORP | 147,545 SHARES | 5,572,685 | | 8,529,576 | | | |
| | | BOX INC | 136,946 SHARES | 3,824,709 | | 3,507,187 | | | |
| | | BOYD GAMING CORP | 26,303 SHARES | 1,438,657 | | 1,646,831 | | | |
| | | BP PLC | 1,983,115 SHARES | 11,101,078 | | 11,784,622 | | | |
| | | BRANDYWINE REALTY TRUST | 202,358 SHARES | 932,689 | | 1,092,733 | | | |
| | | BRAZE INC | 34,229 SHARES | 1,374,123 | | 1,818,587 | | | |
| | | BRIDGE INVESTMENT GROUP | 207,914 SHARES | 3,318,395 | | 2,033,399 | | | |
| | | BRIDGEBIO PHARMA INC | 16,641 SHARES | 451,841 | | 671,797 | | | |
| | | BRIGHTSPHERE INVESTMENT | 91,543 SHARES | 1,543,840 | | 1,753,964 | | | |
| | | BRIGHTSPIRE CAPITAL INC | 189,900 SHARES | 1,285,823 | | 1,412,856 | | | |
| | | BRINK'S CO | 22,633 SHARES | 1,218,269 | | 1,990,572 | | | |
| | BRISTOL-MYERS SQUIBB CO | 80,148 SHARES | 6,010,804 | | 4,112,394 | | | |
| | BRITISH AMERICAN TOBACCO | 223,586 SHARES | 8,310,313 | | 6,542,805 | | | |
| | BROADSTONE NET LEASE INC | 50,933 SHARES | 840,124 | | 877,066 | | | |
| | BROOKLINE BANCORP INC | 346,717 SHARES | 3,955,339 | | 3,782,682 | | | |
| | BRP GROUP INC | 10,185 SHARES | 286,038 | | 244,644 | | | |
| | BRUNSWICK CORP/DE | 30,880 SHARES | 2,099,399 | | 2,987,640 | | | |
| | BUCKLE INC/THE | 37,900 SHARES | 1,297,116 | | 1,801,008 | | | |
| | BUSINESS FIRST | 23,802 SHARES | 449,397 | | 586,719 | | | |
| | BYLINE BANCORP INC | 58,089 SHARES | 1,368,969 | | 1,368,577 | | | |
| | C3.AI INC | 17,006 SHARES | 382,788 | | 488,242 | | | |
| | CABALETTA BIO INC | 65,850 SHARES | 1,353,427 | | 1,494,795 | | | |
| | CABOT CORP | 32,485 SHARES | 2,146,943 | | 2,712,498 | | | |
| | CACI INTERNATIONAL INC | 9,365 SHARES | 3,097,754 | | 3,032,949 | | | |
| | CACTUS INC | 166,820 SHARES | 5,632,465 | | 7,573,628 | | | |
| | CADENCE DESIGN SYSTEMS | 44,267 SHARES | 10,592,843 | | 12,057,003 | | | |
| | CALIFORNIA RESOURCES | 20,238 SHARES | 842,877 | | 1,106,614 | | | |
| | CALIX INC | 52,785 SHARES | 2,823,537 | | 2,306,177 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | CAL-MAINE FOODS INC | 20,900 SHARES | 960,483 | | 1,199,451 | | | |
| | CANADIAN PACIFIC KANSAS | 72,975 SHARES | 5,767,777 | | 5,802,138 | | | |
| | CAPITAL CITY BANK GROUP | 18,386 SHARES | 496,601 | | 541,100 | | | |
| | CARETRUST REIT INC | 29,067 SHARES | 548,885 | | 650,519 | | | |
| | CARREFOUR SA | 289,547 SHARES | 5,494,412 | | 5,298,284 | | | |
| | CARS.COM INC | 36,234 SHARES | 753,775 | | 687,359 | | | |
| | CARVANA CO | 16,100 SHARES | 438,123 | | 852,334 | | | |
| | CASELLA WASTE SYSTEMS | 70,488 SHARES | 5,617,487 | | 6,023,904 | | | |
| | CATALYST PHARMACEUTICALS | 71,503 SHARES | 192,065 | | 1,201,965 | | | |
| | CAVA GROUP INC | 107,942 SHARES | 3,915,698 | | 4,639,347 | | | |
| | CBIZ INC | 43,297 SHARES | 2,320,433 | | 2,709,959 | | | |
| | CENTRAL GARDEN & PET CO | 48,076 SHARES | 1,774,146 | | 2,117,267 | | | |
| | CENTRAL PACIFIC | 15,950 SHARES | 347,592 | | 313,896 | | | |
| | CENTURY COMMUNITIES INC | 95,999 SHARES | 5,250,368 | | 8,749,349 | | | |
| | CF INDUSTRIES HOLDINGS | 90,487 SHARES | 4,327,028 | | 7,193,717 | | | |
| | CHAMPIONX CORP | 81,258 SHARES | 1,750,852 | | 2,373,546 | | | |
| | CHARLES SCHWAB CORP | 76,800 SHARES | 4,492,991 | | 5,283,840 | | | |
| | CHEFS' WAREHOUSE INC | 163,048 SHARES | 5,035,179 | | 4,798,503 | | | |
| | CHESAPEAKE UTILITIES | 42,241 SHARES | 4,006,439 | | 4,461,917 | | | |
| | CHORD ENERGY CORP | 70,550 SHARES | 10,104,323 | | 11,727,527 | | | |
| | CHUBB LTD | 88,990 SHARES | 13,849,813 | | 20,111,740 | | | |
| | CIE FINANCIERE RICHEMONT | 32,483 SHARES | 3,850,982 | | 4,467,305 | | | |
| | CIGNA GROUP | 23,688 SHARES | 5,431,075 | | 7,093,372 | | | |
| | CIRRUS LOGIC INC | 8,970 SHARES | 665,714 | | 746,214 | | | |
| | CITI TRENDS INC | 63,298 SHARES | 3,914,220 | | 1,790,067 | | | |
| | CITIGROUP INC | 57,100 SHARES | 2,891,244 | | 2,937,224 | | | |
| | CITY HOLDING CO | 684 SHARES | 61,941 | | 75,418 | | | |
| | CITY OFFICE REIT INC | 36,400 SHARES | 230,453 | | 222,404 | | | |
| | CIVITAS RESOURCES INC | 12,419 SHARES | 970,520 | | 849,211 | | | |
| | CLEAR SECURE INC | 126,419 SHARES | 4,083,110 | | 2,610,552 | | | |
| | CLEARWAY ENER-C RG | 68,127 SHARES | 2,092,376 | | 1,868,724 | | | |
| | CLEARWAY ENERGY INC | 18,099 SHARES | 354,347 | | 462,972 | | | |
| | CNX RESOURCES CORP | 30,641 SHARES | 358,563 | | 612,820 | | | |
| | COASTAL FINANCIAL | 27,304 SHARES | 1,138,303 | | 1,212,571 | | | |
| | COCA-COLA CO | 90,320 SHARES | 4,714,353 | | 5,322,558 | | | |
| | COCA-COLA CONSOLIDATED | 1,600 SHARES | 431,122 | | 1,485,440 | | | |
| | COGENT COMMUNICATIONS | 78,899 SHARES | 4,628,987 | | 6,001,058 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | COLGATE-PALMOLIVE CO | 127,066 SHARES | 9,647,214 | | 10,128,431 | | | |
| | COMFORT SYSTEMS USA INC | 33,096 SHARES | 1,737,688 | | 6,806,854 | | | |
| | COMMERCIAL METALS CO | 90,285 SHARES | 2,976,090 | | 4,517,861 | | | |
| | COMMUNITY HEALTHCARE | 14,868 SHARES | 600,978 | | 396,084 | | | |
| | COMMVAULT SYSTEMS INC | 35,931 SHARES | 2,184,652 | | 2,869,090 | | | |
| | COMPASS GROUP PLC | 167,223 SHARES | 3,538,605 | | 4,574,754 | | | |
| | CONAGRA BRANDS INC | 377,091 SHARES | 11,761,333 | | 10,807,428 | | | |
| | CONCRETE PUMPING | 315,267 SHARES | 2,426,039 | | 2,585,189 | | | |
| | CONMED CORP | 45,059 SHARES | 5,801,288 | | 4,934,411 | | | |
| | CONNECTONE BANCORP INC | 171,844 SHARES | 2,614,096 | | 3,936,946 | | | |
| | CONOCOPHILLIPS | 46,718 SHARES | 2,550,989 | | 5,422,558 | | | |
| | CONSOL ENERGY INC | 4,131 SHARES | 202,345 | | 415,289 | | | |
| | CONSTELLIUM SE | 479,573 SHARES | 7,344,546 | | 9,572,277 | | | |
| | CONSTRUCTION PARTNERS | 115,261 SHARES | 3,594,039 | | 5,016,159 | | | |
| | CONTRA ADURO BIOTECH I | 76,740 SHARES | — | | — | | | |
| | COPART INC | 288,417 SHARES | 11,693,512 | | 14,132,433 | | | |
| | COPT DEFENSE PROPERTIES | 116,810 SHARES | 2,884,531 | | 2,993,840 | | | |
| | CORE & MAIN INC | 29,357 SHARES | 678,504 | | 1,186,316 | | | |
| | COUSINS PROPERTIES INC | 49,024 SHARES | 1,684,725 | | 1,193,734 | | | |
| | CREDO TECHNOLOGY GROUP | 165,797 SHARES | 2,901,448 | | 3,228,068 | | | |
| | CRINETICS | 89,546 SHARES | 2,693,709 | | 3,186,047 | | | |
| | CROCS INC | 34,463 SHARES | 2,800,280 | | 3,219,189 | | | |
| | CRODA INTERNATIONAL PLC | 26,563 SHARES | 1,491,804 | | 1,710,057 | | | |
| | CROSS COUNTRY HEALTHCARE | 45,003 SHARES | 1,252,668 | | 1,018,868 | | | |
| | CUMMINS INC | 38,267 SHARES | 7,671,786 | | 9,167,625 | | | |
| | CUSTOMERS BANCORP INC | 69,216 SHARES | 2,098,504 | | 3,988,226 | | | |
| | CVB FINANCIAL CORP | 128,064 SHARES | 2,786,264 | | 2,585,612 | | | |
| | CVR ENERGY INC | 26,727 SHARES | 832,156 | | 809,828 | | | |
| | CVS HEALTH CORP | 122,555 SHARES | 8,923,173 | | 9,676,943 | | | |
| | CYMABAY THERAPEUTICS INC | 144,272 SHARES | 2,481,762 | | 3,407,705 | | | |
| | DAKTRONICS INC | 209,100 SHARES | 2,202,575 | | 1,773,168 | | | |
| | DANAHER CORP | 94,051 SHARES | 20,440,078 | | 21,757,758 | | | |
| | DANONE SA | 155,737 SHARES | 9,971,630 | | 10,095,007 | | | |
| | DARLING INGREDIENTS INC | 20,587 SHARES | 1,435,669 | | 1,026,056 | | | |
| | DAVE & BUSTER'S | 47,500 SHARES | 2,088,813 | | 2,557,875 | | | |
| | DELEK US HOLDINGS INC | 44,887 SHARES | 1,080,022 | | 1,158,079 | | | |
| | DESCARTES SYSTEMS GROUP | 27,151 SHARES | 1,699,263 | | 2,282,313 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | DEUTSCHE TELEKOM AG | 436,664 SHARES | 8,899,467 | | 10,491,349 | | | |
| | DIAGEO PLC | 264,937 SHARES | 11,022,588 | | 9,645,903 | | | |
| | DNOW INC | 257,911 SHARES | 2,175,336 | | 2,919,553 | | | |
| | DOLE PLC | 120,800 SHARES | 1,376,143 | | 1,484,632 | | | |
| | DOMINION ENERGY INC | 163,999 SHARES | 10,855,546 | | 7,707,953 | | | |
| | DONNELLEY FINANCIAL | 74,771 SHARES | 2,377,955 | | 4,663,467 | | | |
| | DORIAN LPG LTD | 28,069 SHARES | 660,223 | | 1,231,387 | | | |
| | DORMAN PRODUCTS INC | 30,935 SHARES | 2,569,554 | | 2,580,288 | | | |
| | DUOLINGO INC | 10,825 SHARES | 1,632,039 | | 2,455,651 | | | |
| | EAGLE BULK SHIPPING INC | 7,435 SHARES | 352,655 | | 411,899 | | | |
| | EASTERLY GOVERNMENT | 27,600 SHARES | 379,318 | | 370,944 | | | |
| | EASTERN BANKSHARES INC | 355,646 SHARES | 5,259,725 | | 5,050,173 | | | |
| | ECHOSTAR CORP | 23,621 SHARES | 453,263 | | 391,400 | | | |
| | ECOVYST INC | 19,687 SHARES | 225,288 | | 192,342 | | | |
| | EDGEWELL PERSONAL CARE | 44,215 SHARES | 1,421,416 | | 1,619,595 | | | |
| | ELANCO ANIMAL HEALTH INC | 355,413 SHARES | 7,615,762 | | 5,295,654 | | | |
| | ELEVANCE HEALTH INC | 35,702 SHARES | 13,340,622 | | 16,835,635 | | | |
| | ELF BEAUTY INC | 93,012 SHARES | 3,048,463 | | 13,425,352 | | | |
| | ELI LILLY & CO | 59,061 SHARES | 29,627,160 | | 34,427,838 | | | |
| | ENACT HOLDINGS INC | 33,800 SHARES | 936,638 | | 976,482 | | | |
| | ENANTA PHARMACEUTICALS | 33,327 SHARES | 1,339,201 | | 313,607 | | | |
| | ENBRIDGE INC | 1 SHARE | — | | 36 | | | |
| | ENCORE WIRE CORP | 20,298 SHARES | 2,140,770 | | 4,335,653 | | | |
| | ENEL SPA | 1,572,054 SHARES | 11,685,273 | | 11,687,112 | | | |
| | ENERGY RECOVERY INC | 47,360 SHARES | 1,026,811 | | 892,262 | | | |
| | ENERPAC TOOL GROUP CORP | 191,451 SHARES | 4,923,383 | | 5,952,212 | | | |
| | ENOVA INTERNATIONAL INC | 9,152 SHARES | 396,550 | | 506,655 | | | |
| | ENPRO INC | 31,827 SHARES | 3,794,566 | | 4,988,564 | | | |
| | ENSTAR GROUP LTD | 900 SHARES | 211,808 | | 264,915 | | | |
| | ENTERPRISE FINANCIAL | 99,654 SHARES | 4,439,397 | | 4,449,552 | | | |
| | ENVESTNET INC | 33,142 SHARES | 1,672,888 | | 1,641,192 | | | |
| | EOG RESOURCES INC | 41,250 SHARES | 4,721,933 | | 4,989,188 | | | |
| | EQT CORP | 169,669 SHARES | 6,761,253 | | 6,559,404 | | | |
| | EQUINIX INC REIT USD | 18,137 SHARES | 11,204,195 | | 14,607,358 | | | |
| | EQUITABLE HOLDINGS INC | 265,943 SHARES | 6,932,022 | | 8,855,902 | | | |
| | EQUITY BANCSHARES INC | 5,200 SHARES | 170,880 | | 176,280 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | EQUITY COMMONWEALTH REIT | 31,719 SHARES | 698,726 | | 609,005 | | | |
| | ERO COPPER CORP | 142,789 SHARES | 2,154,564 | | 2,254,638 | | | |
| | ESPERION THERAPEUTICS | 527,339 SHARES | 793,276 | | 1,576,744 | | | |
| | ESSENT GROUP LTD | 92,416 SHARES | 4,151,927 | | 4,874,019 | | | |
| | ESSENTIAL PROPERTIES | 45,012 SHARES | 1,014,807 | | 1,150,507 | | | |
| | EVERI HOLDINGS INC | 89,442 SHARES | 1,510,349 | | 1,008,011 | | | |
| | EVERTEC INC | 76,348 SHARES | 2,581,959 | | 3,125,687 | | | |
| | EXTREME NETWORKS INC | 33,489 SHARES | 784,192 | | 590,746 | | | |
| | EXXON MOBIL CORP | 106,178 SHARES | 8,220,671 | | 10,615,676 | | | |
| | FABRINET | 23,018 SHARES | 2,352,902 | | 4,381,016 | | | |
| | FANUC CORP | 312,500 SHARES | 10,569,446 | | 9,192,350 | | | |
| | FEDERAL AGRICULTURAL | 2,900 SHARES | 476,232 | | 554,538 | | | |
| | FEDERATED HERMES INC | 31,916 SHARES | 1,245,530 | | 1,080,676 | | | |
| | FIFTH THIRD BANCORP | 272,342 SHARES | 8,451,528 | | 9,393,076 | | | |
| | FINANCIAL INSTITUTIONS | 4,177 SHARES | 132,989 | | 88,970 | | | |
| | FIRST BANCORP/PUERTO | 314,993 SHARES | 3,570,222 | | 5,181,635 | | | |
| | FIRST BANCORP/SOUTHERN | 60,619 SHARES | 2,126,068 | | 2,243,509 | | | |
| | FIRST BANCSHARES INC | 19,903 SHARES | 554,160 | | 583,755 | | | |
| | FIRST CITIZENS | 1,246 SHARES | 1,219,161 | | 1,768,037 | | | |
| | FIRST COMMONWEALTH | 27,922 SHARES | 404,461 | | 431,116 | | | |
| | FIRST FINANCIAL CORP | 10,428 SHARES | 453,913 | | 448,717 | | | |
| | FIRST INDUSTRIAL REALTY | 12,395 SHARES | 282,622 | | 652,845 | | | |
| | FIRST INTERSTATE | 63,630 SHARES | 1,627,182 | | 1,956,623 | | | |
| | FIRST MERCHANTS CORP | 54,205 SHARES | 1,827,219 | | 2,009,921 | | | |
| | FIRST MID BANCSHARES INC | 18,000 SHARES | 480,646 | | 623,880 | | | |
| | FIRSTCASH HOLDINGS INC | 23,821 SHARES | 2,257,511 | | 2,581,958 | | | |
| | FISERV INC | 108,960 SHARES | 11,438,227 | | 14,474,246 | | | |
| | FLEETCOR TECHNOLOGIES | 89,028 SHARES | 16,148,751 | | 25,160,203 | | | |
| | FLYWIRE CORP | 192,419 SHARES | 5,723,037 | | 4,454,500 | | | |
| | FNB CORP/PA | 22,375 SHARES | 288,708 | | 308,104 | | | |
| | FORESTAR GROUP INC | 29,864 SHARES | 639,935 | | 987,602 | | | |
| | FORWARD AIR CORP | 6,684 SHARES | 590,570 | | 420,223 | | | |
| | FRESH DEL MONTE PRODUCE | 13,800 SHARES | 329,329 | | 362,250 | | | |
| | FRESHPET INC | 64,979 SHARES | 4,690,656 | | 5,637,578 | | | |
| | FULGENT GENETICS INC | 24,468 SHARES | 1,039,979 | | 707,370 | | | |
| | GARTNER INC | 18,999 SHARES | 7,778,800 | | 8,570,639 | | | |
| | GENERAL DYNAMICS CORP | 47,343 SHARES | 11,214,200 | | 12,293,557 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | GENERAL ELECTRIC CO | 90,131 SHARES | 6,271,310 | | 11,503,420 | | | |
| | GIBRALTAR INDUSTRIES INC | 14,241 SHARES | 795,391 | | 1,124,754 | | | |
| | G-III APPAREL GROUP LTD | 43,300 SHARES | 1,089,690 | | 1,471,334 | | | |
| | GLOBAL MEDICAL REIT INC | 14,783 SHARES | 201,346 | | 164,091 | | | |
| | GLOBAL PAYMENTS INC | 77,663 SHARES | 9,864,609 | | 9,863,201 | | | |
| | GMS INC | 42,537 SHARES | 1,771,348 | | 3,506,325 | | | |
| | GOGO INC | 35,652 SHARES | 455,249 | | 361,155 | | | |
| | GOLD ENTERTAINMENT GROUP | 3,410 SHARES | — | | 1 | | | |
| | GOLDEN ENTERTAINMENT INC | 69,750 SHARES | 2,796,065 | | 2,785,118 | | | |
| | GRAY TELEVISION INC | 50,233 SHARES | 657,710 | | 450,088 | | | |
| | GREAT LAKES DREDGE & | 371,586 SHARES | 3,312,137 | | 2,853,780 | | | |
| | GREEN BRICK PARTNERS INC | 25,400 SHARES | 1,013,416 | | 1,319,276 | | | |
| | GREEN PLAINS INC | 30,159 SHARES | 813,052 | | 760,610 | | | |
| | GREIF INC | 8,863 SHARES | 603,014 | | 581,324 | | | |
| | GRID DYNAMICS HOLDINGS | 398,024 SHARES | 6,073,452 | | 5,305,660 | | | |
| | GRIFFON CORP | 47,255 SHARES | 2,816,885 | | 2,880,192 | | | |
| | GROUP 1 AUTOMOTIVE INC | 9,326 SHARES | 2,431,560 | | 2,842,005 | | | |
| | GSK PLC | 507,886 SHARES | 9,567,159 | | 9,389,365 | | | |
| | GUARDANT HEALTH INC | 80,597 SHARES | 2,432,381 | | 2,180,149 | | | |
| | GULFPORT ENERGY CORP | 3,200 SHARES | 359,231 | | 426,240 | | | |
| | HAMILTON LANE INC | 23,598 SHARES | 1,624,712 | | 2,676,957 | | | |
| | HARTFORD FINANCIAL | 155,449 SHARES | 10,352,686 | | 12,494,991 | | | |
| | HAYWARD HOLDINGS INC | 297,185 SHARES | 3,541,306 | | 4,041,716 | | | |
| | HB FULLER CO | 22,641 SHARES | 1,399,621 | | 1,843,204 | | | |
| | HEALTH CATALYST INC | 279,291 SHARES | 2,847,551 | | 2,586,235 | | | |
| | HEALTHEQUITY INC | 52,731 SHARES | 3,249,920 | | 3,496,065 | | | |
| | HEARTLAND FINANCIAL USA | 12,600 SHARES | 439,302 | | 473,886 | | | |
| | HECLA MINING CO | 241,800 SHARES | 1,032,118 | | 1,163,058 | | | |
| | HEIDRICK & STRUGGLES | 30,793 SHARES | 922,041 | | 909,317 | | | |
| | HELMERICH & PAYNE INC | 7,800 SHARES | 390,990 | | 282,516 | | | |
| | HERBALIFE LTD | 83,601 SHARES | 1,844,183 | | 1,275,751 | | | |
| | HERC HOLDINGS INC | 50,049 SHARES | 5,918,719 | | 7,451,796 | | | |
| | | HERITAGE COMMERCE CORP | 98,944 SHARES | 1,054,697 | | 981,524 | | | |
| | | HEXCEL CORP | 69,969 SHARES | 4,460,876 | | 5,160,214 | | | |
| | | HILLTOP HOLDINGS INC | 80,020 SHARES | 2,406,050 | | 2,817,504 | | | |
| | HILTON GRAND VACATIONS | 38,815 SHARES | 1,431,474 | | 1,559,587 | | | |
| | HILTON WORLDWIDE | 101,969 SHARES | 13,852,887 | | 18,567,535 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | | HIRERIGHT HOLDINGS | 155,399 SHARES | 2,462,656 | | 2,090,117 | | | |
| | | HOME BANCSHARES INC/AR | 43,800 SHARES | 895,459 | | 1,109,454 | | | |
| | | HONEYWELL INTERNATIONAL | 32,900 SHARES | 6,233,490 | | 6,899,459 | | | |
| | | HOPE BANCORP INC | 67,200 SHARES | 742,396 | | 811,776 | | | |
| | | HOULIHAN LOKEY INC | 29,920 SHARES | 1,557,902 | | 3,587,707 | | | |
| | | HUB GROUP INC | 42,676 SHARES | 1,943,283 | | 3,923,631 | | | |
| | | HUBSPOT INC | 28,764 SHARES | 13,448,540 | | 16,698,653 | | | |
| | | HUDSON TECHNOLOGIES INC | 10,880 SHARES | 138,487 | | 146,771 | | | |
| | | HUMANA INC | 5,200 SHARES | 2,261,932 | | 2,380,612 | | | |
| | | HUNTINGTON BANCSHARES | 575,305 SHARES | 8,248,268 | | 7,317,880 | | | |
| | HURON CONSULTING GROUP | 64,461 SHARES | 4,310,309 | | 6,626,591 | | | |
| | | IBERDROLA SA | 359,534 SHARES | 3,943,078 | | 4,714,280 | | | |
| | | IDACORP INC | 16,094 SHARES | 1,512,261 | | 1,582,362 | | | |
| | | IDEX CORP | 16,897 SHARES | 2,271,702 | | 3,668,508 | | | |
| | IES HOLDINGS INC | 11,964 SHARES | 640,600 | | 947,788 | | | |
| | IMMUNOVANT INC | 54,518 SHARES | 828,847 | | 2,296,843 | | | |
| | | INARI MEDICAL INC | 75,655 SHARES | 5,666,878 | | 4,911,523 | | | |
| | | INDEPENDENCE REALTY | 338,143 SHARES | 4,105,867 | | 5,173,588 | | | |
| | | INFINEON TECHNOLOGIES AG | 58,223 SHARES | 2,149,241 | | 2,431,146 | | | |
| | INFORMATION SERVICES | 371,802 SHARES | 2,329,404 | | 1,751,187 | | | |
| | ING GROEP NV | 492,966 SHARES | 5,358,850 | | 7,365,649 | | | |
| | INGEVITY CORP | 11,751 SHARES | 817,293 | | 554,882 | | | |
| | INMODE LTD | 40,148 SHARES | 1,444,324 | | 892,892 | | | |
| | | INNOVATIVE INDUSTRIAL | 7,337 SHARES | 810,634 | | 739,716 | | | |
| | | INSIGHT ENTERPRISES INC | 15,149 SHARES | 2,149,631 | | 2,684,251 | | | |
| | INSMED INC | 51,430 SHARES | 1,149,078 | | 1,593,816 | | | |
| | | INSPIRE MEDICAL SYSTEMS | 14,246 SHARES | 2,199,700 | | 2,898,064 | | | |
| | INTAPP INC | 112,339 SHARES | 2,245,578 | | 4,271,129 | | | |
| | | INTEGRA LIFESCIENCES | 30,233 SHARES | 1,691,946 | | 1,316,647 | | | |
| | INTEGRAL AD SCIENCE | 47,253 SHARES | 852,109 | | 679,971 | | | |
| | INTEL CORP | 214,250 SHARES | 7,979,915 | | 10,766,063 | | | |
| | INTELLIA THERAPEUTICS | 30,191 SHARES | 3,461,558 | | 920,524 | | | |
| | INTER PARFUMS INC | 5,100 SHARES | 658,913 | | 734,451 | | | |
| | INTERNATIONAL MONEY | 71,347 SHARES | 1,647,906 | | 1,576,055 | | | |
| | INTERNATIONAL PAPER CO | 178,671 SHARES | 8,012,132 | | 6,458,957 | | | |
| | INTUIT INC | 40,204 SHARES | 17,063,085 | | 25,128,706 | | | |
| | INVENTRUST PROPERTIES | 47,900 SHARES | 1,207,388 | | 1,213,786 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | IRIDIUM COMMUNICATIONS | 14,384 SHARES | 874,581 | | 592,045 | | | |
| | JACKSON FINANCIAL INC | 52,250 SHARES | 1,871,044 | | 2,675,200 | | | |
| | JAKKS PACIFIC INC | 11,700 SHARES | 360,101 | | 415,935 | | | |
| | JAMES RIVER GROUP | 115,470 SHARES | 2,863,432 | | 1,066,943 | | | |
| | JOBY AVIATION INC | 133,400 SHARES | 861,256 | | 887,110 | | | |
| | JOHN B SANFILIPPO & SON | 17,419 SHARES | 1,919,476 | | 1,794,854 | | | |
| | JOHN WILEY & SONS INC | 25,222 SHARES | 1,142,357 | | 800,546 | | | |
| | JOHNSON & JOHNSON | 104,189 SHARES | 15,013,140 | | 16,330,583 | | | |
| * | | JPMORGAN CHASE & CO | 38,021,863 SHARES | 3,585,975,673 | | 6,467,518,896 | | | |
| | JULIUS BAER GROUP LTD | 6,043 SHARES | 338,841 | | 338,534 | | | |
| | KBR INC | 37,621 SHARES | 728,566 | | 2,084,580 | | | |
| | KENVUE INC | 383,791 SHARES | 7,890,013 | | 8,263,020 | | | |
| | KERING SA | 18,064 SHARES | 9,083,338 | | 7,961,805 | | | |
| | KFORCE INC | 26,667 SHARES | 1,255,185 | | 1,801,623 | | | |
| | KIMBERLY-CLARK CORP | 61,161 SHARES | 7,746,806 | | 7,431,673 | | | |
| | KINGFISHER PLC | 566,131 SHARES | 1,487,688 | | 1,755,905 | | | |
| | KINSALE CAPITAL GROUP | 852 SHARES | 172,023 | | 285,343 | | | |
| | KIRBY CORP | 94,352 SHARES | 6,434,296 | | 7,404,745 | | | |
| | KITE REALTY GROUP TRUST | 77,737 SHARES | 1,406,321 | | 1,777,068 | | | |
| | KKR & CO INC | 143,237 SHARES | 11,506,802 | | 11,867,185 | | | |
| | KKR REAL ESTATE FINANCE | 17,537 SHARES | 349,742 | | 232,015 | | | |
| | KOHL'S CORP | 133,758 SHARES | 3,886,878 | | 3,836,179 | | | |
| | KOKUSAI ELECTRIC CORP | 29,900 SHARES | 380,430 | | 650,046 | | | |
| | KONINKLIJKE PHILIPS NV | 422,063 SHARES | 9,107,884 | | 9,830,499 | | | |
| | KONTOOR BRANDS INC | 89,728 SHARES | 2,660,616 | | 5,600,822 | | | |
| | KOSMOS ENERGY LTD | 657,028 SHARES | 4,706,618 | | 4,408,658 | | | |
| | KRYSTAL BIOTECH INC | 25,592 SHARES | 2,989,263 | | 3,174,944 | | | |
| | KURA ONCOLOGY INC | 123,769 SHARES | 1,734,255 | | 1,779,798 | | | |
| | KURA SUSHI USA INC | 8,631 SHARES | 898,617 | | 655,956 | | | |
| | L3HARRIS TECHNOLOGIES | 74,076 SHARES | 15,833,974 | | 15,601,887 | | | |
| | LADDER CAPITAL CORP REIT | 543,756 SHARES | 6,128,137 | | 6,258,631 | | | |
| | LANDSEA HOMES CORP | 129,764 SHARES | 1,031,384 | | 1,705,099 | | | |
| | LANTHEUS HOLDINGS INC | 56,349 SHARES | 3,968,012 | | 3,493,638 | | | |
| | LANXESS AG | 138,582 SHARES | 4,160,514 | | 4,343,010 | | | |
| | LAS VEGAS SANDS CORP | 103,925 SHARES | 5,080,955 | | 5,114,149 | | | |
| | LEAR CORP | 5,425 SHARES | 739,876 | | 766,064 | | | |
| | LEGAL & GENERAL GROUP | 1,538,550 SHARES | 4,318,538 | | 4,924,934 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | LIBERTY ENERGY INC | 170,904 SHARES | 2,638,823 | | 3,100,199 | | | |
| | LIBERTY LATIN AMERICA | 214,443 SHARES | 1,718,325 | | 1,574,012 | | | |
| | LIFESTANCE HEALTH GROUP | 323,421 SHARES | 2,534,252 | | 2,532,386 | | | |
| | LIGHT & WONDER INC | 22,500 SHARES | 1,946,882 | | 1,847,475 | | | |
| | LINK REIT | 200,800 SHARES | 1,046,629 | | 1,127,620 | | | |
| | LIONS GATE ENTERTAINMENT | 97,215 SHARES | 1,946,016 | | 1,059,644 | | | |
| | LITTELFUSE INC | 9,984 SHARES | 1,995,027 | | 2,671,319 | | | |
| | LIVE OAK BANCSHARES INC | 10,500 SHARES | 335,545 | | 477,750 | | | |
| | LIVENT CORP | 21,623 SHARES | 620,647 | | 388,782 | | | |
| | LIVERAMP HOLDINGS INC | 106,487 SHARES | 2,660,890 | | 4,033,728 | | | |
| | LONGBOARD | 171,930 SHARES | 1,661,431 | | 1,036,738 | | | |
| | LULULEMON ATHLETICA INC | 16,577 SHARES | 5,781,300 | | 8,475,654 | | | |
| | LUXFER HOLDINGS PLC | 16,989 SHARES | 258,003 | | 151,882 | | | |
| | LYONDELLBASELL | 7 SHARES | — | | 666 | | | |
| | MACOM TECHNOLOGY | 94,801 SHARES | 5,661,343 | | 8,811,753 | | | |
| | MADRIGAL PHARMACEUTICALS | 11,311 SHARES | 2,907,470 | | 2,617,139 | | | |
| | MAGNITE INC | 66,183 SHARES | 804,118 | | 618,149 | | | |
| | MAGNOLIA OIL & GAS CORP | 28,728 SHARES | 422,000 | | 611,619 | | | |
| | MARCUS & MILLICHAP INC | 65,892 SHARES | 2,061,367 | | 2,878,163 | | | |
| | MARSH & MCLENNAN COS INC | 70,369 SHARES | 5,332,885 | | 13,332,814 | | | |
| | MASTEC INC | 12,212 SHARES | 666,619 | | 924,693 | | | |
| | MASTERCARD INC | 159,080 SHARES | 37,430,399 | | 67,849,211 | | | |
| | MATADOR RESOURCES CO | 75,550 SHARES | 2,758,583 | | 4,295,773 | | | |
| | MATERION CORP | 19,451 SHARES | 2,283,525 | | 2,531,159 | | | |
| | MATSON INC | 20,598 SHARES | 1,514,485 | | 2,257,541 | | | |
| | MAXLINEAR INC | 89,975 SHARES | 2,263,224 | | 2,138,706 | | | |
| | MEDPACE HOLDINGS INC | 15,186 SHARES | 2,915,190 | | 4,654,965 | | | |
| | MEDTRONIC PLC | 143,843 SHARES | 12,015,630 | | 11,849,786 | | | |
| | MEIRAGTX HOLDINGS PLC | 114,909 SHARES | 1,157,710 | | 806,661 | | | |
| | MERCANTILE BANK CORP | 3,805 SHARES | 125,071 | | 153,646 | | | |
| | MERCHANTS BANCORP/IN | 54,798 SHARES | 1,470,739 | | 2,333,299 | | | |
| | MERCK & CO INC | 63,029 SHARES | 4,741,372 | | 6,871,422 | | | |
| | MERIT MEDICAL SYSTEMS | 33,059 SHARES | 2,698,394 | | 2,511,162 | | | |
| | MERITAGE HOMES CORP | 17,249 SHARES | 2,138,103 | | 3,004,776 | | | |
| | META PLATFORMS INC | 158,906 SHARES | 39,144,013 | | 56,246,368 | | | |
| | METTLER-TOLEDO | 3,834 SHARES | 2,954,664 | | 4,650,489 | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | MFA FINANCIAL INC REIT | 138,508 SHARES | 1,529,949 | | 1,560,985 | | | |
| | MGE ENERGY INC | 28,914 SHARES | 2,202,322 | | 2,090,771 | | | |
| | MICROCHIP TECHNOLOGY INC | 146,838 SHARES | 7,036,115 | | 13,241,851 | | | |
| | MICRON TECHNOLOGY INC | 111,331 SHARES | 7,389,812 | | 9,500,988 | | | |
| | MICROSOFT CORP | 554,462 SHARES | 77,039,545 | | 208,499,890 | | | |
| | MICROSTRATEGY INC | 7,298 SHARES | 4,416,092 | | 4,609,563 | | | |
| | MID PENN BANCORP INC | 3,995 SHARES | 70,661 | | 96,999 | | | |
| | MIDWESTONE FINANCIAL | 6,294 SHARES | 135,969 | | 169,372 | | | |
| | MILLERKNOLL INC | 142,597 SHARES | 3,721,030 | | 3,804,488 | | | |
| | MOELIS & CO | 17,630 SHARES | 624,124 | | 989,572 | | | |
| | MONGODB INC | 45,109 SHARES | 14,081,992 | | 18,442,815 | | | |
| | MONOLITHIC POWER SYSTEMS | 37,448 SHARES | 12,675,836 | | 23,621,449 | | | |
| | MORGAN STANLEY | 136,313 SHARES | 12,481,787 | | 12,711,187 | | | |
| | MR COOPER GROUP INC | 43,794 SHARES | 1,998,257 | | 2,851,865 | | | |
| | MSCI INC | 29,049 SHARES | 15,172,735 | | 16,431,567 | | | |
| | MUELLER INDUSTRIES INC | 119,498 SHARES | 3,793,092 | | 5,634,331 | | | |
| | MURAL ONCOLOGY PLC | 3,819 SHARES | 89,519 | | 22,608 | | | |
| | MURATA MANUFACTURING CO | 450,200 SHARES | 8,897,640 | | 9,557,729 | | | |
| | MURPHY OIL CORP | 78,385 SHARES | 3,219,067 | | 3,343,904 | | | |
| | MVB FINANCIAL CORP | 1,800 SHARES | 76,372 | | 40,608 | | | |
| | MYR GROUP INC | 39,598 SHARES | 4,916,388 | | 5,727,059 | | | |
| | NATERA INC | 16,585 SHARES | 1,735,811 | | 1,038,884 | | | |
| | NATIONAL BANK HOLDINGS | 10,000 SHARES | 357,556 | | 371,900 | | | |
| | NATIONAL HEALTHCARE CORP | 33,177 SHARES | 2,092,403 | | 3,066,218 | | | |
| | NATIONAL STORAGE | 157,602 SHARES | 5,215,034 | | 6,535,754 | | | |
| | NATURE'S SUNSHINE | 21,200 SHARES | 356,701 | | 366,548 | | | |
| | NATWEST GROUP PLC | 1,188,865 SHARES | 3,423,276 | | 3,325,150 | | | |
| | NEOGENOMICS INC | 97,892 SHARES | 1,604,581 | | 1,583,893 | | | |
| | NETFLIX INC | 42,861 SHARES | 17,628,761 | | 20,868,164 | | | |
| | NEW JERSEY RESOURCES | 28,620 SHARES | 1,424,255 | | 1,275,880 | | | |
| | NEWS CORP | 584,214 SHARES | 10,199,859 | | 14,342,454 | | | |
| | NEXTERA ENERGY INC | 36,650 SHARES | 2,453,478 | | 2,226,121 | | | |
| | NMI HOLDINGS INC | 84,883 SHARES | 2,184,071 | | 2,519,327 | | | |
| | NOBLE CORP PLC | 61,373 SHARES | 2,826,497 | | 2,955,724 | | | |
| | NORFOLK SOUTHERN CORP | 35,022 SHARES | 7,442,811 | | 8,278,500 | | | |
| | NORTHWEST NATURAL | 21,843 SHARES | 1,039,720 | | 850,566 | | | |
| | NORTHWESTERN ENERGY | 16,034 SHARES | 920,149 | | 815,970 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | NOVARTIS AG | 69,020 SHARES | 5,601,190 | | 6,959,814 | | | |
| | NOWAUTO INC | 12,999 SHARES | — | | 1 | | | |
| | NVIDIA CORP | 184,335 SHARES | 29,905,902 | | 91,286,379 | | | |
| | OCEANEERING | 74,498 SHARES | 1,530,081 | | 1,585,317 | | | |
| | OCEANFIRST FINANCIAL | 95,817 SHARES | 1,859,238 | | 1,663,383 | | | |
| | ODDITY TECH LTD | 62,400 SHARES | 2,084,324 | | 2,903,472 | | | |
| | ODP CORP/THE | 44,339 SHARES | 1,938,560 | | 2,496,286 | | | |
| | OFG BANCORP | 94,376 SHARES | 2,581,820 | | 3,537,212 | | | |
| | O-I GLASS INC | 65,577 SHARES | 1,073,181 | | 1,074,151 | | | |
| | OIL STATES INTERNATIONAL | 89,486 SHARES | 708,082 | | 607,610 | | | |
| | OLD NATIONAL BANCORP/IN | 149,899 SHARES | 2,627,109 | | 2,531,794 | | | |
| | OLD SECOND BANCORP INC | 75,381 SHARES | 1,080,935 | | 1,163,883 | | | |
| | OLINK HOLDING AB | 36,186 SHARES | 811,265 | | 910,078 | | | |
| | OLO INC | 202,110 SHARES | 1,644,854 | | 1,156,069 | | | |
| | OLYMPIC STEEL INC | 4,610 SHARES | 135,148 | | 307,487 | | | |
| | OMNICELL INC | 17,110 SHARES | 2,008,620 | | 643,849 | | | |
| | ONE GAS INC | 47,388 SHARES | 3,457,672 | | 3,019,563 | | | |
| | ONTO INNOVATION INC | 9,308 SHARES | 987,011 | | 1,423,193 | | | |
| | OOMA INC | 93,827 SHARES | 1,115,165 | | 1,006,764 | | | |
| | OPEN LENDING CORP | 91,783 SHARES | 737,118 | | 781,073 | | | |
| | OPKO HEALTH INC | 373,470 SHARES | 825,107 | | 563,940 | | | |
| | OPTIMIZERX CORP | 37,398 SHARES | 810,095 | | 535,165 | | | |
| | OPTION CARE HEALTH INC | 158,303 SHARES | 4,454,916 | | 5,333,228 | | | |
| | ORION SA | 162,855 SHARES | 2,665,753 | | 4,515,969 | | | |
| | OSI SYSTEMS INC | 24,311 SHARES | 2,171,471 | | 3,137,335 | | | |
| | OVID THERAPEUTICS INC | 522,500 SHARES | 2,012,016 | | 1,682,450 | | | |
| | OVINTIV INC | 53,274 SHARES | 1,519,603 | | 2,339,794 | | | |
| | PALOMAR HOLDINGS INC | 35,176 SHARES | 1,906,417 | | 1,952,268 | | | |
| | PANOLAM HOLDINGS CO | 268 SHARES | — | | — | | | |
| | PATHWARD FINANCIAL INC | 50,707 SHARES | 2,516,633 | | 2,683,922 | | | |
| | PATTERSON-UTI ENERGY INC | 276,078 SHARES | 2,639,819 | | 2,981,642 | | | |
| | PAYCOR HCM INC | 188,524 SHARES | 4,991,733 | | 4,070,233 | | | |
| | PBF ENERGY INC | 30,946 SHARES | 943,667 | | 1,360,386 | | | |
| | PEABODY ENERGY CORP | 11,840 SHARES | 260,143 | | 287,949 | | | |
| | PENNYMAC FINANCIAL | 11,755 SHARES | 772,264 | | 1,038,789 | | | |
| | PEOPLES BANCORP INC/OH | 6 SHARES | 197 | | 203 | | | |
| | PERDOCEO EDUCATION CORP | 75,700 SHARES | 1,332,273 | | 1,329,292 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | PERFICIENT INC | 16,446 SHARES | 1,650,148 | | 1,082,476 | | | |
| | PFIZER INC | 283,393 SHARES | 9,758,196 | | 8,158,884 | | | |
| | PHILIP MORRIS | 126,826 SHARES | 11,682,685 | | 11,931,790 | | | |
| | PHILLIPS EDISON & CO INC | 74,133 SHARES | 2,434,813 | | 2,704,372 | | | |
| | PINNACLE FINANCIAL | 81,126 SHARES | 4,813,373 | | 7,075,810 | | | |
| | PIPER SANDLER COS | 10,080 SHARES | 1,353,364 | | 1,762,690 | | | |
| | PJT PARTNERS INC | 7,097 SHARES | 488,762 | | 722,971 | | | |
| | PLATCOM INC | 1 SHARE | — | | — | | | |
| | PLYMOUTH INDUSTRIAL REIT | 343,296 SHARES | 7,214,163 | | 8,263,135 | | | |
| | PNM RESOURCES INC | 43,384 SHARES | 1,985,844 | | 1,804,774 | | | |
| | POPULAR INC | 55,805 SHARES | 3,314,728 | | 4,579,916 | | | |
| | PORTLAND GENERAL | 73,073 SHARES | 3,142,790 | | 3,166,984 | | | |
| | POTLATCHDELTIC CORP REIT | 46,562 SHARES | 2,118,457 | | 2,286,194 | | | |
| | PREFERRED BANK/LOS | 9,800 SHARES | 607,153 | | 715,890 | | | |
| | PREMIER FINANCIAL CORP | 9,005 SHARES | 147,918 | | 217,021 | | | |
| | PRESTIGE CONSUMER | 106,381 SHARES | 5,647,723 | | 6,512,645 | | | |
| | PRIMO WATER CORP | 131,675 SHARES | 2,053,925 | | 1,981,709 | | | |
| | PRIMORIS SERVICES CORP | 49,045 SHARES | 757,835 | | 1,628,784 | | | |
| | PROGRESSIVE CORP/THE | 151,340 SHARES | 17,293,266 | | 24,105,435 | | | |
| | PROGYNY INC | 242,316 SHARES | 9,252,428 | | 9,009,309 | | | |
| | PROLOGIS INC REIT | 60,998 SHARES | 8,253,816 | | 8,131,033 | | | |
| | PROTAGONIST THERAPEUTICS | 49,106 SHARES | 1,354,419 | | 1,126,001 | | | |
| | PROTHENA CORP PLC | 34,276 SHARES | 2,080,918 | | 1,245,590 | | | |
| | PRUDENTIAL PLC | 959,996 SHARES | 13,332,460 | | 10,857,579 | | | |
| | PTC THERAPEUTICS INC | 27,841 SHARES | 1,369,381 | | 767,298 | | | |
| | Q2 HOLDINGS INC | 167,541 SHARES | 6,389,061 | | 7,272,955 | | | |
| | QCR HOLDINGS INC | 32,812 SHARES | 1,694,168 | | 1,915,893 | | | |
| | QUALCOMM INC | 163,917 SHARES | 16,429,202 | | 23,707,316 | | | |
| | QUALYS INC | 18,986 SHARES | 2,607,161 | | 3,726,572 | | | |
| | QUANTERIX CORP | 21,539 SHARES | 1,357,426 | | 588,876 | | | |
| | QUINSTREET INC | 57,698 SHARES | 982,018 | | 739,688 | | | |
| | RADIAN GROUP INC | 112,187 SHARES | 2,310,820 | | 3,202,939 | | | |
| | RADIANT LOGISTICS INC | 103,359 SHARES | 695,508 | | 686,304 | | | |
| | RAMBUS INC | 72,287 SHARES | 3,524,046 | | 4,933,588 | | | |
| | RAPID7 INC | 49,889 SHARES | 2,111,149 | | 2,848,662 | | | |
| | RECKITT BENCKISER GROUP | 179,576 SHARES | 13,777,770 | | 12,407,653 | | | |
| | RELX PLC | 188,735 SHARES | 5,442,570 | | 7,472,480 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | REMITLY GLOBAL INC | 58,761 SHARES | 1,035,824 | | 1,141,139 | | | |
| | REPAY HOLDINGS CORP | 80,476 SHARES | 604,720 | | 687,265 | | | |
| | REPLIMUNE GROUP INC | 76,162 SHARES | 1,437,838 | | 642,046 | | | |
| | RESIDEO TECHNOLOGIES INC | 34,420 SHARES | 713,431 | | 647,784 | | | |
| | RETAIL OPPORTUNITY | 309,525 SHARES | 4,763,413 | | 4,342,635 | | | |
| | REVOLUTION MEDICINES INC | 103,779 SHARES | 2,782,936 | | 2,976,382 | | | |
| | REX AMERICAN RESOURCES | 12,727 SHARES | 309,983 | | 601,987 | | | |
| | RIO TINTO PLC | 31,012 SHARES | 1,856,818 | | 2,309,582 | | | |
| | RIOT PLATFORMS INC | 125,728 SHARES | 1,069,956 | | 1,945,012 | | | |
| | RISKIFIED LTD | 276,064 SHARES | 1,323,510 | | 1,291,980 | | | |
| | RLI CORP | 18,078 SHARES | 2,178,958 | | 2,406,543 | | | |
| | RLJ LODGING TRUST REIT | 124,210 SHARES | 1,403,275 | | 1,455,741 | | | |
| | ROCHE HOLDING AG | 44,458 SHARES | 13,918,733 | | 12,915,085 | | | |
| | ROLLS-ROYCE HOLDINGS PLC | 5,340,678 SHARES | 6,001,714 | | 20,404,464 | | | |
| | RPM INTERNATIONAL INC | 47,325 SHARES | 3,904,085 | | 5,282,890 | | | |
| | RPT REALTY REIT | 24,447 SHARES | 250,636 | | 313,655 | | | |
| | RUSH ENTERPRISES INC | 77,234 SHARES | 2,821,329 | | 3,884,870 | | | |
| | RWE AG | 134,246 SHARES | 5,319,474 | | 6,106,782 | | | |
| | RYANAIR HOLDINGS PLC ADR | 39,856 SHARES | 3,281,320 | | 5,315,196 | | | |
| | RYERSON HOLDING CORP | 16,437 SHARES | 646,905 | | 570,035 | | | |
| | RYMAN HOSPITALITY | 34,185 SHARES | 2,851,047 | | 3,762,401 | | | |
| | S&P GLOBAL INC | 57,518 SHARES | 13,007,517 | | 25,337,831 | | | |
| | SABRA HEALTH CARE REIT | 141,100 SHARES | 1,960,723 | | 2,013,497 | | | |
| | SAFE BULKERS INC | 86,727 SHARES | 280,928 | | 340,837 | | | |
| | SAGE THERAPEUTICS INC | 35,067 SHARES | 2,205,541 | | 759,902 | | | |
| | SALESFORCE INC | 74,798 SHARES | 14,050,913 | | 19,682,346 | | | |
| | SAMSUNG ELECTRONICS CO | 13,423 SHARES | 14,790,584 | | 20,107,654 | | | |
| | SANDVIK AB | 21,163 SHARES | 360,426 | | 458,000 | | | |
| | SANOFI SA | 71,338 SHARES | 7,066,958 | | 7,073,404 | | | |
| | SAP SE | 58,194 SHARES | 6,539,408 | | 8,966,333 | | | |
| | SAVERS VALUE VILLAGE INC | 67,400 SHARES | 1,100,329 | | 1,171,412 | | | |
| | SCANSOURCE INC | 22,127 SHARES | 439,182 | | 876,450 | | | |
| | SCHNITZER STEEL | 14,218 SHARES | 744,387 | | 428,815 | | | |
| | SEAWORLD ENTERTAINMENT | 36,512 SHARES | 2,126,370 | | 1,928,929 | | | |
| | SEGRO PLC REIT | 192,288 SHARES | 1,773,661 | | 2,172,821 | | | |
| | SELECT ENERGY SERVICES | 68,256 SHARES | 739,263 | | 518,063 | | | |
| | SEMPRA | 75,761 SHARES | 4,746,209 | | 5,661,620 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | SEMTECH CORP | 82,407 SHARES | 2,978,634 | | 1,805,537 | | | |
| | SERVICENOW INC | 30,616 SHARES | 11,001,709 | | 21,629,898 | | | |
| | SEVEN & I HOLDINGS CO | 122,800 SHARES | 4,726,292 | | 4,873,500 | | | |
| | SHELL PLC | 324,335 SHARES | 10,074,772 | | 10,676,644 | | | |
| | SHIFT4 PAYMENTS INC | 105,222 SHARES | 5,098,165 | | 7,822,203 | | | |
| | SHOPIFY INC | 161,579 SHARES | 9,926,346 | | 12,587,004 | | | |
| | SHUTTERSTOCK INC | 34,861 SHARES | 3,261,635 | | 1,683,089 | | | |
| | SI-BONE INC | 46,652 SHARES | 550,093 | | 979,225 | | | |
| | SIEMENS AG ADR | 158,652 SHARES | 12,141,627 | | 14,840,308 | | | |
| | SIGNET JEWELERS LTD | 31,917 SHARES | 973,998 | | 3,423,417 | | | |
| | SIMPLY GOOD FOODS CO | 47,500 SHARES | 1,640,552 | | 1,881,000 | | | |
| | SIMPSON MANUFACTURING CO | 3,900 SHARES | 627,195 | | 772,122 | | | |
| | SITE CENTERS CORP REIT | 86,538 SHARES | 1,180,184 | | 1,179,513 | | | |
| | SITIME CORP | 30,082 SHARES | 3,781,126 | | 3,672,411 | | | |
| | SKYLINE CHAMPION CORP | 12,007 SHARES | 753,150 | | 891,640 | | | |
| | SKYWARD SPECIALTY | 87,500 SHARES | 1,816,556 | | 2,964,500 | | | |
| | SKYWEST INC | 50,332 SHARES | 1,790,990 | | 2,627,330 | | | |
| | SL GREEN REALTY CORP | 28,337 SHARES | 1,091,754 | | 1,279,982 | | | |
| | SM ENERGY CO | 122,129 SHARES | 4,673,577 | | 4,728,835 | | | |
| | SMART GLOBAL HOLDINGS | 73,537 SHARES | 1,137,316 | | 1,392,055 | | | |
| | SOCIAL CAPITAL | 289,800 SHARES | 1,182,409 | | 1,298,304 | | | |
| | SONOS INC | 83,098 SHARES | 1,564,264 | | 1,424,300 | | | |
| | SOUTH PLAINS FINANCIAL | 2,217 SHARES | 60,773 | | 64,204 | | | |
| | SOUTHERN CO/THE | 283,466 SHARES | 16,015,298 | | 19,876,636 | | | |
| | SOUTHSIDE BANCSHARES INC | 9,567 SHARES | 303,464 | | 299,638 | | | |
| | SOUTHSTATE CORP | 10,047 SHARES | 799,798 | | 848,469 | | | |
| | SOUTHWEST AIRLINES CO | 163,574 SHARES | 5,805,962 | | 4,724,017 | | | |
| | SPARTANNASH CO | 35,802 SHARES | 1,100,384 | | 821,656 | | | |
| | SPRINGWORKS THERAPEUTICS | 69,237 SHARES | 2,678,613 | | 2,527,151 | | | |
| | SPROUT SOCIAL INC | 157,271 SHARES | 9,840,892 | | 9,662,730 | | | |
| | SPROUTS FARMERS MARKET | 43,700 SHARES | 1,824,426 | | 2,102,407 | | | |
| | SPS COMMERCE INC | 16,606 SHARES | 2,892,143 | | 3,218,907 | | | |
| | SQUARESPACE INC | 43,188 SHARES | 1,263,187 | | 1,425,636 | | | |
| | STAG INDUSTRIAL INC REIT | 48,603 SHARES | 1,620,691 | | 1,908,154 | | | |
| | STANLEY BLACK & DECKER | 118,266 SHARES | 10,148,101 | | 11,601,895 | | | |
| | STERLING INFRASTRUCTURE | 44,861 SHARES | 933,873 | | 3,944,628 | | | |
| | STEVEN MADDEN LTD | 37,823 SHARES | 1,198,383 | | 1,588,566 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | STONEX GROUP INC | 13,861 SHARES | 872,471 | | 1,023,358 | | | |
| | STRIDE INC | 28,900 SHARES | 1,552,582 | | 1,715,793 | | | |
| | STRYKER CORP | 23,376 SHARES | 5,369,853 | | 7,000,177 | | | |
| | SUMITOMO MITSUI | 55,100 SHARES | 1,971,921 | | 2,688,949 | | | |
| | SUMMIT HOTEL PROPERTIES | 299,525 SHARES | 2,773,884 | | 2,012,808 | | | |
| | SUMMIT MATERIALS INC | 78,342 SHARES | 2,149,501 | | 3,013,025 | | | |
| | SUN COUNTRY AIRLINES | 138,810 SHARES | 4,405,876 | | 2,183,481 | | | |
| | SUNCOKE ENERGY INC | 27,102 SHARES | 259,950 | | 291,075 | | | |
| | SUNCOR ENERGY INC | 211,377 SHARES | 6,555,981 | | 6,772,519 | | | |
| | SUNNOVA ENERGY | 32,742 SHARES | 756,202 | | 499,316 | | | |
| | SUNOPTA INC | 145,500 SHARES | 695,485 | | 795,885 | | | |
| | SUPER MICRO COMPUTER INC | 27,097 SHARES | 6,027,465 | | 7,702,593 | | | |
| | SURGERY PARTNERS INC | 18,470 SHARES | 760,326 | | 590,855 | | | |
| | SUTRO BIOPHARMA INC | 8,098 SHARES | 121,470 | | 34,740 | | | |
| | SYNDAX PHARMACEUTICALS | 89,272 SHARES | 1,475,013 | | 1,929,168 | | | |
| | TAKEDA PHARMACEUTICAL CO | 234,300 SHARES | 8,947,631 | | 6,737,496 | | | |
| | TANDEM DIABETES CARE INC | 103,464 SHARES | 2,962,083 | | 3,060,465 | | | |
| | TANGER INC REIT | 30,800 SHARES | 770,993 | | 853,776 | | | |
| | TAYLOR MORRISON HOME | 94,354 SHARES | 2,481,319 | | 5,033,786 | | | |
| | TEEKAY TANKERS LTD | 26,953 SHARES | 1,006,231 | | 1,346,841 | | | |
| | TELEPHONE AND DATA | 14,500 SHARES | 276,402 | | 266,075 | | | |
| | TENCENT HOLDINGS LTD | 103,400 SHARES | 4,442,305 | | 3,887,820 | | | |
| | TENET HEALTHCARE CORP | 16,655 SHARES | 1,307,779 | | 1,258,619 | | | |
| | TEREX CORP | 7,221 SHARES | 141,874 | | 414,919 | | | |
| | TERRENO REALTY CORP REIT | 24,816 SHARES | 1,552,323 | | 1,555,219 | | | |
| | TESLA INC | 30,461 SHARES | 8,100,246 | | 7,568,949 | | | |
| | TETRA TECH INC | 22,626 SHARES | 3,231,576 | | 3,776,958 | | | |
| | TEXAS INSTRUMENTS INC | 27,408 SHARES | 3,241,329 | | 4,671,968 | | | |
| | THRYV HOLDINGS INC | 52,072 SHARES | 1,220,898 | | 1,059,665 | | | |
| | TITAN INTERNATIONAL INC | 22,265 SHARES | 332,791 | | 331,303 | | | |
| | TITAN MACHINERY INC | 24,767 SHARES | 888,122 | | 715,271 | | | |
| | TJX COS INC/THE | 226,739 SHARES | 15,253,020 | | 21,270,386 | | | |
| | TOTALENERGIES SE ADR | 289,498 SHARES | 14,198,005 | | 19,506,375 | | | |
| | TOWER SEMICONDUCTOR LTD | 149,383 SHARES | 3,614,157 | | 4,559,169 | | | |
| | TOWNE BANK/PORTSMOUTH VA | 21,282 SHARES | 565,694 | | 633,352 | | | |
| | TRANSUNION | 284,748 SHARES | 14,957,664 | | 19,565,035 | | | |
| | TRAVERE THERAPEUTICS INC | 107,811 SHARES | 1,652,192 | | 969,221 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | TREACE MEDICAL CONCEPTS | 39,293 SHARES | 1,007,267 | | 500,986 | | | |
| | TRI POINTE HOMES INC | 65,799 SHARES | 1,658,110 | | 2,329,285 | | | |
| | TRICO BANCSHARES | 28,770 SHARES | 1,311,328 | | 1,236,247 | | | |
| | TRINET GROUP INC | 42,152 SHARES | 2,108,080 | | 5,013,137 | | | |
| | TRINITY INDUSTRIES INC | 272,130 SHARES | 7,235,837 | | 7,235,937 | | | |
| | TRONOX HOLDINGS PLC | 32,450 SHARES | 341,466 | | 459,492 | | | |
| | TWIST BIOSCIENCE CORP | 34,018 SHARES | 1,293,555 | | 1,253,903 | | | |
| | TYRA BIOSCIENCES INC | 127,368 SHARES | 2,096,595 | | 1,764,047 | | | |
| | TYSON FOODS INC | 99,246 SHARES | 5,711,100 | | 5,334,473 | | | |
| | UBER TECHNOLOGIES INC | 362,464 SHARES | 12,879,184 | | 22,316,908 | | | |
| | UBS GROUP | 62,139 SHARES | 1,152,794 | | 1,926,962 | | | |
| | UFP INDUSTRIES INC | 46,140 SHARES | 3,355,502 | | 5,792,877 | | | |
| | ULTRA CLEAN HOLDINGS INC | 18,229 SHARES | 634,853 | | 622,338 | | | |
| | UMB FINANCIAL CORP | 3,700 SHARES | 281,825 | | 309,135 | | | |
| | UMH PROPERTIES INC REIT | 268,465 SHARES | 5,343,057 | | 4,112,883 | | | |
| | UNICREDIT SPA | 377,559 SHARES | 4,911,691 | | 10,245,338 | | | |
| | UNILEVER PLC | 93,950 SHARES | 4,997,130 | | 4,551,164 | | | |
| | UNION PACIFIC CORP | 31,345 SHARES | 6,386,753 | | 7,698,959 | | | |
| | UNISYS CORP | 389,338 SHARES | 2,097,832 | | 2,188,080 | | | |
| | UNITED BANKSHARES INC/WV | 17,500 SHARES | 553,954 | | 657,125 | | | |
| | UNITED OVERSEAS BANK LTD | 211,500 SHARES | 4,516,199 | | 4,561,576 | | | |
| | UNITED PARCEL SERVICE | 27,994 SHARES | 3,642,126 | | 4,401,497 | | | |
| | UNITEDHEALTH GROUP INC | 78,082 SHARES | 21,427,850 | | 41,107,831 | | | |
| | UNITIL CORP | 58,704 SHARES | 3,020,494 | | 3,086,069 | | | |
| | UNIVERSAL DISPLAY CORP | 14,665 SHARES | 1,698,338 | | 2,804,828 | | | |
| | UPBOUND GROUP INC | 37,137 SHARES | 1,328,778 | | 1,261,544 | | | |
| | URANIUM ENERGY CORP | 172,700 SHARES | 948,105 | | 1,105,280 | | | |
| | URBAN EDGE PROPERTIES | 72,407 SHARES | 1,312,946 | | 1,325,048 | | | |
| | URBAN OUTFITTERS INC | 56,500 SHARES | 2,004,425 | | 2,016,485 | | | |
| | US BANCORP | 254,553 SHARES | 11,306,381 | | 11,017,054 | | | |
| | USANA HEALTH SCIENCES | 28,337 SHARES | 1,811,728 | | 1,518,863 | | | |
| | UTZ BRANDS HOLDINGS LLC | 190,471 SHARES | 3,133,749 | | 3,093,249 | | | |
| | V2X INC | 48,305 SHARES | 1,829,109 | | 2,243,283 | | | |
| | VALARIS LTD | 9,930 SHARES | 728,837 | | 680,900 | | | |
| | VALEO SE | 215,247 SHARES | 4,621,917 | | 3,308,600 | | | |
| | VALVOLINE INC | 41,700 SHARES | 1,261,899 | | 1,567,086 | | | |
| | VARONIS SYSTEMS INC | 134,365 SHARES | 3,036,938 | | 6,084,047 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | VAXCYTE INC | 52,116 SHARES | 2,142,797 | | 3,272,885 | | | |
| | VEECO INSTRUMENTS INC | 101,979 SHARES | 2,517,886 | | 3,164,408 | | | |
| | VERACYTE INC | 65,769 SHARES | 1,738,043 | | 1,809,305 | | | |
| | VERADIGM INC | 103,082 SHARES | 1,785,681 | | 1,081,330 | | | |
| | VERALTO CORP | 1 SHARE | 29 | | 27 | | | |
| | VERICEL CORP | 43,298 SHARES | 1,876,799 | | 1,541,842 | | | |
| | VERIS RESIDENTIAL INC | 24,224 SHARES | 442,300 | | 381,044 | | | |
| | VERISIGN INC | 6,268 SHARES | 1,318,382 | | 1,290,957 | | | |
| | VERIZON COMMUNICATIONS | 199,124 SHARES | 7,798,777 | | 7,506,975 | | | |
| | VERONA PHARMA PLC ADR | 80,940 SHARES | 1,670,422 | | 1,609,087 | | | |
| | VERTEX PHARMACEUTICALS | 37,563 SHARES | 13,786,517 | | 15,284,009 | | | |
| | VICTORY CAPITAL HOLDINGS | 93,361 SHARES | 2,906,097 | | 3,215,353 | | | |
| | VIKING THERAPEUTICS INC | 142,661 SHARES | 2,164,128 | | 2,654,921 | | | |
| | VINCI SA | 37,285 SHARES | 3,554,964 | | 4,682,948 | | | |
| | VIRTUS INVESTMENT | 3,609 SHARES | 679,090 | | 872,512 | | | |
| | VISA INC | 65,890 SHARES | 9,829,294 | | 17,154,462 | | | |
| | VISTEON CORP | 9,449 SHARES | 1,442,498 | | 1,180,180 | | | |
| | VITA COCO CO INC/THE | 80,100 SHARES | 2,208,051 | | 2,054,565 | | | |
| | VITAL FARMS INC | 35,553 SHARES | 492,518 | | 557,827 | | | |
| | VSE CORP | 42,154 SHARES | 2,153,229 | | 2,723,570 | | | |
| | WALMART INC | 90,279 SHARES | 10,988,681 | | 14,232,484 | | | |
| | WALT DISNEY CO/THE | 26,109 SHARES | 3,221,254 | | 2,357,382 | | | |
| | WARBY PARKER INC-CLASS A | 83,019 SHARES | 1,044,581 | | 1,170,568 | | | |
| | WASTE CONNECTIONS INC | 55,139 SHARES | 8,124,028 | | 8,230,599 | | | |
| | WATTS WATER TECHNOLOGIES | 24,468 SHARES | 4,230,821 | | 5,097,663 | | | |
| | WEATHERFORD | 100,781 SHARES | 6,239,217 | | 9,859,405 | | | |
| | WELLS FARGO & CO | 418,975 SHARES | 18,924,453 | | 20,621,950 | | | |
| | WELLTOWER INC | 176,615 SHARES | 14,460,305 | | 15,925,375 | | | |
| | WESBANCO INC | 17,400 SHARES | 501,155 | | 545,838 | | | |
| | WESCO INTERNATIONAL INC | 20,130 SHARES | 942,518 | | 3,500,204 | | | |
| | WESTAMERICA BANCORP | 8,014 SHARES | 376,661 | | 452,070 | | | |
| | WESTERN ALLIANCE BANCORP | 83,119 SHARES | 3,471,428 | | 5,468,399 | | | |
| | WESTERN DIGITAL CORP | 287,976 SHARES | 11,037,952 | | 15,081,303 | | | |
| | WEYERHAEUSER CO REIT | 366,909 SHARES | 10,654,466 | | 12,757,426 | | | |
| | WH SMITH PLC | 301,270 SHARES | 4,868,803 | | 5,123,347 | | | |
| | WILLIAMS COS INC/THE | 115,250 SHARES | 3,779,508 | | 4,014,158 | | | |
| | WINGSTOP INC | 33,356 SHARES | 3,621,247 | | 8,558,482 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | WINTRUST FINANCIAL CORP | 80,068 SHARES | 6,188,943 | | 7,426,308 | | | |
| | WORKIVA INC | 34,694 SHARES | 3,464,462 | | 3,522,482 | | | |
| | WSFS FINANCIAL CORP | 63,785 SHARES | 2,566,261 | | 2,929,645 | | | |
| | XENCOR INC | 132,251 SHARES | 4,732,408 | | 2,807,689 | | | |
| | XPEL INC | 13,617 SHARES | 1,011,668 | | 733,275 | | | |
| | XPERI INC | 119,820 SHARES | 2,041,553 | | 1,320,416 | | | |
| | YELP INC | 61,273 SHARES | 1,923,955 | | 2,900,664 | | | |
| | Y-MABS THERAPEUTICS INC | 2,286 SHARES | 36,576 | | 15,591 | | | |
| | ZIMMER BIOMET HOLDINGS | 74,850 SHARES | 9,215,009 | | 9,109,245 | | | |
| | ZOETIS INC | 115,759 SHARES | 19,734,052 | | 22,847,354 | | | |
| | ZOOMINFO TECHNOLOGIES | 727,868 SHARES | 24,813,773 | | 13,458,279 | | | |
| | ZUORA INC | 54,326 SHARES | 531,996 | | 510,664 | | | |
| | ZURN ELKAY WATER | 73,565 SHARES | 1,684,613 | | 2,163,547 | | | |
| | | | | | | |
| | | | | | | |
| | | TOTAL EQUITY SECURITIES | | 6,682,073,442 | | 10,479,750,172 | | | |
| | | | | | | |
| | | | | | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES: | | | | |
| | | 8TH AVENUE FOOD AND PROVISIONS | ZCP 21/SEP/2025 1,810,386 | 1,741,926 | | 1,740,994 | | | |
| | | ABN AMRO BANK NV | 6.58% 13/OCT/2026 700,000 | 700,000 | | 710,860 | | | |
| | ABN AMRO FUNDING USA | ZCP 21/MAY/2024 4,500,000 | 4,401,829 | | 4,403,912 | | | |
| | ACADIA HEALTHCARE CO INC | 5.00% 15/APR/2029 845,000 | 791,131 | | 811,183 | | | |
| | | ACADIA HEALTHCARE CO INC | 5.50% 01/JUL/2028 2,874,000 | 2,847,301 | | 2,837,702 | | | |
| | | ADAPTHEALTH LLC | 4.63% 01/AUG/2029 469,000 | 420,340 | | 361,833 | | | |
| | | ADAPTHEALTH LLC | 5.13% 01/MAR/2030 1,061,000 | 1,064,914 | | 828,153 | | | |
| | | ADVENTIST HEALTH SYSTEM/WEST | 2.43% 01/SEP/2024 200,000 | 200,000 | | 195,452 | | | |
| | AEP TEXAS INC | 2.10% 01/JUL/2030 2,300,000 | 2,290,731 | | 1,932,681 | | | |
| | | AERCAP IRELAND CAPITAL DAC | 2.88% 14/AUG/2024 400,000 | 383,212 | | 392,332 | | | |
| | | AG ISSUER LLC | 6.25% 01/MAR/2028 1,085,000 | 1,052,335 | | 1,078,538 | | | |
| | AG TTMT ESCROW ISSUER LLC | 8.63% 30/SEP/2027 1,694,000 | 1,746,256 | | 1,781,060 | | | |
| | AHS HOSPITAL CORP | 2.78% 01/JUL/2051 300,000 | 300,000 | | 200,899 | | | |
| | AIR CANADA | 5.25% 01/OCT/2030 622,890 | 622,890 | | 610,651 | | | |
| | | AIR CANADA | 3.88% 15/AUG/2026 1,754,000 | 1,756,825 | | 1,675,563 | | | |
| | | AIR PRODUCTS & CHEMI | ZCP 28/MAR/2024 5,000,000 | 4,935,354 | | 4,933,125 | | | |
| | | AKER BP ASA | 2.00% 15/JUL/2026 1,000,000 | 998,270 | | 921,994 | | | |
| | | ALBERTSONS COS INC | 3.25% 15/MAR/2026 2,420,000 | 2,319,274 | | 2,282,692 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | ALBERTSONS COS INC | 4.63% 15/JAN/2027 1,563,000 | 1,578,319 | | 1,519,851 | | | |
| | | ALBERTSONS COS INC | 6.50% 15/FEB/2028 843,000 | 844,054 | | 851,676 | | | |
| | | ALBERTSONS COS INC | 7.50% 15/MAR/2026 800,000 | 799,765 | | 814,682 | | | |
| | | ALIANZ FINANCE | ZCP 29/JAN/2024 10,500,000 | 10,454,675 | | 10,451,793 | | | |
| | | ALIANZ FINANCE | ZCP 29/JAN/2024 5,600,000 | 5,575,783 | | 5,574,290 | | | |
| | | ALLEGION US HOLDING CO INC | 3.20% 01/OCT/2024 400,000 | 381,688 | | 391,939 | | | |
| | | ALLIANT HOLDINGS INTERMEDIATE LLC | 4.25% 15/OCT/2027 1,360,000 | 1,368,963 | | 1,307,028 | | | |
| | | ALLIANT HOLDINGS INTERMEDIATE LLC | 5.88% 01/NOV/2029 1,505,000 | 1,494,400 | | 1,425,951 | | | |
| | | ALLIANT HOLDINGS INTERMEDIATE LLC | 6.75% 15/APR/2028 3,705,000 | 3,701,526 | | 3,790,337 | | | |
| | | ALLIANT HOLDINGS INTERMEDIATE LLC | 6.75% 15/OCT/2027 3,656,000 | 3,632,964 | | 3,624,396 | | | |
| | | ALLY AUTO RECEIVABLES TRUST | 4.62% 15/OCT/2025 4,179,801 | 4,166,594 | | 4,171,349 | | | |
| | | ALLY AUTO RECEIVABLES TRUST | 5.29% 16/JUN/2025 1,149,671 | 1,148,283 | | 1,148,927 | | | |
| | | ALTICE FRANCE HOLDING SA | 6.00% 15/FEB/2028 2,135,000 | 2,140,155 | | 1,025,628 | | | |
| | | ALTICE FRANCE SA | 5.13% 15/JUL/2029 3,011,000 | 2,812,465 | | 2,338,325 | | | |
| | | ALTICE FRANCE SA | 5.50% 15/JAN/2028 2,173,000 | 2,199,048 | | 1,789,643 | | | |
| | | ALTICE FRANCE SA | 5.50% 15/OCT/2029 1,115,000 | 1,115,000 | | 873,837 | | | |
| | ALTICE FRANCE SA | 8.13% 01/FEB/2027 861,000 | 868,534 | | 793,621 | | | |
| | | AMERICAN AIRLINES INC | 5.50% 20/APR/2026 5,148,856 | 5,273,307 | | 5,111,807 | | | |
| | | AMERICAN AIRLINES INC | 5.75% 20/APR/2029 1,097,371 | 1,148,063 | | 1,075,424 | | | |
| | | AMERICAN AIRLINES INC | 8.50% 15/MAY/2029 925,000 | 925,000 | | 976,681 | | | |
| | | AMERICAN AXLE & MANUFACTURING INC | 6.25% 15/MAR/2026 466,000 | 479,284 | | 462,579 | | | |
| | | AMERICAN BUILDERS & CONTR SUPPLY | 3.88% 15/NOV/2029 1,111,000 | 952,683 | | 990,446 | | | |
| | | AMERICAN BUILDERS & CONTR SUPPLY | 4.00% 15/JAN/2028 2,011,000 | 2,018,554 | | 1,903,518 | | | |
| | | AMERICAN EXPRESS CO | 3.38% 03/MAY/2024 1,600,000 | 1,599,840 | | 1,587,756 | | | |
| | | AMERICAN HONDA FINANCE CORP | 5.00% 23/MAY/2025 800,000 | 799,448 | | 802,148 | | | |
| | | AMERICAN HONDA FINANCE CORP | FLT 10/JAN/2025 400,000 | 400,000 | | 400,360 | | | |
| | | AMERICAN TOWER CORP | 2.40% 15/MAR/2025 300,000 | 284,832 | | 289,839 | | | |
| | | AMERICAN TOWER CORP | 3.65% 15/MAR/2027 500,000 | 466,700 | | 481,183 | | | |
| | | AMGEN INC | 5.75% 02/MAR/2063 500,000 | 495,360 | | 527,099 | | | |
| | | ANZ NEW ZEALAND INT'L LTD | 3.40% 19/MAR/2024 915,000 | 910,338 | | 911,136 | | | |
| | | APPLE INC | 3.00% 09/FEB/2024 7,661,000 | 7,639,983 | | 7,638,140 | | | |
| | | APX GROUP INC | 6.75% 15/FEB/2027 499,000 | 529,574 | | 497,753 | | | |
| | | ARAMARK SERVICES INC | 5.00% 01/FEB/2028 844,000 | 749,145 | | 818,665 | | | |
| | ARBOR REALTY COMM REAL ESTATE | FLT 15/JAN/2037 1,100,000 | 1,065,281 | | 1,093,154 | | | |
| | | ARCHES BUYER INC | 4.25% 01/JUN/2028 3,170,000 | 3,012,713 | | 2,870,991 | | | |
| | | ARCHES BUYER INC | 6.13% 01/DEC/2028 2,054,000 | 1,828,421 | | 1,776,710 | | | |
| | | ARCHROCK PARTNERS LP | 6.25% 01/APR/2028 2,129,000 | 2,148,547 | | 2,097,065 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | ARCHROCK PARTNERS LP | 6.88% 01/APR/2027 445,000 | 447,781 | | 446,113 | | | |
| | | ARDAGH METAL PACK FINANCE USA | 4.00% 01/SEP/2029 5,494,000 | 5,017,193 | | 4,654,741 | | | |
| | | ARDAGH METAL PACK FINANCE USA | 6.00% 15/JUN/2027 2,962,000 | 2,972,198 | | 2,943,488 | | | |
| | | ARDAGH PACKAGING FINANCE PLC | 5.25% 30/APR/2025 1,500,000 | 1,500,000 | | 1,454,220 | | | |
| | | ARETEC GROUP INC | 10.00% 15/AUG/2030 1,900,000 | 1,911,066 | | 2,019,035 | | | |
| | | ARETEC GROUP INC | 7.50% 01/APR/2029 1,530,000 | 1,300,966 | | 1,379,424 | | | |
| | | ARKANSAS ELCT COOP CRP | ZCP 23/JAN/2024 10,600,000 | 10,564,502 | | 10,560,708 | | | |
| | ARROW ELECTRONICS INC | 3.25% 08/SEP/2024 400,000 | 373,756 | | 392,765 | | | |
| | | ASBURY AUTOMOTIVE GROUP INC | 4.63% 15/NOV/2029 638,000 | 579,904 | | 590,722 | | | |
| | | ASBURY AUTOMOTIVE GROUP INC | 5.00% 15/FEB/2032 2,678,000 | 2,619,967 | | 2,435,257 | | | |
| | | ASCEND LEARNING LLC | ZCP 17/NOV/2028 2,070,033 | 2,002,762 | | 2,037,834 | | | |
| | | ASCEND LEARNING LLC | ZCP 17/NOV/2029 909,000 | 906,728 | | 788,394 | | | |
| | | ASSURED GUARANTY US HOLDINGS INC | 3.15% 15/JUN/2031 1,100,000 | 1,096,887 | | 976,571 | | | |
| | | ASSUREDPARTNERS INC | 5.63% 15/JAN/2029 2,421,000 | 2,339,613 | | 2,259,762 | | | |
| | | ASSUREDPARTNERS INC | 7.00% 15/AUG/2025 1,409,000 | 1,367,939 | | 1,411,194 | | | |
| | | AT&T INC | 2.55% 01/DEC/2033 1,021,000 | 862,168 | | 832,954 | | | |
| | | AT&T INC | 3.65% 01/JUN/2051 1,000,000 | 996,130 | | 756,520 | | | |
| | | ATHENAHEALTH GROUP INC | 6.50% 15/FEB/2030 3,959,000 | 3,844,703 | | 3,594,067 | | | |
| | | ATHENE | 0.95% 08/JAN/2024 1,295,000 | 1,293,686 | | 1,294,051 | | | |
| | | ATI INC | 4.88% 01/OCT/2029 278,000 | 275,915 | | 258,464 | | | |
| | | ATI INC | 5.13% 01/OCT/2031 2,558,000 | 2,575,888 | | 2,377,426 | | | |
| | | ATLAS SENIOR LOAN FUND LTD | FLT 16/JAN/2030 280,520 | 280,576 | | 280,508 | | | |
| | | AUST & NZ BANKING GROUP | ZCP 12/MAR/2024 2,700,000 | 2,670,375 | | 2,670,500 | | | |
| | | AUST & NZ BANKING GROUP | ZCP 15/MAY/2024 2,200,000 | 2,155,138 | | 2,155,241 | | | |
| | | AUST & NZ BANKING GROUP | ZCP 18/MAR/2024 3,000,000 | 2,964,944 | | 2,964,578 | | | |
| | | AUST & NZ BANKING GROUP | ZCP 01/APR/2024 1,423,000 | 1,403,204 | | 1,403,303 | | | |
| | | AUST & NZ BANKING GROUP | ZCP 18/JUL/2024 1,000,000 | 969,167 | | 971,072 | | | |
| | | AVANTOR FUNDING INC | 3.88% 01/NOV/2029 3,983,000 | 3,921,575 | | 3,616,541 | | | |
| | | AVANTOR FUNDING INC | 4.63% 15/JUL/2028 733,000 | 737,581 | | 708,225 | | | |
| | | AVIENT CORP | 7.13% 01/AUG/2030 634,000 | 645,249 | | 659,911 | | | |
| | | AXALTA COATING SYSTEMS LLC | 3.38% 15/FEB/2029 1,216,000 | 1,216,000 | | 1,092,226 | | | |
| | | AXALTA COATING SYSTEMS LLC | 4.75% 15/JUN/2027 1,686,000 | 1,722,388 | | 1,641,743 | | | |
| | | BACARDI LTD | 5.30% 15/MAY/2048 700,000 | 689,115 | | 671,364 | | | |
| | | BALL CORP | 6.00% 15/JUN/2029 2,156,000 | 2,156,000 | | 2,201,718 | | | |
| | | BANCO SANTANDER SA | 4.38% 12/APR/2028 775,000 | 719,138 | | 753,153 | | | |
| | | BANK OF AMERICA | 1.20% 24/OCT/2026 1,800,000 | 1,800,000 | | 1,671,475 | | | |
| | | BANK OF AMERICA | 1.73% 22/JUL/2027 2,900,000 | 2,900,000 | | 2,657,973 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | BANK OF AMERICA | 2.30% 21/JUL/2032 1,200,000 | 1,200,000 | | 981,105 | | | |
| | | BANK OF AMERICA | 5.62% 13/DEC/2024 10,441,577 | 10,441,577 | | 10,445,234 | | | |
| | BANK OF AMERICA | 5.76% 16/FEB/2024 4,800,000 | 4,799,593 | | 4,800,833 | | | |
| | BANK OF AMERICA | 5.44% 08/FEB/2024 964,000 | 963,590 | | 963,714 | | | |
| | | BANK OF MONTREAL | ZCP 12/APR/2024 4,000,000 | 3,936,951 | | 3,937,875 | | | |
| | | BANK OF MONTREAL | 4.69% 28/JUL/2029 800,000 | 800,000 | | 804,759 | | | |
| | | BANK OF NEW ZEALAND | 3.50% 20/FEB/2024 250,000 | 249,137 | | 249,325 | | | |
| | | BANK OF NOVA SCOTIA | 4.75% 02/FEB/2026 900,000 | 899,208 | | 898,240 | | | |
| | BANK OF NOVA SCOTIA | FLT 31/MAY/2024 1,807,000 | 1,807,000 | | 1,809,487 | | | |
| | | BANQUE ET CAISSE | ZCP 01/FEB/2024 5,500,000 | 5,473,478 | | 5,472,279 | | | |
| | | BANQUE ET CAISSE | ZCP 06/FEB/2024 2,700,000 | 2,685,015 | | 2,684,366 | | | |
| | | BANQUE FEDERATIVE DU CREDIT MUTUE | 0.65% 27/FEB/2024 300,000 | 297,557 | | 297,692 | | | |
| | | BARCLAYS BANK PLC | 5.50% 09/AUG/2028 700,000 | 677,985 | | 703,437 | | | |
| | | BARCLAYS BANK PLC | ZCP 06/JUN/2024 4,000,000 | 3,905,444 | | 3,905,428 | | | |
| | | BARCLAYS BANK PLC | ZCP 09/FEB/2024 7,165,000 | 7,122,076 | | 7,119,839 | | | |
| | BARCLAYS BANK PLC NY | 6.00% 08/AUG/2024 1,650,000 | 1,650,000 | | 1,654,546 | | | |
| | | BAT CAPITAL CORP | 2.73% 25/MAR/2031 1,600,000 | 1,600,000 | | 1,343,774 | | | |
| | | BATH & BODY WORKS INC | 5.25% 01/FEB/2028 456,000 | 455,068 | | 451,096 | | | |
| | | BATH & BODY WORKS INC | 6.63% 01/OCT/2030 2,461,000 | 2,595,543 | | 2,517,335 | | | |
| | | BATH & BODY WORKS INC | 6.88% 01/NOV/2035 773,000 | 761,741 | | 782,801 | | | |
| | BATH & BODY WORKS INC | 7.50% 15/JUN/2029 1,440,000 | 1,474,185 | | 1,496,250 | | | |
| | | BAUSCH + LOMB CORP | 8.38% 01/OCT/2028 1,876,000 | 1,906,030 | | 1,979,067 | | | |
| | | BAUSCH HEALTH COS INC | 4.88% 01/JUN/2028 2,326,000 | 1,843,783 | | 1,401,737 | | | |
| | | BAUSCH HEALTH COS INC | 11.00% 30/SEP/2028 909,000 | 1,960,371 | | 660,825 | | | |
| | | BAUSCH HEALTH COS INC | 14.00% 15/OCT/2030 180,000 | 388,242 | | 98,863 | | | |
| | | BAUSCH HEALTH COS INC | 5.50% 01/NOV/2025 1,069,000 | 1,073,118 | | 977,889 | | | |
| | | BAYTEX ENERGY CORP | 8.50% 30/APR/2030 1,725,000 | 1,697,344 | | 1,784,759 | | | |
| | | BC LTD | 9.00% 30/JAN/2028 511,000 | 1,102,108 | | 498,276 | | | |
| | | BEACON ROOFING SUPPLY INC | 4.13% 15/MAY/2029 1,671,000 | 1,610,977 | | 1,518,694 | | | |
| | | BEACON ROOFING SUPPLY INC | 4.50% 15/NOV/2026 2,614,000 | 2,633,559 | | 2,534,721 | | | |
| | | BEACON ROOFING SUPPLY INC | 6.50% 01/AUG/2030 1,730,000 | 1,750,836 | | 1,769,217 | | | |
| | | BETONY CLO 2 LTD | FLT 30/APR/2031 750,604 | 748,998 | | 750,595 | | | |
| | | BLACK KNIGHT INFOSERV LLC | 3.63% 01/SEP/2028 1,590,000 | 1,428,610 | | 1,511,661 | | | |
| | | BLACKSTONE MORTGAGE TRUST INC | 3.75% 15/JAN/2027 2,275,000 | 2,275,000 | | 2,023,553 | | | |
| | | BMW US CAPITAL LLC | FLT 01/APR/2024 262,000 | 262,119 | | 262,106 | | | |
| | | BMW US CAPITAL LLC | FLT 01/APR/2025 495,000 | 497,225 | | 497,406 | | | |
| | | BMW US CAPITAL LLC | 1.25% 12/AUG/2026 2,700,000 | 2,694,141 | | 2,475,681 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | BMW US CAPITAL LLC | FLT 12/AUG/2024 1,896,000 | 1,894,639 | | 1,897,746 | | | |
| | | BMW VEHICLE LEASE TRUST | 1.10% 25/MAR/2025 3,681,384 | 3,649,547 | | 3,660,493 | | | |
| | | BMW VEHICLE LEASE TRUST | 5.27% 25/FEB/2025 1,920,945 | 1,917,388 | | 1,919,780 | | | |
| | | BMW VEHICLE OWNER TRUST | 5.59% 25/JUL/2024 1,959,560 | 1,959,539 | | 1,959,728 | | | |
| | | BMW VEHICLE OWNER TRUST | 5.59% 25/JUL/2024 111,975 | 111,975 | | 111,984 | | | |
| | | BNP PARIBAS SA | 2.59% 20/JAN/2028 1,900,000 | 1,900,000 | | 1,759,219 | | | |
| | BNP PARIBAS NY BRANCH | 5.95% 03/OCT/2024 2,269,000 | 2,269,000 | | 2,279,181 | | | |
| | | BNZ INTNL FDG LTD | ZCP 13/MAR/2024 5,900,000 | 5,835,808 | | 5,833,809 | | | |
| | | BOEING CO | 5.81% 01/MAY/2050 700,000 | 700,378 | | 727,798 | | | |
| | | BOFA SECURITIES INC | ZCP 19/JUL/2024 1,800,000 | 1,743,569 | | 1,746,977 | | | |
| | | BOMBARDIER INC | 7.88% 15/APR/2027 1,707,000 | 1,710,853 | | 1,707,377 | | | |
| | | BOOST NEWCO BORROWER LLC | 7.50% 15/JAN/2031 3,144,000 | 3,182,561 | | 3,322,335 | | | |
| | | BOXER PARENT CO INC | 7.13% 02/OCT/2025 498,000 | 498,000 | | 500,669 | | | |
| | | BOXER PARENT CO INC | 9.13% 01/MAR/2026 303,000 | 303,000 | | 302,814 | | | |
| | | BOYD GAMING CORP | 4.75% 01/DEC/2027 714,000 | 714,893 | | 686,849 | | | |
| | | BOYD GAMING CORP | 4.75% 15/JUN/2031 2,147,000 | 2,165,236 | | 1,972,059 | | | |
| | | BPCE SA | 1.65% 06/OCT/2026 300,000 | 273,654 | | 279,245 | | | |
| | | BPCE SA | 2.28% 20/JAN/2032 700,000 | 700,000 | | 561,589 | | | |
| | | BPCE SA | ZCP 28/MAY/2024 2,500,000 | 2,442,022 | | 2,444,130 | | | |
| | | BPCE SA | ZCP 31/JAN/2024 5,000,000 | 4,976,667 | | 4,975,388 | | | |
| | | BRANDYWINE OPERATING PARTN LP | 3.95% 15/NOV/2027 200,000 | 162,800 | | 178,795 | | | |
| | BRANDYWINE OPERATING PARTN LP | 4.55% 01/OCT/2029 700,000 | 546,000 | | 612,354 | | | |
| | | BRIGHTHOUSE F S | ZCP 29/MAY/2024 5,377,000 | 5,250,593 | | 5,254,196 | | | |
| | | BRIGHTHOUSE F S | ZCP 29/FEB/2024 1,370,000 | 1,357,797 | | 1,357,198 | | | |
| | | BROADCOM INC | 3.46% 15/SEP/2026 2,024,000 | 1,995,257 | | 1,958,162 | | | |
| | | BROADCOM INC | 4.15% 15/NOV/2030 200,000 | 218,158 | | 191,313 | | | |
| | | BROADSTREET PARTNERS INC | 5.88% 15/APR/2029 2,842,000 | 2,849,834 | | 2,653,028 | | | |
| | | BWX TECHNOLOGIES INC | 4.13% 30/JUN/2028 935,000 | 942,013 | | 867,016 | | | |
| | | CAESARS ENTERTAINMENT INC | 4.63% 15/OCT/2029 4,284,000 | 4,193,455 | | 3,863,074 | | | |
| | | CAESARS ENTERTAINMENT INC | 6.25% 01/JUL/2025 3,254,000 | 3,271,302 | | 3,263,092 | | | |
| | | CAESARS ENTERTAINMENT INC | 7.00% 15/FEB/2030 4,380,000 | 4,426,109 | | 4,489,728 | | | |
| | | CAESARS ENTERTAINMENT INC | 8.13% 01/JUL/2027 2,349,000 | 2,409,309 | | 2,408,608 | | | |
| | | CAISSE D'AMORT DE LA | ZCP 23/FEB/2024 1,000,000 | 991,864 | | 991,661 | | | |
| | CAISSE D'AMORT DE LA | ZCP 26/FEB/2024 3,000,000 | 2,974,785 | | 2,973,609 | | | |
| | | CAISSE D'AMORT DE LA | ZCP 04/MAR/2024 2,900,000 | 2,872,849 | | 2,871,364 | | | |
| | | CAISSE D'AMORT DE LA | ZCP 06/FEB/2024 5,500,000 | 5,469,838 | | 5,468,272 | | | |
| | | CAISSE D'AMORT DE LA | ZCP 02/FEB/2024 2,900,000 | 2,885,898 | | 2,885,005 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | CAISSE D'AMORT DE LA | ZCP 26/JAN/2024 1,614,000 | 1,607,948 | | 1,607,327 | | | |
| | | CAISSE DES DEPOTS | ZCP 31/JAN/2024 8,200,000 | 8,163,052 | | 8,159,899 | | | |
| | | CALLON PETROLEUM CO | 6.38% 01/JUL/2026 3,734,000 | 3,455,756 | | 3,716,063 | | | |
| | | CALLON PETROLEUM CO | 7.50% 15/JUN/2030 957,000 | 949,950 | | 965,297 | | | |
| | | CALLON PETROLEUM CO | 8.00% 01/AUG/2028 331,000 | 330,063 | | 338,335 | | | |
| | | CALPINE CORP | 4.50% 15/FEB/2028 1,598,000 | 1,603,993 | | 1,518,743 | | | |
| | | CAMELOT FINANCE SA | 4.50% 01/NOV/2026 2,471,000 | 2,551,739 | | 2,414,213 | | | |
| | | CANADIAN IMPER. HLDG | ZCP 01/MAR/2024 2,500,000 | 2,477,167 | | 2,476,412 | | | |
| | | CANADIAN PACIFIC RAILWAY CO | 2.45% 02/DEC/2031 900,000 | 899,685 | | 836,359 | | | |
| | | CANPACK SA | 3.88% 15/NOV/2029 2,982,000 | 2,982,000 | | 2,528,438 | | | |
| | | CANTOR FITZGERALD LP | 4.88% 01/MAY/2024 800,000 | 797,648 | | 793,876 | | | |
| | | CANTOR FITZGERALD LP | 7.20% 12/DEC/2028 700,000 | 698,642 | | 718,448 | | | |
| | | CAPITAL ONE PRIME AUTO REC TRUST | 2.71% 16/JUN/2025 564,989 | 561,983 | | 562,985 | | | |
| | | CAPITAL ONE PRIME AUTO REC TRUST | 3.74% 15/SEP/2025 1,354,678 | 1,345,927 | | 1,347,963 | | | |
| | | CAPITAL ONE PRIME AUTO REC TRUST | 3.74% 15/SEP/2025 3,076,219 | 3,060,482 | | 3,060,971 | | | |
| | | CAPITAL ONE PRIME AUTO REC TRUST | FLT 15/SEP/2025 729,201 | 729,428 | | 729,536 | | | |
| | | CARLYLE GLOBAL MARKET STRATEGIES | FLT 14/AUG/2030 1,916,264 | 1,916,264 | | 1,915,329 | | | |
| | | CARLYLE GLOBAL MARKET STRATEGIES | FLT 27/JUL/2031 748,266 | 746,283 | | 748,237 | | | |
| | | CARMAX AUTO OWNER TRUST | 1.47% 15/DEC/2026 3,013,770 | 2,904,723 | | 2,918,821 | | | |
| | | CARMAX AUTO OWNER TRUST | 0.50% 15/AUG/2025 602,351 | 595,567 | | 596,035 | | | |
| | | CARMAX AUTO OWNER TRUST | 5.63% 15/JUL/2024 1,907,643 | 1,907,292 | | 1,907,592 | | | |
| | | CARNIVAL CORP | 4.00% 01/AUG/2028 2,644,000 | 2,650,610 | | 2,457,664 | | | |
| | | CARNIVAL CORP | 5.75% 01/MAR/2027 658,000 | 661,734 | | 642,536 | | | |
| | | CARNIVAL CORP | 6.00% 01/MAY/2029 2,842,000 | 2,874,854 | | 2,733,734 | | | |
| | | CARNIVAL CORP | 7.00% 15/AUG/2029 741,000 | 742,853 | | 774,074 | | | |
| | | CARNIVAL CORP | 7.63% 01/MAR/2026 1,495,000 | 1,581,377 | | 1,522,085 | | | |
| | | CARNIVAL HOLDINGS BERMUDA LTD | 10.38% 01/MAY/2028 586,000 | 578,675 | | 637,556 | | | |
| | | CATALENT PHARMA SOLUTIONS INC | 3.13% 15/FEB/2029 1,884,000 | 1,721,645 | | 1,648,726 | | | |
| | | CATALENT PHARMA SOLUTIONS INC | 3.50% 01/APR/2030 726,000 | 601,118 | | 631,880 | | | |
| | | CATAMARAN CLO 2014-1 LTD | FLT 22/APR/2030 1,957,889 | 1,958,281 | | 1,958,253 | | | |
| | | CATERPILLAR FINAN SERVICES CORP | FLT 10/JAN/2024 310,000 | 309,999 | | 309,997 | | | |
| | | CATERPILLAR FINAN SERVICES CORP | FLT 13/SEP/2024 565,000 | 564,986 | | 564,897 | | | |
| | | CBAM 2018-5 LTD | FLT 17/APR/2031 1,047,485 | 1,020,460 | | 1,046,370 | | | |
| | CCO HOLDINGS LLC | 4.50% 01/MAY/2032 1,039,000 | 820,810 | | 889,460 | | | |
| | | CCO HOLDINGS LLC | 4.50% 15/AUG/2030 4,961,000 | 4,932,505 | | 4,472,533 | | | |
| | | CCO HOLDINGS LLC | 4.75% 01/FEB/2032 3,113,000 | 2,950,283 | | 2,745,541 | | | |
| | | CCO HOLDINGS LLC | 4.75% 01/MAR/2030 4,896,000 | 4,952,308 | | 4,472,964 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | CCO HOLDINGS LLC | 5.00% 01/FEB/2028 3,279,000 | 3,182,225 | | 3,138,449 | | | |
| | | CCO HOLDINGS LLC | 5.13% 01/MAY/2027 5,174,000 | 5,127,280 | | 4,993,010 | | | |
| | | CD&R SMOKEY BUYER INC | 6.75% 15/JUL/2025 3,854,000 | 3,775,390 | | 3,812,916 | | | |
| | | CDP FINANCIAL INC | ZCP 04/MAR/2024 800,000 | 792,505 | | 792,106 | | | |
| | | CDP FINANCIAL INC | ZCP 02/MAY/2024 5,750,000 | 5,641,657 | | 5,643,944 | | | |
| | | CDP FINANCIAL INC | ZCP 16/DEC/2024 2,900,000 | 2,759,874 | | 2,760,372 | | | |
| | | CDP FINANCIAL INC | ZCP 22/OCT/2024 2,500,000 | 2,386,916 | | 2,396,478 | | | |
| | | CEDAR FAIR LP | 5.38% 15/APR/2027 1,305,000 | 1,241,381 | | 1,276,886 | | | |
| | | CEDAR FAIR LP | 5.50% 01/MAY/2025 2,060,000 | 2,086,858 | | 2,049,574 | | | |
| | CEDAR FAIR LP | 6.50% 01/OCT/2028 635,000 | 635,000 | | 631,244 | | | |
| | | CENGAGE LEARNING ACQUISITIONS, INC. | ZCP 29/JUN/2026 1,841,019 | 1,825,123 | | 1,849,184 | | | |
| | | CENTENE CORP | 3.00% 15/OCT/2030 400,000 | 336,448 | | 346,613 | | | |
| | | CENTERPOINT ENERGY HOUSTON ELEC | 4.95% 01/APR/2033 500,000 | 498,780 | | 509,812 | | | |
| | | CENTRAL PARENT INC | 7.25% 15/JUN/2029 979,000 | 960,355 | | 1,000,486 | | | |
| | | CENTRAL PARENT LLC | 8.00% 15/JUN/2029 363,000 | 363,000 | | 378,885 | | | |
| | | CHARLES RIVER LABS INTERNAT | 4.00% 15/MAR/2031 250,000 | 235,000 | | 225,636 | | | |
| | | CHARLES RIVER LABS INTERNAT | 4.25% 01/MAY/2028 1,473,000 | 1,506,848 | | 1,400,475 | | | |
| | | CHART INDUSTRIES INC | 7.50% 01/JAN/2030 1,395,000 | 1,421,156 | | 1,459,658 | | | |
| | | CHENIERE ENERGY INC | 4.63% 15/OCT/2028 700,000 | 639,772 | | 682,474 | | | |
| | | CHURCHILL DOWNS INC | 6.75% 01/MAY/2031 1,097,000 | 1,098,371 | | 1,113,384 | | | |
| | | CHURCHILL DOWNS INC | 5.75% 01/APR/2030 900,000 | 837,443 | | 877,492 | | | |
| | | CIFC FUNDING 2013-III-R LTD | FLT 24/APR/2031 667,041 | 663,906 | | 666,846 | | | |
| | | CINEMARK USA INC | 8.75% 01/MAY/2025 928,000 | 944,541 | | 932,640 | | | |
| | | CINEMARK USA INC | 5.25% 15/JUL/2028 1,643,000 | 1,492,980 | | 1,506,057 | | | |
| | | CINEMARK USA INC | 5.88% 15/MAR/2026 2,925,000 | 2,498,223 | | 2,859,563 | | | |
| | | CITIBANK NA | 5.49% 04/DEC/2026 1,000,000 | 1,000,000 | | 1,018,475 | | | |
| | | CITIBANK NA | 5.86% 29/SEP/2025 500,000 | 500,000 | | 508,393 | | | |
| | | CITIBANK NA | 3.65% 23/JAN/2024 250,000 | 249,661 | | 249,720 | | | |
| | | CITIGROUP GBL MKTS INC | ZCP 19/SEP/2024 1,750,000 | 1,677,786 | | 1,683,986 | | | |
| | | CITIZENS AUTO RECEIVABLES TRUST | 5.74% 16/SEP/2024 3,855,562 | 3,856,008 | | 3,856,314 | | | |
| | | CIVITAS RESOURCES INC | 8.38% 01/JUL/2028 586,000 | 588,200 | | 611,793 | | | |
| | | CIVITAS RESOURCES INC | 8.63% 01/NOV/2030 1,430,000 | 1,490,575 | | 1,516,474 | | | |
| | | CIVITAS RESOURCES INC | 8.75% 01/JUL/2031 646,000 | 651,285 | | 687,903 | | | |
| | | CLARIOS GLOBAL LP | 6.25% 15/MAY/2026 599,000 | 616,045 | | 599,724 | | | |
| | | CLARIOS GLOBAL LP | 6.75% 15/MAY/2025 809,000 | 829,963 | | 816,119 | | | |
| | | CLARIOS GLOBAL LP | 8.50% 15/MAY/2027 3,150,000 | 3,195,784 | | 3,160,890 | | | |
| | | CLARIVATE SCIENCE HOLDINGS CORP | 3.88% 01/JUL/2028 2,245,000 | 2,058,355 | | 2,117,041 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | CLARIVATE SCIENCE HOLDINGS CORP | 4.88% 01/JUL/2029 4,139,000 | 3,942,962 | | 3,883,973 | | | |
| | | CLEAR CHANNEL INTERNATIONAL BV | 6.63% 01/AUG/2025 1,219,000 | 1,259,845 | | 1,224,878 | | | |
| | | CLEAR CHANNEL OUTDOOR HLDINGS INC | 5.13% 15/AUG/2027 2,914,000 | 2,952,215 | | 2,781,664 | | | |
| | | CLEAR CHANNEL OUTDOOR HLDINGS INC | 7.50% 01/JUN/2029 1,977,000 | 1,898,340 | | 1,643,014 | | | |
| | | CLEAR CHANNEL OUTDOOR HLDINGS INC | 7.75% 15/APR/2028 2,904,000 | 2,964,218 | | 2,502,587 | | | |
| | | CLEAR CHANNEL OUTDOOR HLDINGS INC | 9.00% 15/SEP/2028 351,000 | 351,000 | | 366,256 | | | |
| | | CLEARWAY ENERGY OPERATING LLC | 3.75% 15/FEB/2031 4,468,000 | 4,099,708 | | 3,932,344 | | | |
| | | CLEARWAY ENERGY OPERATING LLC | 3.75% 15/JAN/2032 793,000 | 795,280 | | 688,718 | | | |
| | CLEARWAY ENERGY OPERATING LLC | 4.75% 15/MAR/2028 1,737,000 | 1,796,061 | | 1,672,592 | | | |
| | | CLOUD SOFTWARE GROUP INC | 9.00% 30/SEP/2029 4,763,000 | 3,809,121 | | 4,536,996 | | | |
| | | CLOUD SOFTWARE GROUP INC | 6.50% 31/MAR/2029 5,120,000 | 4,412,575 | | 4,878,523 | | | |
| | | CLYDESDALE ACQUISITION HLDINGS INC | 6.63% 15/APR/2029 425,000 | 413,313 | | 418,017 | | | |
| | CMWTH BK OF AUS | 5.30% 09/FEB/2024 5,500,000 | 5,497,164 | | 5,498,099 | | | |
| | | CNH EQUIPMENT TRUST | 5.69% 15/OCT/2024 10,530,006 | 10,530,006 | | 10,532,775 | | | |
| | | CNH EQUIPMENT TRUST | 3.94% 15/DEC/2025 665,500 | 661,102 | | 662,065 | | | |
| | | CNH EQUIPMENT TRUST | 5.43% 15/MAY/2024 860,810 | 860,698 | | 860,719 | | | |
| | CNX MIDSTREAM PARTNERS LP | 4.75% 15/APR/2030 1,857,000 | 1,780,694 | | 1,669,160 | | | |
| | | CNX RESOURCES CORP | 6.00% 15/JAN/2029 1,573,000 | 1,610,029 | | 1,507,842 | | | |
| | | CNX RESOURCES CORP | 7.25% 14/MAR/2027 197,000 | 204,159 | | 198,748 | | | |
| | | CNX RESOURCES CORP | 7.38% 15/JAN/2031 650,000 | 634,186 | | 654,627 | | | |
| | | COMMONWEALTH BK AUSTRALI | ZCP 22/JUL/2024 2,330,000 | 2,256,628 | | 2,262,226 | | | |
| | | COMMSCOPE TECHNOLOGIES LLC | 5.00% 15/MAR/2027 1,280,000 | 475,148 | | 532,800 | | | |
| | COMMSCOPE TECHNOLOGIES LLC | 6.00% 15/JUN/2025 869,000 | 819,604 | | 708,235 | | | |
| | | COMMUNITY HEALTH SYSTEMS INC | 10.88% 15/JAN/2032 740,000 | 740,000 | | 775,093 | | | |
| | | COMMUNITY HEALTH SYSTEMS INC | 5.25% 15/MAY/2030 5,035,000 | 4,675,103 | | 4,222,333 | | | |
| | | COMMUNITY HEALTH SYSTEMS INC | 5.63% 15/MAR/2027 1,458,000 | 1,420,857 | | 1,354,815 | | | |
| | | COMMUNITY HEALTH SYSTEMS INC | 6.88% 15/APR/2029 1,442,000 | 1,468,735 | | 944,813 | | | |
| | | COMSTOCK RESOURCES INC | 6.75% 01/MAR/2029 860,000 | 876,929 | | 786,661 | | | |
| | | COMSTOCK RESOURCES INC | 5.88% 15/JAN/2030 752,000 | 752,000 | | 651,895 | | | |
| | | CONAGRA BRANDS INC | 4.60% 01/NOV/2025 900,000 | 947,205 | | 891,235 | | | |
| | | CONSTELLATION ENERGY GENERATION | 5.60% 01/MAR/2028 500,000 | 499,930 | | 515,395 | | | |
| | | CONSTELLIUM SE | 3.75% 15/APR/2029 2,907,000 | 2,661,973 | | 2,636,891 | | | |
| | | CONSTELLIUM SE | 5.63% 15/JUN/2028 2,103,000 | 2,132,170 | | 2,052,284 | | | |
| | | CONSTELLIUM SE | 5.88% 15/FEB/2026 1,521,000 | 1,487,841 | | 1,511,130 | | | |
| | | CONSUMERS 2023 SECURITIZ FUNDING | 5.21% 01/SEP/2031 700,000 | 699,701 | | 716,617 | | | |
| | | COOPERATIEVE CENTRALE | ZCP 04/MAR/2024 2,160,000 | 2,139,399 | | 2,139,009 | | | |
| | COOPERATIEVE CENTRALE | 5.95% 02/JUL/2024 2,009,000 | 2,009,000 | | 2,015,123 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | COOPERATIEVE CENTRALE | 5.90% 06/SEP/2024 1,650,000 | 1,650,000 | | 1,657,119 | | | |
| | | COOPERATIEVE RABOBANK UA | FLT 12/JAN/2024 1,325,000 | 1,324,998 | | 1,325,046 | | | |
| | | COOPERATIEVE RABOBANK UA | ZCP 08/MAR/2024 2,500,000 | 2,474,692 | | 2,474,171 | | | |
| | | COOPERATIEVE RABOBANK UA | ZCP 01/FEB/2024 5,013,000 | 4,989,486 | | 4,988,017 | | | |
| | | COOPERATIEVE RABOBANK UA | 3.65% 06/APR/2028 3,900,000 | 3,900,000 | | 3,719,526 | | | |
| | CREDIT AGRICOLE CRP&IN | ZCP 22/JAN/2024 10,500,000 | 10,466,006 | | 10,462,774 | | | |
| | CREDIT AGRICOLE CRP&IN | ZCP 28/MAR/2024 2,700,000 | 2,663,675 | | 2,663,840 | | | |
| | | CREDIT AGRICOLE SA | 1.25% 26/JAN/2027 300,000 | 300,000 | | 276,320 | | | |
| | CREDIT AGRICOLE CRP&IN | 5.81% 03/JUN/2024 1,000,000 | 1,000,085 | | 1,001,599 | | | |
| | | CREDIT IND ET CM NY | ZCP 09/FEB/2024 3,000,000 | 2,982,164 | | 2,981,296 | | | |
| | | CREDIT IND ET CM NY | ZCP 08/MAR/2024 2,700,000 | 2,671,760 | | 2,671,668 | | | |
| | CREDIT IND ET CM NY | 5.73% 12/JAN/2024 5,000,000 | 5,000,027 | | 5,000,491 | | | |
| | | CREDIT SUISSE AG/NEW YORK | 7.50% 15/FEB/2028 300,000 | 299,313 | | 328,855 | | | |
| | | CREDIT SUISSE AG/NEW YORK | 7.95% 09/JAN/2025 400,000 | 399,200 | | 408,853 | | | |
| | | CROWN CASTLE INC | 3.65% 01/SEP/2027 200,000 | 184,648 | | 190,248 | | | |
| | | CROWN CASTLE INC | 3.70% 15/JUN/2026 400,000 | 380,874 | | 386,162 | | | |
| | | CROWN CASTLE INC | 4.80% 01/SEP/2028 700,000 | 664,811 | | 691,380 | | | |
| | | CROWNROCK LP | 5.00% 01/MAY/2029 1,808,000 | 1,787,737 | | 1,762,800 | | | |
| | | CROWNROCK LP | 5.63% 15/OCT/2025 2,841,000 | 2,822,802 | | 2,837,221 | | | |
| | | CSC HOLDINGS LLC | 3.38% 15/FEB/2031 2,359,000 | 2,285,087 | | 1,721,764 | | | |
| | | CSC HOLDINGS LLC | 4.63% 01/DEC/2030 511,000 | 512,278 | | 307,851 | | | |
| | CSC HOLDINGS LLC | 5.00% 15/NOV/2031 1,492,000 | 1,495,730 | | 902,660 | | | |
| | | CSC HOLDINGS LLC | 5.38% 01/FEB/2028 1,539,000 | 1,546,695 | | 1,358,414 | | | |
| | | CSC HOLDINGS LLC | 5.50% 15/APR/2027 1,010,000 | 1,022,625 | | 934,068 | | | |
| | | CSC HOLDINGS LLC | 5.75% 15/JAN/2030 1,106,000 | 1,153,003 | | 688,485 | | | |
| | | CSC HOLDINGS LLC | 6.50% 01/FEB/2029 2,903,000 | 3,153,125 | | 2,562,188 | | | |
| | | CVS PASS-THROUGH TRUST | 5.88% 10/JAN/2028 68,358 | 65,990 | | 67,687 | | | |
| | | CVS PASS-THROUGH TRUST | 6.04% 10/DEC/2028 315,322 | 231,973 | | 318,636 | | | |
| | | DANONE SA | 2.95% 02/NOV/2026 3,000,000 | 3,292,445 | | 2,867,315 | | | |
| | | DANSKE BANK A/S | 1.62% 11/SEP/2026 2,800,000 | 2,800,000 | | 2,613,255 | | | |
| | | DANSKE BANK A/S | 3.24% 20/DEC/2025 1,100,000 | 1,100,000 | | 1,071,681 | | | |
| | | DARLING INGREDIENTS INC | 6.00% 15/JUN/2030 1,376,000 | 1,397,619 | | 1,376,904 | | | |
| | | DAVITA INC | 4.63% 01/JUN/2030 1,055,000 | 815,635 | | 920,160 | | | |
| | | DBS BANK LTD. | ZCP 17/JAN/2024 3,000,000 | 2,992,653 | | 2,991,527 | | | |
| | | DBS BANK LTD. | ZCP 04/JAN/2024 7,400,000 | 7,396,633 | | 7,393,418 | | | |
| | DELEK LOGISTICS PARTNERS LP | 6.75% 15/MAY/2025 1,242,000 | 1,232,623 | | 1,233,666 | | | |
| | | DELL EQUIPMENT FINANCE TRUST | 0.53% 22/DEC/2026 1,041,185 | 1,032,656 | | 1,032,719 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | |
| | DELL EQUIPMENT FINANCE TRUST | 2.49% 23/AUG/2027 4,052,469 | 3,961,650 | | 4,004,018 | | | |
| | | DELL EQUIPMENT FINANCE TRUST | 5.64% 24/JUN/2024 3,628,734 | 3,628,677 | | 3,629,197 | | | |
| | | DELL EQUIPMENT FINANCE TRUST | 5.76% 22/OCT/2024 1,036,951 | 1,036,951 | | 1,037,635 | | | |
| | | DELOS AIRCRAFT DESIGNATED ACTIVITY CO | ZCP 31/OCT/2027 40,000 | 39,783 | | 40,210 | | | |
| | | DELTA AIR LINES INC | 4.38% 19/APR/2028 442,000 | 413,270 | | 427,545 | | | |
| | | DELTA AIR LINES INC | 4.50% 20/OCT/2025 866,000 | 889,815 | | 853,026 | | | |
| | | DEUTSCHE BANK AG/NEW YORK | 6.82% 20/NOV/2029 700,000 | 700,000 | | 737,696 | | | |
| | | DEWOLF PARK CLO LTD | FLT 15/OCT/2030 475,911 | 473,293 | | 475,127 | | | |
| | | DEXIA CREDIT LOCAL SA | ZCP 07/MAY/2024 5,800,000 | 5,689,510 | | 5,688,555 | | | |
| | | DEXIA CREDIT LOCAL SA | ZCP 31/JAN/2024 5,500,000 | 5,474,563 | | 5,473,052 | | | |
| | | DIRECTV FINANCING LLC | 5.88% 15/AUG/2027 600,000 | 600,000 | | 564,132 | | | |
| | | DISH DBS CORP | 5.13% 01/JUN/2029 3,777,000 | 3,416,886 | | 1,946,628 | | | |
| | | DISH DBS CORP | 5.75% 01/DEC/2028 2,124,000 | 2,121,345 | | 1,694,102 | | | |
| | | DISH DBS CORP | 7.75% 01/JUL/2026 1,714,000 | 1,850,613 | | 1,193,818 | | | |
| | | DISH NETWORK CORP | 11.75% 15/NOV/2027 5,541,000 | 5,606,507 | | 5,801,089 | | | |
| | | DLLAA 2023-1 LLC | 5.63% 20/AUG/2024 2,625,223 | 2,625,242 | | 2,625,448 | | | |
| | | DLLMT 2023-1 LLC | 5.53% 20/MAY/2024 2,506,245 | 2,506,341 | | 2,506,178 | | | |
| | | DLLST 2022-1 LLC | 3.40% 21/JAN/2025 5,184,623 | 5,146,182 | | 5,149,016 | | | |
| | | DNB BANK ASA | ZCP 15/APR/2024 2,800,000 | 2,754,800 | | 2,755,500 | | | |
| | | DNB BANK ASA | ZCP 16/SEP/2024 1,700,000 | 1,634,922 | | 1,637,825 | | | |
| | | DNB BANK ASA | ZCP 25/MAR/2024 2,200,000 | 2,171,648 | | 2,171,740 | | | |
| | | DNB BANK ASA | ZERO 10/JUN/2024 2,900,000 | 2,827,760 | | 2,831,319 | | | |
| | | DRYDEN SENIOR LOAN FUND | FLT 15/APR/2028 360,119 | 360,119 | | 360,017 | | | |
| | | DT MIDSTREAM INC | 4.13% 15/JUN/2029 3,252,000 | 3,164,256 | | 2,991,986 | | | |
| | | DT MIDSTREAM INC | 4.38% 15/JUN/2031 1,397,000 | 1,245,103 | | 1,259,521 | | | |
| | | DTE ENERGY CO | 1.05% 01/JUN/2025 1,200,000 | 1,198,548 | | 1,130,898 | | | |
| | | EDISON INTERNATIONAL | 6.95% 15/NOV/2029 800,000 | 792,712 | | 869,115 | | | |
| | | EL PASO NATURAL GAS CO LLC | 8.38% 15/JUN/2032 70,000 | 62,621 | | 81,698 | | | |
| | | ELEMENT SOLUTIONS INC | 3.88% 01/SEP/2028 2,562,000 | 2,608,246 | | 2,359,011 | | | |
| | | ELEVATION CLO 2020-11 LTD | FLT 15/APR/2033 700,000 | 693,560 | | 694,842 | | | |
| | | ELI LILLY AND CO. | ZCP 23/JAN/2024 10,500,000 | 10,465,671 | | 10,461,176 | | | |
| | | EMRLD BORROWER LP | 6.63% 15/DEC/2030 2,777,000 | 2,777,000 | | 2,836,344 | | | |
| | | ENDEAVOR ENERGY RESOURCES LP | 5.75% 30/JAN/2028 1,557,000 | 1,576,361 | | 1,558,469 | | | |
| | | ENERGY TRANSFER LP | 3.90% 15/JUL/2026 200,000 | 190,234 | | 194,460 | | | |
| | ENERGY TRANSFER LP | 4.05% 15/MAR/2025 400,000 | 399,672 | | 393,543 | | | |
| | | ENTEGRIS INC | 5.95% 15/JUN/2030 3,839,000 | 3,595,056 | | 3,812,525 | | | |
| | | ENTERGY TEXAS INC | 1.75% 15/MAR/2031 900,000 | 896,670 | | 738,360 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | ENTERPRISE FLEET FINANCING | 5.91% 21/OCT/2024 2,100,597 | 2,100,597 | | 2,103,034 | | | |
| | | ENTERPRISE FLEET FUNDING | 0.44% 21/DEC/2026 1,123,335 | 1,096,601 | | 1,111,099 | | | |
| | | ENTERPRISE FLEET FUNDING | 0.44% 21/DEC/2026 1,020,698 | 1,007,293 | | 1,009,580 | | | |
| | | EPR PROPERTIES | 4.95% 15/APR/2028 500,000 | 443,660 | | 474,401 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 4.50% 15/JAN/2029 3,650,000 | 3,399,574 | | 3,449,587 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 4.75% 15/JAN/2031 2,896,000 | 2,808,394 | | 2,695,126 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 6.00% 01/JUL/2025 1,628,000 | 1,636,869 | | 1,627,608 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 6.50% 01/JUL/2027 2,128,000 | 2,159,358 | | 2,166,498 | | | |
| | | EQM MIDSTREAM PARTNERS LP | 7.50% 01/JUN/2027 590,000 | 594,425 | | 606,914 | | | |
| | | EQUITABLE FINANCIAL LIFE | 0.80% 12/AUG/2024 700,000 | 699,937 | | 679,425 | | | |
| | | ESC LEHMAN BRTH HLD | 5.25% 06/FEB/2012 210,000 | 26,775 | | 210 | | | |
| | EUROPEAN INVT BNK | ZCP 31/JAN/2024 4,400,000 | 4,380,159 | | 4,378,801 | | | |
| | | EXPORT DEVELOPMENT CANAD | ZCP 06/FEB/2024 5,000,000 | 4,973,518 | | 4,971,005 | | | |
| | | EXPORT DEVELOPMENT CANAD | ZCP 08/FEB/2024 2,000,000 | 1,988,642 | | 1,987,790 | | | |
| | | F&G GLOBAL | 1.75% 30/JUN/2026 300,000 | 299,913 | | 271,547 | | | |
| | | FAGE INTERNATIONAL SA | 5.63% 15/AUG/2026 1,272,000 | 1,231,095 | | 1,239,836 | | | |
| | | FEDERATION DES CAISS | ZCP 03/JAN/2024 5,400,000 | 5,398,347 | | 5,396,007 | | | |
| | | FEDERATION DES CAISS | ZCP 06/MAR/2024 5,800,000 | 5,743,031 | | 5,740,482 | | | |
| | | FEDERATION DES CAISS | ZCP 16/FEB/2024 10,600,000 | 10,525,235 | | 10,521,922 | | | |
| | | FERTITTA ENTERTAINMENT LLC | 6.75% 15/JAN/2030 1,660,000 | 1,660,000 | | 1,459,493 | | | |
| | | FIFTH THIRD AUTO TRUST | 5.62% 15/AUG/2024 402,818 | 402,869 | | 402,857 | | | |
| | | FIRST ABU DHABI BANK | ZCP 20/FEB/2024 10,600,000 | 10,519,617 | | 10,516,151 | | | |
| | | FLORIDA POWER & LIGHT CO | 5.05% 01/APR/2028 700,000 | 716,226 | | 716,108 | | | |
| | | FLORIDA POWER & LIGHT CO | FLT 12/JAN/2024 4,621,000 | 4,620,984 | | 4,620,976 | | | |
| | | FLORIDA POWER & LIGHT CO | ZCP 05/FEB/2024 10,800,000 | 10,743,405 | | 10,737,946 | | | |
| | | FMS WERTMANAGEMENT | ZCP 08/FEB/2024 4,500,000 | 4,474,140 | | 4,472,744 | | | |
| | | FORD CREDIT AUTO LEASE TRUST | 3.23% 15/MAY/2025 4,326,594 | 4,294,021 | | 4,307,073 | | | |
| | | FORD CREDIT AUTO LEASE TRUST | 5.19% 15/JUN/2025 2,703,190 | 2,697,558 | | 2,700,126 | | | |
| | | FORD CREDIT AUTO LEASE TRUST | 5.69% 15/OCT/2024 4,266,248 | 4,266,906 | | 4,266,605 | | | |
| | | FORD CREDIT AUTO OWNER TRUST | 0.79% 15/NOV/2025 3,315,046 | 3,284,453 | | 3,287,669 | | | |
| | | FORD CREDIT AUTO OWNER TRUST | 5.52% 15/JUL/2024 1,879,241 | 1,879,080 | | 1,879,280 | | | |
| | | FORD CREDIT AUTO OWNER TRUST | 3.44% 15/FEB/2025 101,368 | 100,917 | | 101,234 | | | |
| | | FORD MOTOR CREDIT CO LLC | 2.90% 16/FEB/2028 1,051,000 | 1,051,000 | | 944,375 | | | |
| | | FORD MOTOR CREDIT CO LLC | 3.38% 13/NOV/2025 3,168,000 | 3,181,253 | | 3,032,543 | | | |
| | | FORD MOTOR CREDIT CO LLC | 3.66% 08/SEP/2024 2,873,000 | 2,690,582 | | 2,826,994 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.06% 01/NOV/2024 1,280,000 | 1,241,600 | | 1,257,287 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.13% 17/AUG/2027 1,880,000 | 1,880,000 | | 1,781,526 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.39% 08/JAN/2026 2,702,000 | 2,366,430 | | 2,627,734 | | | |
| | | FORD MOTOR CREDIT CO LLC | 4.54% 01/AUG/2026 700,000 | 667,821 | | 678,094 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.13% 16/JUN/2025 2,339,000 | 2,283,998 | | 2,308,704 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.58% 18/MAR/2024 200,000 | 200,992 | | 199,725 | | | |
| | | FORD MOTOR CREDIT CO LLC | 5.58% 18/MAR/2024 840,000 | 835,800 | | 838,846 | | | |
| | | FORD MOTOR CREDIT CO LLC | 6.95% 06/MAR/2026 683,000 | 682,133 | | 700,023 | | | |
| | | FORD MOTOR CREDIT CO LLC | 7.35% 04/NOV/2027 1,598,000 | 1,617,143 | | 1,685,996 | | | |
| | | FRONTIER COMMUNICATIONS HLDINGS | 8.63% 15/MAR/2031 1,855,000 | 1,853,841 | | 1,890,848 | | | |
| | | FRONTIER COMMUNICATIONS HLDINGS | 8.75% 15/MAY/2030 1,923,000 | 1,965,094 | | 1,978,207 | | | |
| | GALAXY XXI CLO LTD | FLT 20/APR/2031 651,659 | 646,771 | | 651,362 | | | |
| | | GARTNER INC | 4.50% 01/JUL/2028 814,000 | 828,245 | | 771,695 | | | |
| | | GATES GLOBAL LLC | 6.25% 15/JAN/2026 4,095,000 | 4,050,959 | | 4,074,525 | | | |
| | | GEORGIA TRANSMSSN CO | ZCP 14/FEB/2024 10,850,000 | 10,777,064 | | 10,774,560 | | | |
| | | GFL ENVIRONMENTAL INC | 4.25% 01/JUN/2025 800,000 | 800,000 | | 788,190 | | | |
| | | GFL ENVIRONMENTAL INC | 6.75% 15/JAN/2031 1,110,000 | 1,121,100 | | 1,143,826 | | | |
| | | GFL ENVIRONMENTAL INC | 3.75% 01/AUG/2025 2,312,000 | 2,335,845 | | 2,257,620 | | | |
| | | GFL ENVIRONMENTAL INC | 5.13% 15/DEC/2026 1,461,000 | 1,491,340 | | 1,445,483 | | | |
| | | GLOBAL PAYMENTS INC | 3.20% 15/AUG/2029 1,900,000 | 2,039,023 | | 1,723,794 | | | |
| | | GM FINANCIAL | 5.56% 16/JUL/2024 62,908 | 62,908 | | 62,911 | | | |
| | | GM FINANCIAL AUTO LEASING TRUST | 4.01% 22/SEP/2025 1,252,865 | 1,244,630 | | 1,245,295 | | | |
| | | GM FINANCIAL AUTO LEASING TRUST | 5.27% 20/JUN/2025 2,068,094 | 2,064,038 | | 2,066,480 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 0.35% 16/OCT/2025 1,955,411 | 1,919,967 | | 1,929,303 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 0.51% 16/APR/2026 2,242,318 | 2,187,853 | | 2,190,919 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 0.58% 16/JAN/2026 1,731,000 | 1,690,502 | | 1,694,891 | | | |
| | GM FINANCIAL CONSUMER AUTO REC TR | 2.52% 16/MAY/2025 666,418 | 662,200 | | 665,106 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 3.50% 16/SEP/2025 1,763,424 | 1,751,818 | | 1,755,871 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 4.60% 17/NOV/2025 1,412,163 | 1,406,690 | | 1,407,758 | | | |
| | | GM FINANCIAL CONSUMER AUTO REC TR | 5.56% 16/JUL/2024 272,601 | 272,555 | | 272,616 | | | |
| | | GOLDMAN SACHS GROUP INC | 1.43% 09/MAR/2027 1,700,000 | 1,700,000 | | 1,567,738 | | | |
| | | GOLDMAN SACHS GROUP INC | 1.95% 21/OCT/2027 400,000 | 355,701 | | 366,073 | | | |
| | | GOLDMAN SACHS GROUP INC | 2.38% 21/JUL/2032 600,000 | 600,000 | | 493,262 | | | |
| | | GOLDMAN SACHS GROUP INC | 2.62% 22/APR/2032 200,000 | 200,000 | | 168,171 | | | |
| | | GOLDMAN SACHS GROUP INC | 3.85% 08/JUL/2024 400,000 | 389,568 | | 396,380 | | | |
| | | GOODYEAR TIRE & RUBBER CO | 5.00% 15/JUL/2029 712,000 | 649,240 | | 672,882 | | | |
| | | GOTO GROUP INC | 5.50% 01/SEP/2027 3,798,000 | 3,782,632 | | 1,837,064 | | | |
| | | GREAT WEST LIFE | ZCP 19/JAN/2024 10,500,000 | 10,471,020 | | 10,467,378 | | | |
| | | GREATAMERICA LEASING RECEIVABLES | 5.52% 14/JUN/2024 1,088,714 | 1,088,616 | | 1,088,683 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | | GRIFOLS SA | 4.75% 15/OCT/2028 1,252,000 | 1,258,348 | | 1,135,401 | | | |
| | | GROUP 1 AUTOMOTIVE INC | 4.00% 15/AUG/2028 897,000 | 783,754 | | 831,693 | | | |
| | | GTA FUNDING | ZCP 09/JAN/2024 1,800,000 | 1,797,870 | | 1,797,060 | | | |
| | | GTA FUNDING | ZCP 22/JAN/2024 3,000,000 | 2,990,439 | | 2,989,276 | | | |
| | | GTCR AP FINANCE INC | 8.00% 15/MAY/2027 461,000 | 476,681 | | 465,635 | | | |
| | | GUARDIAN LIFE | 2.90% 06/MAY/2024 1,770,000 | 1,752,616 | | 1,753,907 | | | |
| | | H&E EQUIPMENT SERVICES INC | 3.88% 15/DEC/2028 3,615,000 | 3,413,370 | | 3,285,367 | | | |
| | | HANESBRANDS INC | 9.00% 15/FEB/2031 2,395,000 | 2,405,348 | | 2,346,276 | | | |
| | | HAWAIIAN BRAND INTELLECTUAL PR | 5.75% 20/JAN/2026 3,545,612 | 3,624,983 | | 3,337,762 | | | |
| | | HB FULLER CO | 4.25% 15/OCT/2028 1,391,000 | 1,416,587 | | 1,300,660 | | | |
| | | HEALTHEQUITY INC | 4.50% 01/OCT/2029 930,000 | 942,535 | | 863,944 | | | |
| | | HELIOS SOFTWARE HOLDINGS INC | 4.63% 01/MAY/2028 2,975,000 | 2,776,003 | | 2,713,975 | | | |
| | | HER MAJESTY RGT CANA | ZCP 09/AUG/2024 4,500,000 | 4,357,731 | | 4,354,871 | | | |
| | | HERC HOLDINGS INC | 5.50% 15/JUL/2027 774,000 | 819,860 | | 763,976 | | | |
| | | HERENS HOLDCO SARL | 4.75% 15/MAY/2028 2,243,000 | 2,134,901 | | 1,840,035 | | | |
| | | HESS MIDSTREAM OPERATIONS LP | 4.25% 15/FEB/2030 520,000 | 522,600 | | 478,400 | | | |
| | | HF SINCLAIR CORP | 5.00% 01/FEB/2028 1,260,000 | 1,275,148 | | 1,214,138 | | | |
| | | HF SINCLAIR CORP | 6.38% 15/APR/2027 871,000 | 871,000 | | 878,248 | | | |
| | | HIGHTOWER HOLDING LLC | 6.75% 15/APR/2029 1,558,000 | 1,605,081 | | 1,404,194 | | | |
| | | HILCORP ENERGY I LP | 5.75% 01/FEB/2029 1,474,000 | 1,506,854 | | 1,424,646 | | | |
| | | HILCORP ENERGY I LP | 6.00% 01/FEB/2031 725,000 | 659,750 | | 699,308 | | | |
| | | HILCORP ENERGY I LP | 6.00% 15/APR/2030 2,182,000 | 2,148,945 | | 2,117,106 | | | |
| | | HILCORP ENERGY I LP | 6.25% 01/NOV/2028 1,155,000 | 1,160,524 | | 1,150,429 | | | |
| | | HILCORP ENERGY I LP | 6.25% 15/APR/2032 1,058,000 | 997,537 | | 1,017,406 | | | |
| | | HILTON DOMESTIC OPERATING CO INC | 5.38% 01/MAY/2025 716,000 | 712,420 | | 714,049 | | | |
| | | HILTON DOMESTIC OPERATING CO INC | 5.75% 01/MAY/2028 2,420,000 | 2,498,315 | | 2,421,266 | | | |
| | | HOME DEPOT INC | 3.75% 15/FEB/2024 3,615,000 | 3,606,746 | | 3,605,329 | | | |
| | | HOME EQUITY ASSET TRUST | FLT 25/FEB/2033 211 | 186 | | 199 | | | |
| | | HOME EQUITY MORTGAGE LOAN | FLT 25/APR/2037 577,827 | 127,893 | | 491,958 | | | |
| | | HONDA AUTO RECEIV 2020-3 OWNER TR | 0.37% 18/OCT/2024 163,305 | 161,770 | | 162,859 | | | |
| | | HONDA AUTO RECEIV 2021-1 OWNER TR | 0.27% 21/APR/2025 1,669,756 | 1,644,864 | | 1,649,482 | | | |
| | | HONDA AUTO RECEIV 2022-2 OWNER TR | 3.81% 18/MAR/2025 1,119,770 | 1,114,404 | | 1,115,755 | | | |
| | | HOST HOTELS & RESORTS LP | 4.00% 15/JUN/2025 500,000 | 527,500 | | 488,304 | | | |
| | | HPEFS EQUIPMENT TRUST | 5.76% 18/OCT/2024 3,937,386 | 3,939,517 | | 3,939,745 | | | |
| | | HSBC HOLDINGS PLC | 2.63% 07/NOV/2025 1,600,000 | 1,683,152 | | 1,560,137 | | | |
| | | HSBC HOLDINGS PLC | 4.25% 18/AUG/2025 1,300,000 | 1,289,340 | | 1,271,064 | | | |
| | HSBC HOLDINGS PLC | 7.39% 03/NOV/2028 500,000 | 530,518 | | 536,179 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | HSBC BANK USA NA | 5.91% 08/AUG/2024 5,500,000 | 5,499,610 | | 5,514,780 | | | |
| | | HUB INTERNATIONAL LTD | 5.63% 01/DEC/2029 2,517,000 | 2,516,460 | | 2,405,271 | | | |
| | | HUB INTERNATIONAL LTD | 7.00% 01/MAY/2026 4,050,000 | 4,034,554 | | 4,065,653 | | | |
| | | HUB INTERNATIONAL LTD | 7.25% 15/JUN/2030 2,890,000 | 2,914,125 | | 3,052,505 | | | |
| | | HUDBAY MINERALS INC | 4.50% 01/APR/2026 4,413,000 | 4,276,139 | | 4,269,698 | | | |
| | | HUDBAY MINERALS INC | 6.13% 01/APR/2029 1,471,000 | 1,489,388 | | 1,441,504 | | | |
| | | HYUNDAI AUTO LEASE SECURITIZ TRUST | 0.38% 16/SEP/2024 1,096,854 | 1,088,579 | | 1,094,260 | | | |
| | | HYUNDAI AUTO LEASE SECURITIZ TRUST | 1.16% 15/JAN/2025 1,753,882 | 1,733,064 | | 1,742,501 | | | |
| | | HYUNDAI AUTO LEASE SECURITIZ TRUST | 3.35% 16/JUN/2025 2,583,575 | 2,561,874 | | 2,565,339 | | | |
| | | HYUNDAI AUTO LEASE SECURITIZ TRUST | 4.34% 15/JAN/2025 730,800 | 728,173 | | 729,300 | | | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | 5.35% 17/NOV/2025 2,113,923 | 2,110,028 | | 2,112,358 | | | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | 5.58% 15/JUL/2024 116,234 | 116,234 | | 116,241 | | | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | 0.38% 15/SEP/2025 404,883 | 397,562 | | 399,154 | | | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | 0.74% 15/MAY/2026 1,767,716 | 1,716,626 | | 1,719,718 | | | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | 5.19% 15/DEC/2025 2,331,745 | 2,327,588 | | 2,328,460 | | | |
| | | HYUNDAI CAPITAL AMERICA | 1.00% 17/SEP/2024 1,700,000 | 1,696,940 | | 1,645,374 | | | |
| | | IHEARTCOMMUNICATIONS INC | 4.75% 15/JAN/2028 1,723,000 | 1,662,764 | | 1,325,513 | | | |
| | | IHEARTCOMMUNICATIONS INC | 5.25% 15/AUG/2027 1,937,000 | 1,762,685 | | 1,539,134 | | | |
| | | IHEARTCOMMUNICATIONS INC | 6.38% 01/MAY/2026 806,655 | 844,635 | | 687,811 | | | |
| | | IHEARTCOMMUNICATIONS INC | 8.38% 01/MAY/2027 3,958,572 | 4,032,713 | | 2,569,410 | | | |
| | | IHO VERWALTUNGS GMBH | 4.75% 15/SEP/2026 1,782,000 | 1,701,220 | | 1,706,265 | | | |
| | | ILIAD HOLDING SASU | 6.50% 15/OCT/2026 2,435,000 | 2,502,306 | | 2,430,236 | | | |
| | | ILIAD HOLDING SASU | 7.00% 15/OCT/2028 4,189,000 | 4,236,930 | | 4,168,428 | | | |
| | | ILLINOIS TOOL WORKS INC | 3.50% 01/MAR/2024 1,716,000 | 1,710,001 | | 1,709,816 | | | |
| | | ILLUMINATE BUYER LLC | 9.00% 01/JUL/2028 1,562,000 | 1,718,294 | | 1,493,584 | | | |
| | | IMPERIAL BRANDS FINANCE PLC | 3.50% 26/JUL/2026 1,100,000 | 1,090,023 | | 1,049,723 | | | |
| | | IMPERIAL BRANDS FINANCE PLC | 4.25% 21/JUL/2025 200,000 | 210,748 | | 196,468 | | | |
| | | INEOS QUATTRO FINANCE 2 PLC | 9.63% 15/MAR/2029 1,263,000 | 1,308,475 | | 1,348,253 | | | |
| | | ING (US) FUNDING LLC | ZCP 03/JUN/2024 5,300,000 | 5,175,672 | | 5,178,281 | | | |
| | | ING (US) FUNDING LLC | ZCP 16/FEB/2024 2,900,000 | 2,879,582 | | 2,878,718 | | | |
| | | ING (US) FUNDING LLC | ZCP 31/JAN/2024 2,700,000 | 2,687,557 | | 2,686,662 | | | |
| | | ING GROEP NV | 1.73% 01/APR/2027 800,000 | 800,000 | | 740,315 | | | |
| | | ING GROEP NV | FLT 11/SEP/2027 700,000 | 700,000 | | 702,962 | | | |
| | INGEVITY CORP | 3.88% 01/NOV/2028 2,532,000 | 2,319,512 | | 2,267,014 | | | |
| | | INNOPHOS HOLDINGS INC | 9.38% 15/FEB/2028 2,020,000 | 2,027,525 | | 1,834,281 | | | |
| | | INTEGRIS BAPTIST MEDICAL CENTER INC | 3.88% 15/AUG/2050 300,000 | 300,000 | | 230,285 | | | |
| | | INTERCONTINENTAL EXCHANGE INC | 4.00% 15/SEP/2027 1,200,000 | 1,196,820 | | 1,176,612 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | INTERCONTINENTAL EXCHANGE INC | 4.35% 15/JUN/2029 150,000 | 149,841 | | 149,085 | | | |
| | | INTERFACE INC | 5.50% 01/DEC/2028 952,000 | 910,606 | | 879,918 | | | |
| | | INTERNATIONAL GAME TECHNOLGY PLC | 4.13% 15/APR/2026 846,000 | 881,955 | | 822,241 | | | |
| | | INTERNATIONAL GAME TECHNOLGY PLC | 6.50% 15/FEB/2025 1,669,000 | 1,734,358 | | 1,670,896 | | | |
| | | ION TRADING TECHNOLOGIES SARL | 5.75% 15/MAY/2028 2,761,000 | 2,593,863 | | 2,435,561 | | | |
| | | IPALCO ENTERPRISES INC | 4.25% 01/MAY/2030 500,000 | 457,615 | | 462,405 | | | |
| | | IQVIA INC | 5.00% 15/MAY/2027 771,000 | 814,754 | | 756,718 | | | |
| | | IQVIA INC | 6.50% 15/MAY/2030 822,000 | 828,165 | | 844,884 | | | |
| | | IRB HOLDING CORP | 7.00% 15/JUN/2025 2,371,000 | 2,382,100 | | 2,371,000 | | | |
| | | IRIS HOLDINGS INC | 8.75% 15/FEB/2026 892,000 | 893,530 | | 753,686 | | | |
| | | IRON MOUNTAIN INC | 5.00% 15/JUL/2028 910,000 | 847,438 | | 874,769 | | | |
| | | IRON MOUNTAIN INC | 4.88% 15/SEP/2027 672,000 | 675,685 | | 655,849 | | | |
| | | IRON MOUNTAIN INC | 5.25% 15/JUL/2030 785,000 | 780,094 | | 750,182 | | | |
| | IRON MOUNTAIN INC | 5.25% 15/MAR/2028 1,319,000 | 1,253,050 | | 1,282,307 | | | |
| | | ITT HOLDINGS LLC | 6.50% 01/AUG/2029 1,004,000 | 1,004,000 | | 888,179 | | | |
| | | JAMES HARDIE INTERNATIONAL FIN | 5.00% 15/JAN/2028 2,738,000 | 2,671,423 | | 2,648,561 | | | |
| | | JERSEY CENTRAL POWER & LIGHT CO | 4.70% 01/APR/2024 600,000 | 656,616 | | 597,826 | | | |
| | | JOHN DEERE CAPITAL | ZCP 04/MAR/2024 5,500,000 | 5,448,239 | | 5,446,135 | | | |
| | | JOHN DEERE CAPITAL | ZCP 22/JAN/2024 7,000,000 | 6,977,787 | | 6,975,152 | | | |
| | | JOHN DEERE CAPITAL | ZCP 24/JAN/2024 2,750,000 | 2,740,425 | | 2,739,421 | | | |
| | | JOHN DEERE CAPITAL | ZCP 29/FEB/2024 5,800,000 | 5,747,910 | | 5,746,653 | | | |
| | | JOHN DEERE OWNER TRUST | 3.73% 16/JUN/2025 3,139,967 | 3,122,896 | | 3,129,937 | | | |
| | | JOHN DEERE OWNER TRUST | 4.98% 15/AUG/2025 1,491,349 | 1,485,946 | | 1,488,818 | | | |
| | | JOHN DEERE OWNER TRUST | 5.55% 15/JUL/2024 3,056,890 | 3,056,890 | | 3,056,692 | | | |
| | | JYSKE REALKREDIT | 0.50% 01/OCT/2043 1,923,258 | 311,239 | | 231,127 | | | |
| | | JYSKE REALKREDIT | 1.00% 01/OCT/2050 14,965,650 | 2,261,195 | | 1,733,184 | | | |
| | | JYSKE REALKREDIT | 1.00% 01/OCT/2053 3,895,648 | 633,973 | | 419,617 | | | |
| | | JYSKE REALKREDIT | 1.50% 01/OCT/2053 13,673,752 | 2,050,122 | | 1,552,243 | | | |
| | | JYSKE REALKREDIT | 1.50% 01/OCT/2053 4,364,201 | 659,794 | | 523,690 | | | |
| | | KAISER ALUMINUM CORP | 4.50% 01/JUN/2031 2,492,000 | 2,504,573 | | 2,148,260 | | | |
| | | KAISER ALUMINUM CORP | 4.63% 01/MAR/2028 319,000 | 295,930 | | 295,023 | | | |
| | | KBC GROUP NV | 5.80% 19/JAN/2029 700,000 | 688,450 | | 712,412 | | | |
| | | KENTUCKY UTILITIES CO | 5.45% 15/APR/2033 300,000 | 299,316 | | 312,167 | | | |
| | | KFW | ZCP 02/FEB/2024 2,500,000 | 2,487,889 | | 2,487,231 | | | |
| | | KFW | ZCP 02/MAY/2024 1,925,000 | 1,889,743 | | 1,889,965 | | | |
| | | KKR CLO 14 LTD | FLT 15/JUL/2031 503,818 | 501,248 | | 503,832 | | | |
| | | KOREA DEVELOPMENT BK NY | ZCP 02/FEB/2024 2,889,000 | 2,874,696 | | 2,873,978 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | KUBOTA CREDIT OWNER TRUST | 5.62% 15/JUL/2024 1,458,013 | 1,458,116 | | 1,457,973 | | | |
| | | KUBOTA CREDIT OWNER TRUST | 4.07% 17/JUN/2025 861,939 | 856,041 | | 857,737 | | | |
| | | LADDER CAPITAL FINANCE HOLDINGS | 4.25% 01/FEB/2027 682,000 | 645,829 | | 642,525 | | | |
| | | LADDER CAPITAL FINANCE HOLDINGS | 4.75% 15/JUN/2029 5,347,000 | 5,165,213 | | 4,820,332 | | | |
| | | LADDER CAPITAL FINANCE HOLDINGS | 5.25% 01/OCT/2025 2,764,000 | 2,443,451 | | 2,726,601 | | | |
| | | LAMB WESTON HOLDINGS INC | 4.13% 31/JAN/2030 1,926,000 | 1,892,685 | | 1,777,440 | | | |
| | | LCM INVESTMENTS HOLDINGS II LLC | 4.88% 01/MAY/2029 700,000 | 604,625 | | 650,125 | | | |
| | | LCM INVESTMENTS HOLDINGS II LLC | 8.25% 01/AUG/2031 1,169,000 | 1,170,741 | | 1,220,090 | | | |
| | LCM XV LP 15A AR2 | FLT 20/JUL/2030 1,047,779 | 1,047,779 | | 1,047,273 | | | |
| | | LEEWARD RENEWABLE ENERGY OPER | 4.25% 01/JUL/2029 526,000 | 531,260 | | 458,194 | | | |
| | | LEH.BROS.HOLD.INC. | 6.20% 26/SEP/2014 340,000 | 43,350 | | 340 | | | |
| | | LENNAR CORP | 4.75% 29/NOV/2027 800,000 | 940,104 | | 799,129 | | | |
| | | LIGHT & WONDER INTERNATIONAL INC | 7.25% 15/NOV/2029 1,181,000 | 1,233,706 | | 1,209,238 | | | |
| | | LIGHT & WONDER INTERNATIONAL INC | 7.50% 01/SEP/2031 531,000 | 535,646 | | 553,760 | | | |
| | | LITHIA MOTORS INC | 4.38% 15/JAN/2031 1,406,000 | 1,181,297 | | 1,277,815 | | | |
| | | LIVE NATION ENTERTAINMENT INC | 3.75% 15/JAN/2028 797,000 | 800,985 | | 743,276 | | | |
| | | LIVE NATION ENTERTAINMENT INC | 4.75% 15/OCT/2027 1,226,000 | 1,260,643 | | 1,175,532 | | | |
| | | LIVE NATION ENTERTAINMENT INC | 4.88% 01/NOV/2024 90,000 | 88,425 | | 89,189 | | | |
| | | LIVE NATION ENTERTAINMENT INC | 5.63% 15/MAR/2026 630,000 | 637,088 | | 624,242 | | | |
| | | LIVE NATION ENTERTAINMENT INC | 6.50% 15/MAY/2027 2,049,000 | 2,061,806 | | 2,084,831 | | | |
| | | LLOYDS BANK CORP | ZCP 11/MAR/2024 6,000,000 | 5,936,417 | | 5,934,316 | | | |
| | | LLOYDS BANK PLC | ZCP 05/MAR/2024 4,250,000 | 4,208,671 | | 4,206,613 | | | |
| | | LLOYDS BANK PLC | ZCP 22/APR/2024 3,145,000 | 3,091,186 | | 3,090,605 | | | |
| | | LMA SA & LMA AMERICAS | ZCP 08/FEB/2024 1,500,000 | 1,491,086 | | 1,490,675 | | | |
| | | LMA SA & LMA AMERICAS | ZCP 16/FEB/2024 3,000,000 | 2,978,533 | | 2,977,657 | | | |
| | | LMA SA & LMA AMERICAS | ZCP 18/JAN/2024 3,000,000 | 2,992,166 | | 2,990,997 | | | |
| | LOANCORE 2021-CRE6 ISSUER LTD | FLT 15/NOV/2038 400,000 | 383,313 | | 390,348 | | | |
| | | LVMH CORP | ZCP 19/MAR/2024 10,500,000 | 10,377,833 | | 10,373,677 | | | |
| | | MACQUARIE BANK LIMITED | ZCP 04/MAR/2024 2,500,000 | 2,475,369 | | 2,474,902 | | | |
| | | MACQUARIE BANK LIMITED | ZCP 09/AUG/2024 1,600,000 | 1,546,384 | | 1,548,163 | | | |
| | | MACQUARIE BANK LIMITED | ZCP 26/APR/2024 2,800,000 | 2,749,295 | | 2,749,323 | | | |
| | | MADISON IAQ LLC | 4.13% 30/JUN/2028 1,087,000 | 1,086,353 | | 988,869 | | | |
| | | MADISON IAQ LLC | 5.88% 30/JUN/2029 2,525,000 | 2,520,986 | | 2,225,430 | | | |
| | | MARATHON CLO IX LTD | FLT 15/APR/2029 275,423 | 275,423 | | 275,428 | | | |
| | | MARATHON STATIC CLO 2022-18 LTD | FLT 20/JUL/2030 670,770 | 670,770 | | 669,681 | | | |
| | | MARBLE POINT CLO X LTD | FLT 15/OCT/2030 1,319,049 | 1,319,049 | | 1,318,449 | | | |
| | | MARBLE POINT CLO XIV LTD | FLT 20/JAN/2032 700,000 | 694,610 | | 699,620 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | | MASS MUTUAL | FLT 12/APR/2024 450,000 | 450,000 | | 450,121 | | | |
| | | MATADOR RESOURCES CO | 5.88% 15/SEP/2026 3,205,000 | 3,182,686 | | 3,180,980 | | | |
| | | MATADOR RESOURCES CO | 6.88% 15/APR/2028 1,015,000 | 1,004,444 | | 1,030,214 | | | |
| | | MATCH GROUP HOLDINGS II LLC | 3.63% 01/OCT/2031 1,740,000 | 1,481,526 | | 1,503,395 | | | |
| | | MATCH GROUP HOLDINGS II LLC | 4.63% 01/JUN/2028 1,788,000 | 1,827,504 | | 1,712,010 | | | |
| | | MATTEL INC | 5.88% 15/DEC/2027 1,723,000 | 1,791,627 | | 1,720,224 | | | |
| | | MCAFEE CORP | 7.38% 15/FEB/2030 4,466,000 | 3,874,634 | | 4,080,253 | | | |
| | | MCCORMICK & CO INC/MD | 3.15% 15/AUG/2024 800,000 | 799,496 | | 787,343 | | | |
| | | MEDLINE BORROWER LP | 3.88% 01/APR/2029 1,976,000 | 1,750,042 | | 1,786,308 | | | |
| | | MEDLINE BORROWER LP | 5.25% 01/OCT/2029 5,209,000 | 4,483,325 | | 4,908,817 | | | |
| | | MERCEDES-BENZ AUTO LEASE TRUST | 0.40% 15/NOV/2024 563,855 | 558,061 | | 562,789 | | | |
| | | MERCEDES-BENZ AUTO RECEIVAB TRUST | 5.26% 15/OCT/2025 1,260,758 | 1,258,905 | | 1,259,771 | | | |
| | | MERCEDES-BENZ FIN LLC | ZCP 27/MAR/2024 10,800,000 | 10,660,680 | | 10,653,159 | | | |
| | | MERCEDES-BENZ FINANCE NORTH AMER | 4.80% 30/MAR/2026 700,000 | 699,069 | | 700,531 | | | |
| | | MERITAGE HOMES CORP | 6.00% 01/JUN/2025 705,000 | 709,406 | | 703,115 | | | |
| | | METROPOLITAN EDISON CO | 5.20% 01/APR/2028 400,000 | 399,444 | | 403,239 | | | |
| | | MGIC INVESTMENT CORP | 5.25% 15/AUG/2028 2,011,000 | 2,103,972 | | 1,957,567 | | | |
| | | MICROSOFT CORP | ZCP 28/MAR/2024 4,500,000 | 4,442,036 | | 4,439,925 | | | |
| | | MICROSOFT CORP | ZCP 07/JUN/2024 600,000 | 585,988 | | 586,147 | | | |
| | | MIDOCEAN CREDIT CLO VIII | FLT 20/FEB/2031 1,642,713 | 1,642,713 | | 1,640,625 | | | |
| | MIDWEST CONNECTOR CAPITAL CO LLC | 3.90% 01/APR/2024 800,000 | 803,500 | | 795,409 | | | |
| | MIDWEST GAMING BORROWER LLC | 4.88% 01/MAY/2029 2,128,000 | 2,128,000 | | 1,979,040 | | | |
| | MILEAGE PLUS HOLDINGS LLC | 6.50% 20/JUN/2027 2,834,352 | 2,860,788 | | 2,842,530 | | | |
| | MILEAGE PLUS HOLDINGS LLC | 6.50% 20/JUN/2027 210,000 | 226,800 | | 210,606 | | | |
| | MITSUBISHI UFJ TR&BK NY | ZCP 05/JUL/2024 2,750,000 | 2,750,000 | | 2,752,707 | | | |
| | MIZUHO BANK LTD | ZCP 10/JUN/2024 1,000,000 | 975,537 | | 975,814 | | | |
| | MIZUHO BANK SINGAPORE | ZCP 07/MAY/2024 5,700,000 | 5,588,019 | | 5,587,594 | | | |
| | MIZUHO BANK LTD | 5.80% 29/FEB/2024 3,444,000 | 3,443,995 | | 3,445,289 | | | |
| | MKS CLO 2017-1 LTD | FLT 20/JUL/2030 438,194 | 438,194 | | 437,684 | | | |
| | MMAF EQUIPMENT FINANCE LLC | 5.71% 09/AUG/2024 1,888,467 | 1,888,518 | | 1,888,804 | | | |
| | MORGAN STANLEY | 2.24% 21/JUL/2032 900,000 | 900,000 | | 734,824 | | | |
| | MORGAN STANLEY | 5.12% 01/FEB/2029 300,000 | 299,994 | | 301,620 | | | |
| | MORGAN STANLEY ABS CAPITAL I INC TR | FLT 25/JUL/2034 192,319 | 192,108 | | 193,345 | | | |
| | MORGAN STANLEY BANK NA | 5.48% 16/JUL/2025 700,000 | 700,000 | | 706,478 | | | |
| | MORGAN STANLEY BANK NA | 5.88% 30/OCT/2026 400,000 | 400,000 | | 411,364 | | | |
| | MOUNTAIN VIEW CLO 2017-1 LLC | FLT 16/OCT/2029 386,304 | 386,304 | | 386,165 | | | |
| | MUFG BANK LTD | ZCP 02/FEB/2024 2,800,000 | 2,786,012 | | 2,785,439 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | MUFG BANK LTD | ZCP 19/JAN/2024 4,200,000 | 4,188,345 | | 4,186,910 | | | |
| | MUFG BANK LTD | ZCP 28/JUN/2024 1,000,000 | 972,951 | | 973,263 | | | |
| | MUFG BANK LTD | 5.71% 28/MAY/2024 2,800,000 | 2,800,102 | | 2,801,663 | | | |
| | NABORS INDUSTRIES INC | 7.38% 15/MAY/2027 1,189,000 | 1,167,121 | | 1,164,843 | | | |
| | NABORS INDUSTRIES INC | 9.13% 31/JAN/2030 1,685,000 | 1,684,376 | | 1,691,841 | | | |
| | NABORS INDUSTRIES LTD | 7.25% 15/JAN/2026 1,942,000 | 1,710,798 | | 1,866,670 | | | |
| | NABORS INDUSTRIES LTD | 7.50% 15/JAN/2028 153,000 | 146,514 | | 132,919 | | | |
| | NATIONAL BANK OF CANADA | ZCP 01/APR/2024 2,650,000 | 2,612,446 | | 2,612,488 | | | |
| | NATIONAL BANK OF CANADA | ZCP 15/MAR/2024 8,435,000 | 8,339,638 | | 8,337,347 | | | |
| | NATIONAL BANK OF CANADA | ZCP 26/FEB/2024 5,189,000 | 5,143,926 | | 5,143,177 | | | |
| | NATIONWIDE BUILDING SOCIETY | 5.26% 10/NOV/2026 300,000 | 300,000 | | 305,695 | | | |
| | NATIXIS NY | 5.90% 05/JUN/2024 2,000,000 | 2,000,000 | | 2,002,503 | | | |
| | NATL AUSTRALIA BK LTD | ZCP 04/MAR/2024 2,800,000 | 2,772,511 | | 2,772,239 | | | |
| | NATWEST GROUP PLC | 4.27% 22/MAR/2025 400,000 | 400,000 | | 398,599 | | | |
| | NATWEST MARKETS PLC | FLT 29/SEP/2026 1,700,000 | 1,700,000 | | 1,672,559 | | | |
| | NAVIENT CORP | 11.50% 15/MAR/2031 1,386,000 | 1,389,465 | | 1,518,267 | | | |
| | NAVIENT CORP | 6.75% 25/JUN/2025 2,047,000 | 2,180,525 | | 2,072,072 | | | |
| | NAVIENT PRIVATE EDUCATION LOAN TR | 2.46% 15/NOV/2068 645,271 | 651,119 | | 604,034 | | | |
| | NCL CORP LTD | 5.88% 15/MAR/2026 1,809,000 | 1,692,729 | | 1,766,093 | | | |
| | NCL CORP LTD | 7.75% 15/FEB/2029 458,000 | 457,166 | | 460,165 | | | |
| | NCL FINANCE LTD | 6.13% 15/MAR/2028 537,000 | 494,040 | | 512,896 | | | |
| | NCR ATLEOS CORP | 9.50% 01/APR/2029 2,825,000 | 2,796,001 | | 3,001,551 | | | |
| | NCR VOYIX CORP | 5.00% 01/OCT/2028 2,893,000 | 2,821,314 | | 2,735,951 | | | |
| | NCR VOYIX CORP | 5.13% 15/APR/2029 3,090,000 | 2,658,214 | | 2,937,034 | | | |
| | NCR VOYIX CORP | 5.25% 01/OCT/2030 1,123,000 | 1,099,899 | | 1,031,051 | | | |
| | NEDERLANDSE WATERSCHAPS | ZCP 26/FEB/2024 10,500,000 | 10,411,637 | | 10,408,412 | | | |
| | NELNET STUDENT LOAN TRUST | FLT 20/FEB/2041 617,685 | 617,685 | | 617,678 | | | |
| | NEPTUNE BIDCO US INC | 9.29% 15/APR/2029 4,588,000 | 4,395,262 | | 4,277,208 | | | |
| | NESTLE FINANCE INTL LTD | ZCP 31/JAN/2024 5,000,000 | 4,977,500 | | 4,975,933 | | | |
| | NESTLE HOLDINGS INC | 0.38% 15/JAN/2024 2,150,000 | 2,145,615 | | 2,146,351 | | | |
| | NEW RED FINANCE IN | 3.88% 15/JAN/2028 3,648,000 | 3,629,135 | | 3,445,429 | | | |
| | NEW RED FINANCE IN | 4.00% 15/OCT/2030 1,753,000 | 1,629,897 | | 1,571,724 | | | |
| | NEW RED FINANCE IN | 4.38% 15/JAN/2028 2,125,000 | 2,151,080 | | 2,031,053 | | | |
| | NEW RED FINANCE IN | 5.75% 15/APR/2025 883,000 | 895,925 | | 880,079 | | | |
| | NEW YORK LIFE | 2.88% 10/APR/2024 1,800,000 | 1,786,795 | | 1,785,939 | | | |
| | NEW YORK LIFE | 2.90% 17/JAN/2024 3,200,000 | 3,196,146 | | 3,196,477 | | | |
| | NEW YORK LIFE | 3.15% 06/JUN/2024 1,000,000 | 999,190 | | 990,080 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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 | FLT 26/APR/2024 254,000 | 253,985 | | 253,970 | | | |
| | NEW YORK STATE ELECTRIC & GAS CORP | 5.65% 15/AUG/2028 1,100,000 | 1,097,756 | | 1,128,862 | | | |
| | NEWARK BSL CLO 2 LTD | FLT 25/JUL/2030 534,702 | 532,831 | | 533,914 | | | |
| | NEWELL BRANDS INC | 5.20% 01/APR/2026 1,780,000 | 1,666,473 | | 1,756,022 | | | |
| | NEXTERA ENERGY OPERATING PARTNER | 4.50% 15/SEP/2027 2,697,000 | 2,550,579 | | 2,595,867 | | | |
| | NEXTERA ENERGY OPERATING PARTNER | 7.25% 15/JAN/2029 2,294,000 | 2,294,000 | | 2,399,243 | | | |
| | NFP CORP | 6.88% 15/AUG/2028 5,235,000 | 5,216,684 | | 5,320,722 | | | |
| | NFP CORP | 7.50% 01/OCT/2030 3,571,000 | 3,557,114 | | 3,797,466 | | | |
| | NISSAN AUTO LEASE TRUST | 3.81% 15/MAY/2025 5,388,079 | 5,356,972 | | 5,366,014 | | | |
| | NISSAN AUTO LEASE TRUST | 5.10% 17/MAR/2025 3,630,911 | 3,619,401 | | 3,623,846 | | | |
| | NISSAN AUTO RECEIV 2022-B OWNER TR | 4.50% 15/AUG/2025 1,404,565 | 1,398,510 | | 1,400,070 | | | |
| | NISSAN AUTO RECEIV 2023-B OWNER TR | 5.71% 15/NOV/2024 5,628,252 | 5,628,252 | | 5,630,698 | | | |
| | NISSAN MOTOR ACCEPTANCE CO LLC | 1.85% 16/SEP/2026 900,000 | 797,769 | | 809,883 | | | |
| | NOMURA HOLDINGS INC | 1.85% 16/JUL/2025 600,000 | 600,000 | | 568,186 | | | |
| | NOMURA HOLDINGS INC | 2.17% 14/JUL/2028 500,000 | 485,238 | | 439,215 | | | |
| | NOMURA HOLDINGS INC | 5.71% 09/JAN/2026 700,000 | 700,000 | | 706,558 | | | |
| | NOMURA HOLDINGS INC | 5.84% 18/JAN/2028 600,000 | 600,000 | | 613,234 | | | |
| | NORDEA BANK | ZCP 01/FEB/2024 5,200,000 | 5,175,516 | | 5,173,906 | | | |
| | NORDEA BANK | ZCP 13/MAY/2024 750,000 | 734,958 | | 735,010 | | | |
| | NORDEA KREDIT REALKREDIT | 0.50% 01/OCT/2043 773,788 | 125,201 | | 93,189 | | | |
| | NORDEA KREDIT REALKREDIT | 1.50% 01/OCT/2053 400,000 | 58,405 | | 40,145 | | | |
| | NORINCHUKIN BK | 5.66% 29/JAN/2024 5,500,000 | 5,499,785 | | 5,501,089 | | | |
| | NORTHWESTERN MUTUAL | FLT 25/MAR/2024 808,000 | 807,907 | | 808,058 | | | |
| | NOVA CHEMICALS CORP | 4.25% 15/MAY/2029 1,658,000 | 1,589,233 | | 1,395,996 | | | |
| | NOVA CHEMICALS CORP | 4.88% 01/JUN/2024 174,000 | 170,932 | | 172,479 | | | |
| | NOVA CHEMICALS CORP | 5.25% 01/JUN/2027 2,149,000 | 2,151,823 | | 2,014,707 | | | |
| | NOVA CHEMICALS CORP | 8.50% 15/NOV/2028 999,000 | 1,010,184 | | 1,047,611 | | | |
| | NOVA CHEMICALS CORP | 5.00% 01/MAY/2025 828,000 | 774,180 | | 808,140 | | | |
| | NOVELIS CORP | 3.25% 15/NOV/2026 1,091,000 | 1,101,910 | | 1,026,966 | | | |
| | NOVELIS CORP | 3.88% 15/AUG/2031 1,783,000 | 1,721,546 | | 1,571,231 | | | |
| | NOVELIS CORP | 4.75% 30/JAN/2030 3,238,000 | 3,187,400 | | 3,045,262 | | | |
| | NRG ENERGY INC | 3.63% 15/FEB/2031 2,839,000 | 2,818,143 | | 2,439,378 | | | |
| | NRG ENERGY INC | 3.88% 15/FEB/2032 443,000 | 377,978 | | 379,230 | | | |
| | NRG ENERGY INC | 5.25% 15/JUN/2029 1,167,000 | 1,207,967 | | 1,129,903 | | | |
| | NTT FINANCE CORP | 0.58% 01/MAR/2024 773,000 | 766,504 | | 766,745 | | | |
| | NUSTAR LOGISTICS LP | 5.75% 01/OCT/2025 1,516,000 | 1,575,825 | | 1,504,630 | | | |
| | NUSTAR LOGISTICS LP | 6.00% 01/JUN/2026 1,760,000 | 1,713,547 | | 1,756,902 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | NUSTAR LOGISTICS LP | 5.63% 28/APR/2027 2,636,000 | 2,670,950 | | 2,624,771 | | | |
| | NVR INC | 3.00% 15/MAY/2030 200,000 | 216,704 | | 178,485 | | | |
| | NXP BV / NXP FUNDING LLC | 3.88% 18/JUN/2026 300,000 | 299,892 | | 292,542 | | | |
| | NXP BV / NXP FUNDING LLC | 4.88% 01/MAR/2024 300,000 | 299,913 | | 298,161 | | | |
| | NYKREDIT REALKREDIT | 1.00% 01/OCT/2053 396,612 | 57,315 | | 42,711 | | | |
| | NYKREDIT REALKREDIT | 1.50% 01/OCT/2052 1,395,719 | 207,402 | | 168,053 | | | |
| | NYKREDIT REALKREDIT | 0.50% 01/OCT/2043 8,749,534 | 1,420,133 | | 1,050,447 | | | |
| | NYKREDIT REALKREDIT | 1.00% 01/OCT/2050 920 | 137 | | 106 | | | |
| | OCCIDENTAL PETROLEUM CORP | 7.50% 01/MAY/2031 565,000 | 413,863 | | 633,560 | | | |
| | OESTERREICHISCHE | ZCP 22/JAN/2024 5,400,000 | 5,383,393 | | 5,380,822 | | | |
| | OLYMPUS WATER US HOLDING CORP | 4.25% 01/OCT/2028 2,183,000 | 2,172,909 | | 1,963,925 | | | |
| | OLYMPUS WATER US HOLDING CORP | 9.75% 15/NOV/2028 3,342,000 | 3,342,000 | | 3,545,214 | | | |
| | OLYMPUS WATER US HOLDING CORP | 6.25% 01/OCT/2029 2,893,000 | 2,195,603 | | 2,568,525 | | | |
| | OLYMPUS WATER US HOLDING CORP | 7.13% 01/OCT/2027 1,997,000 | 1,981,655 | | 1,999,237 | | | |
| | ONEMAIN FINANCE CORP | 4.00% 15/SEP/2030 1,687,000 | 1,255,443 | | 1,443,382 | | | |
| | ONEMAIN FINANCE CORP | 5.38% 15/NOV/2029 184,000 | 149,270 | | 172,491 | | | |
| | ONEMAIN FINANCE CORP | 6.88% 15/MAR/2025 2,382,000 | 2,361,145 | | 2,411,251 | | | |
| | ONEMAIN FINANCE CORP | 7.88% 15/MAR/2030 1,707,000 | 1,696,980 | | 1,757,349 | | | |
| | ONEMAIN FINANCE CORP | 9.00% 15/JAN/2029 1,193,000 | 1,193,000 | | 1,261,959 | | | |
| | ONEMAIN FINANCIAL ISSUANCE TRUST | FLT 16/JUN/2036 1,300,000 | 1,237,781 | | 1,273,862 | | | |
| | ONTARIO TEACHERS'FINAN | ZCP 15/JUL/2024 5,800,000 | 5,637,374 | | 5,636,160 | | | |
| | ONTARIO TEACHERS'FINAN | ZCP 03/JAN/2024 500,000 | 499,849 | | 499,631 | | | |
| | ONTARIO TEACHERS'FINAN | ZCP 06/MAY/2024 5,500,000 | 5,393,943 | | 5,396,921 | | | |
| | ONTARIO TEACHERS'FINAN | ZCP 08/FEB/2024 3,000,000 | 2,982,678 | | 2,981,727 | | | |
| | OPEN TEXT CORP | 6.90% 01/DEC/2027 1,000,000 | 1,000,000 | | 1,039,755 | | | |
| | OPENLANE INC | 5.13% 01/JUN/2025 2,764,000 | 2,743,522 | | 2,715,630 | | | |
| | OPTION ONE MORTGAGE LOAN TRUST | FLT 25/NOV/2034 254,857 | 253,622 | | 250,710 | | | |
| | ORACLE CORP | 2.88% 25/MAR/2031 600,000 | 510,426 | | 532,234 | | | |
| | ORGANON & CO | 4.13% 30/APR/2028 2,058,000 | 2,033,326 | | 1,894,822 | | | |
| | ORGANON & CO | 5.13% 30/APR/2031 3,711,000 | 3,643,945 | | 3,173,045 | | | |
| | OUTFRONT MEDIA CAPITAL LLC | 4.25% 15/JAN/2029 693,000 | 694,733 | | 625,342 | | | |
| | OUTFRONT MEDIA CAPITAL LLC | 4.63% 15/MAR/2030 3,050,000 | 2,615,665 | | 2,720,847 | | | |
| | OUTFRONT MEDIA CAPITAL LLC | 5.00% 15/AUG/2027 755,000 | 703,094 | | 730,511 | | | |
| | OZLM XVI LTD | FLT 16/MAY/2030 735,656 | 735,656 | | 734,743 | | | |
| | PACCAR FINL CORP | ZCP 25/JAN/2024 10,000,000 | 9,963,800 | | 9,959,135 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 2.95% 01/MAR/2026 300,000 | 324,000 | | 287,043 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 3.50% 15/JUN/2025 200,000 | 220,750 | | 194,306 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | PACIFIC GAS AND ELECTRIC CO | 4.25% 15/MAR/2046 800,000 | 852,240 | | 616,895 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 4.55% 01/JUL/2030 400,000 | 453,284 | | 380,908 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 6.75% 15/JAN/2053 400,000 | 398,000 | | 436,720 | | | |
| | PACIFIC GAS AND ELECTRIC CO | 6.95% 15/MAR/2034 700,000 | 698,250 | | 770,405 | | | |
| | PACIFIC LIFE | ZCP 19/JAN/2024 3,000,000 | 2,991,720 | | 2,990,659 | | | |
| | PALMER SQUARE LOAN FUNDING | FLT 20/JUL/2029 1,877,029 | 1,877,029 | | 1,873,508 | | | |
| | PARK INTERMEDIATE HOLDINGS LLC | 4.88% 15/MAY/2029 1,727,000 | 1,629,690 | | 1,597,405 | | | |
| | PARK INTERMEDIATE HOLDINGS LLC | 5.88% 01/OCT/2028 1,507,000 | 1,512,943 | | 1,482,105 | | | |
| | PENSKE TRUCK LEASING CO LP | 3.90% 01/FEB/2024 400,000 | 398,084 | | 399,204 | | | |
| | PERMIAN RESOURCES OPERATING LLC | 5.88% 01/JUL/2029 3,878,000 | 3,516,756 | | 3,780,835 | | | |
| | PERMIAN RESOURCES OPERATING LLC | 6.88% 01/APR/2027 353,000 | 341,528 | | 352,826 | | | |
| | PERMIAN RESOURCES OPERATING LLC | 7.00% 15/JAN/2032 3,346,000 | 3,349,455 | | 3,448,783 | | | |
| | PETSMART INC | 4.75% 15/FEB/2028 2,860,000 | 2,887,844 | | 2,698,237 | | | |
| | PETSMART INC | 7.75% 15/FEB/2029 2,721,000 | 2,732,730 | | 2,646,441 | | | |
| | PG&E CORP | 5.00% 01/JUL/2028 959,000 | 974,584 | | 935,613 | | | |
| | PHILIP MORRIS INTERNATIONAL INC | 5.13% 17/NOV/2027 600,000 | 597,078 | | 611,139 | | | |
| | PIEDMONT HEALTHCARE INC | 2.04% 01/JAN/2032 300,000 | 300,000 | | 241,448 | | | |
| | PILGRIM'S PRIDE CORP | 3.50% 01/MAR/2032 2,663,000 | 2,640,208 | | 2,251,353 | | | |
| | PILGRIM'S PRIDE CORP | 4.25% 15/APR/2031 2,073,000 | 1,964,248 | | 1,872,380 | | | |
| | PNC BANK NA | 2.50% 27/AUG/2024 900,000 | 899,577 | | 882,151 | | | |
| | PORSCHE FINANCIAL AUTO SECURITIZ TR | 5.66% 22/NOV/2024 5,883,512 | 5,883,512 | | 5,886,382 | | | |
| | POST HOLDINGS INC | 5.75% 01/MAR/2027 1,350,000 | 1,398,229 | | 1,340,362 | | | |
| | POST HOLDINGS INC | 4.63% 15/APR/2030 2,375,000 | 2,376,250 | | 2,185,000 | | | |
| | POST HOLDINGS INC | 5.63% 15/JAN/2028 2,669,000 | 2,648,833 | | 2,645,105 | | | |
| | PRESTIGE BRANDS INC | 5.13% 15/JAN/2028 1,000,000 | 1,014,169 | | 971,130 | | | |
| | PRIMO WATER HOLDINGS INC | 4.38% 30/APR/2029 2,727,000 | 2,666,676 | | 2,512,638 | | | |
| | PRINCIPAL LIFE | 5.50% 28/JUN/2028 900,000 | 899,964 | | 912,377 | | | |
| | PRINCIPAL LIFE | FLT 12/APR/2024 2,709,000 | 2,709,013 | | 2,707,808 | | | |
| | PROCTOR GAMBLE | ZCP 02/FEB/2024 4,635,000 | 4,612,917 | | 4,611,350 | | | |
| | PROCTOR GAMBLE | ZCP 05/FEB/2024 6,000,000 | 5,968,617 | | 5,966,805 | | | |
| | PROTECTIVE LIFE | 0.47% 12/JAN/2024 4,776,000 | 4,768,378 | | 4,769,746 | | | |
| | PROTECTIVE LIFE | 5.47% 08/DEC/2028 700,000 | 700,000 | | 719,395 | | | |
| | PROV. BRITISH COLUMBIA | ZCP 15/APR/2024 5,800,000 | 5,709,496 | | 5,707,429 | | | |
| | PROV. BRITISH COLUMBIA | ZCP 16/FEB/2024 5,835,000 | 5,794,142 | | 5,792,655 | | | |
| | PROV. BRITISH COLUMBIA | ZCP 22/JAN/2024 9,800,000 | 9,769,073 | | 9,765,278 | | | |
| | PROV. BRITISH COLUMBIA | ZCP 25/MAR/2024 5,800,000 | 5,727,732 | | 5,724,885 | | | |
| | PROVIDENCE ST JOSEPH HEALTH OBLIG | 5.40% 01/OCT/2033 500,000 | 495,755 | | 510,291 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | PROVIDENT FUNDING ASSOCIATES LP | 6.38% 15/JUN/2025 1,815,000 | 1,826,877 | | 1,665,263 | | | |
| | PROVINCE OF ALBERTA | ZCP 25/MAR/2024 5,800,000 | 5,727,867 | | 5,725,165 | | | |
| | PROVINCE OF ALBERTA | ZCP 15/FEB/2024 10,400,000 | 10,329,800 | | 10,326,146 | | | |
| | PSP CAPITAL INC | ZCP 02/FEB/2024 5,500,000 | 5,473,356 | | 5,471,776 | | | |
| | PSP CAPITAL INC | ZCP 08/MAR/2024 5,000,000 | 4,950,029 | | 4,948,083 | | | |
| | PUBLIC STORAGE OPERATING CO | FLT 23/APR/2024 4,223,000 | 4,222,376 | | 4,222,752 | | | |
| | PUGET ENERGY INC | 2.38% 15/JUN/2028 500,000 | 500,000 | | 447,334 | | | |
| | RAAC SERIES 2007-RP3 TRUST | FLT 25/OCT/2046 225,823 | 130,082 | | 215,428 | | | |
| | RAD CLO 21 LTD | FLT 25/JAN/2033 700,000 | 700,000 | | 699,645 | | | |
| | RADIAN GROUP INC | 4.88% 15/MAR/2027 1,599,000 | 1,602,525 | | 1,545,603 | | | |
| | RADIAN GROUP INC | 6.63% 15/MAR/2025 2,037,000 | 2,154,999 | | 2,044,812 | | | |
| | RADIATE HOLDCO LLC | 6.50% 15/SEP/2028 514,000 | 520,017 | | 251,852 | | | |
| | RAMP SERIES 2005-RS7 TRUST | FLT 25/JUL/2035 63,254 | 62,780 | | 62,638 | | | |
| | REALKREDIT DANMARK | 1.00% 01/OCT/2050 2,949,483 | 428,900 | | 340,545 | | | |
| | REALKREDIT DANMARK | 1.00% 01/OCT/2053 1,126,957 | 159,360 | | 128,668 | | | |
| | REALKREDIT DANMARK | 1.00% 01/OCT/2053 20,993 | 3,418 | | 2,259 | | | |
| | REALKREDIT DANMARK | 1.50% 01/OCT/2053 1,091,763 | 163,549 | | 124,385 | | | |
| | RENAISSANCE HOME EQUITY LOAN TR | FLT 25/MAY/2034 869,418 | 856,377 | | 770,533 | | | |
| | RENESAS ELECTRONICS CORP | 2.17% 25/NOV/2026 2,000,000 | 2,000,000 | | 1,826,617 | | | |
| | RESIDEO FUNDING INC | 4.00% 01/SEP/2029 1,944,000 | 1,860,660 | | 1,696,140 | | | |
| | RHP HOTEL PROPERTIES LP | 4.50% 15/FEB/2029 453,000 | 455,831 | | 421,308 | | | |
| | RITCHIE BROS HOLDINGS INC | 6.75% 15/MAR/2028 814,000 | 822,573 | | 838,072 | | | |
| | RITCHIE BROS HOLDINGS INC | 7.75% 15/MAR/2031 1,950,000 | 2,003,970 | | 2,078,915 | | | |
| | RLJ LODGING TRUST LP | 3.75% 01/JUL/2026 900,000 | 900,000 | | 852,745 | | | |
| | RLJ LODGING TRUST LP | 4.00% 15/SEP/2029 999,000 | 999,000 | | 897,735 | | | |
| | ROBLOX CORP | 3.88% 01/MAY/2030 3,496,000 | 3,371,611 | | 3,117,628 | | | |
| | ROCKEFELLER FOUNDATION/THE | 2.49% 01/OCT/2050 100,000 | 100,000 | | 66,005 | | | |
| | ROCKET MORTGAGE LLC | 3.63% 01/MAR/2029 900,000 | 898,730 | | 814,572 | | | |
| | ROCKET MORTGAGE LLC | 3.88% 01/MAR/2031 3,274,000 | 3,071,285 | | 2,877,598 | | | |
| | ROCKET MORTGAGE LLC | 4.00% 15/OCT/2033 3,547,000 | 3,435,367 | | 3,015,637 | | | |
| | ROYAL BANK OF CANADA | FLT 19/JAN/2024 5,454,000 | 5,453,856 | | 5,454,000 | | | |
| | ROYAL BANK OF CANADA | 4.85% 14/DEC/2026 700,000 | 700,000 | | 705,493 | | | |
| | ROYAL BANK OF CANADA | FLT 07/OCT/2024 650,000 | 649,038 | | 648,842 | | | |
| | ROYAL BANK OF CANADA | FLT 29/JUL/2024 2,507,000 | 2,503,966 | | 2,504,846 | | | |
| | ROYAL CARIBBEAN CRUISES LTD | 3.70% 15/MAR/2028 1,663,000 | 1,355,930 | | 1,532,947 | | | |
| | ROYAL CARIBBEAN CRUISES LTD | 4.25% 01/JUL/2026 1,050,000 | 1,042,281 | | 1,013,894 | | | |
| | ROYAL CARIBBEAN CRUISES LTD | 5.38% 15/JUL/2027 1,482,000 | 1,371,889 | | 1,467,257 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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 CARIBBEAN CRUISES LTD | 5.50% 31/AUG/2026 1,214,000 | 1,186,632 | | 1,202,540 | | | |
| | ROYAL CARIBBEAN CRUISES LTD | 7.25% 15/JAN/2030 2,091,000 | 2,106,951 | | 2,184,267 | | | |
| | SANDS CHINA LTD | 2.55% 08/MAR/2027 300,000 | 299,343 | | 273,104 | | | |
| | SANDS CHINA LTD | 4.63% 18/JUN/2030 300,000 | 298,740 | | 272,948 | | | |
| | SANOFI | ZCP 27/MAR/2024 6,000,000 | 5,923,221 | | 5,919,796 | | | |
| | SANTANDER HOLDINGS USA INC | 6.50% 09/MAR/2029 640,000 | 639,591 | | 661,571 | | | |
| | SANTANDER RETAIL AUTO LEASE TRUST | 2.84% 20/MAY/2025 284,532 | 282,240 | | 284,075 | | | |
| | SANTANDER RETAIL AUTO LEASE TRUST | 1.34% 21/JUL/2025 6,174,206 | 6,060,683 | | 6,066,614 | | | |
| | SANTANDER UK | 4.00% 13/MAR/2024 5,700,000 | 5,677,733 | | 5,679,474 | | | |
| | SANTANDER UK GROUP HOLDINGS PLC | 6.83% 21/NOV/2026 700,000 | 702,191 | | 713,006 | | | |
| | SANTANDER UK PLC | ZCP 14/FEB/2024 690,000 | 685,439 | | 685,129 | | | |
| | SANTOS FINANCE LTD | 3.65% 29/APR/2031 1,000,000 | 1,000,000 | | 871,564 | | | |
| | SBA TOWER TRUST | 2.33% 15/JUL/2052 1,600,000 | 1,651,200 | | 1,413,588 | | | |
| | SCE RECOVERY FDG LLC | 4.70% 15/JUN/2042 481,880 | 481,836 | | 476,056 | | | |
| | SCIENTIFIC GAMES HOLDINGS LP | 6.63% 01/MAR/2030 3,369,000 | 3,235,219 | | 3,185,154 | | | |
| | SCOTTS MIRACLE-GRO CO/THE | 4.00% 01/APR/2031 525,000 | 404,786 | | 446,090 | | | |
| | SCOTTS MIRACLE-GRO CO/THE | 4.38% 01/FEB/2032 1,756,000 | 1,614,189 | | 1,488,183 | | | |
| | SEAGATE HDD CAYMAN | 8.25% 15/DEC/2029 957,000 | 957,000 | | 1,032,153 | | | |
| | SEAGATE HDD CAYMAN | 8.50% 15/JUL/2031 1,063,000 | 1,063,000 | | 1,153,902 | | | |
| | SEAGATE HDD CAYMAN | 9.63% 01/DEC/2032 255,200 | 347,857 | | 291,566 | | | |
| | SELECT MEDICAL CORP | 6.25% 15/AUG/2026 4,411,000 | 4,499,794 | | 4,434,206 | | | |
| | SEMPRA | 3.30% 01/APR/2025 1,600,000 | 1,597,168 | | 1,561,258 | | | |
| | SENSATA TECHNOLOGIES BV | 5.88% 01/SEP/2030 1,263,000 | 1,263,000 | | 1,254,592 | | | |
| | SERVICE PROPERTIES TRUST | 5.50% 15/DEC/2027 499,000 | 499,000 | | 456,822 | | | |
| | SHIFT4 PAYMENTS LLC | 4.63% 01/NOV/2026 2,085,000 | 2,065,854 | | 2,027,475 | | | |
| | SIEMENS | 0.65% 11/MAR/2024 4,954,000 | 4,907,249 | | 4,907,067 | | | |
| | SIEMENS | FLT 11/MAR/2024 5,496,000 | 5,498,038 | | 5,497,381 | | | |
| | SIMMONS FOODS INC | 4.63% 01/MAR/2029 2,529,000 | 2,188,220 | | 2,189,948 | | | |
| | SIRIUS XM RADIO INC | 3.13% 01/SEP/2026 1,395,000 | 1,213,650 | | 1,311,329 | | | |
| | SIRIUS XM RADIO INC | 4.00% 15/JUL/2028 203,000 | 178,133 | | 187,610 | | | |
| | SIRIUS XM RADIO INC | 4.13% 01/JUL/2030 2,675,000 | 2,621,449 | | 2,380,146 | | | |
| | SIRIUS XM RADIO INC | 5.00% 01/AUG/2027 1,365,000 | 1,298,803 | | 1,317,652 | | | |
| | SIX FLAGS ENTERTAINMENT CORP | 7.25% 15/MAY/2031 2,143,000 | 2,100,730 | | 2,149,600 | | | |
| | SIX FLAGS THEME PARKS INC | 7.00% 01/JUL/2025 584,000 | 630,720 | | 586,529 | | | |
| | SKANDIN ENS BANKEN AG | ZCP 26/MAR/2024 2,700,000 | 2,664,619 | | 2,664,386 | | | |
| | SKANDIN ENS BANKEN AG | ZCP 01/APR/2024 801,000 | 789,664 | | 789,705 | | | |
| | SKANDIN ENS BANKEN AG | ZCP 31/JUL/2024 1,500,000 | 1,500,000 | | 1,502,649 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | SLC STUDENT LOAN TRUST | FLT 25/NOV/2042 29,947 | 29,907 | | 30,000 | | | |
| | SLM STUDENT LOAN TRUST | FLT 25/OCT/2029 106,123 | 101,082 | | 106,028 | | | |
| | SM ENERGY CO | 6.75% 15/SEP/2026 804,000 | 832,884 | | 801,418 | | | |
| | SNF GROUP SACA | 3.13% 15/MAR/2027 787,000 | 787,491 | | 716,446 | | | |
| | SOCIETE GENERALE | ZCP 31/JAN/2024 1,200,000 | 1,194,440 | | 1,194,088 | | | |
| | SOUTHERN CA GAS | ZCP 11/JAN/2024 10,400,000 | 10,384,544 | | 10,379,888 | | | |
| | SOUTHERN CALIFORNIA EDISON CO | 1.20% 01/FEB/2026 900,000 | 898,290 | | 838,274 | | | |
| | SOUTHERN CALIFORNIA EDISON CO | 2.25% 01/JUN/2030 800,000 | 829,896 | | 687,772 | | | |
| | SOUTHERN CO/THE | 1.75% 15/MAR/2028 300,000 | 299,286 | | 266,990 | | | |
| | SOUTHERN CO/THE | 3.75% 15/SEP/2051 400,000 | 400,000 | | 364,201 | | | |
| | SOUTHERN NATURAL GAS CO LLC | 8.00% 01/MAR/2032 77,000 | 66,228 | | 90,130 | | | |
| | SOUTHWEST AIRLINES CO | 5.25% 04/MAY/2025 400,000 | 399,460 | | 399,924 | | | |
| | SOUTHWESTERN ENERGY CO | 4.75% 01/FEB/2032 2,741,000 | 2,809,223 | | 2,536,272 | | | |
| | SOUTHWESTERN ENERGY CO | 5.38% 01/FEB/2029 1,226,000 | 1,214,964 | | 1,196,532 | | | |
| | SOUTHWESTERN ENERGY CO | 5.70% 23/JAN/2025 688,000 | 694,060 | | 685,130 | | | |
| | SPECTRUM BRANDS INC | 3.88% 15/MAR/2031 435,000 | 360,900 | | 396,172 | | | |
| | SPECTRUM BRANDS INC | 5.00% 01/OCT/2029 1,242,000 | 1,094,735 | | 1,187,340 | | | |
| | SPECTRUM BRANDS INC | 5.50% 15/JUL/2030 906,000 | 804,604 | | 879,155 | | | |
| | SPIRIT AEROSYSTEMS INC | 3.85% 15/JUN/2026 900,000 | 877,626 | | 864,874 | | | |
| | SPIRIT AEROSYSTEMS INC | 9.38% 30/NOV/2029 940,000 | 949,224 | | 1,028,417 | | | |
| | SPIRIT AEROSYSTEMS INC | 9.75% 15/NOV/2030 1,104,000 | 1,104,000 | | 1,187,136 | | | |
| | SRS DISTRIBUTION INC | 4.63% 01/JUL/2028 1,395,000 | 1,331,075 | | 1,323,431 | | | |
| | SRS DISTRIBUTION INC | 6.00% 01/DEC/2029 3,248,000 | 3,160,069 | | 3,028,456 | | | |
| | SRS DISTRIBUTION INC | 6.13% 01/JUL/2029 2,754,000 | 2,800,346 | | 2,610,875 | | | |
| | STANDARD CHRTRD BNKNY | 6.07% 24/JUL/2024 2,253,000 | 2,254,360 | | 2,259,519 | | | |
| | STANDARD CHRTRD BNKNY | 5.78% 15/NOV/2024 3,000,000 | 3,004,861 | | 3,015,140 | | | |
| | STANDARD CHARTERED PLC | 2.68% 29/JUN/2032 400,000 | 400,000 | | 324,258 | | | |
| | STANDARD CHARTERED PLC | 3.27% 18/FEB/2036 400,000 | 400,000 | | 327,755 | | | |
| | STANDARD CHARTERED PLC | 7.78% 16/NOV/2025 600,000 | 600,000 | | 611,514 | | | |
| | STANDARD INDUSTRIES INC | 5.00% 15/FEB/2027 822,000 | 783,983 | | 801,312 | | | |
| | STAR PARENT INC | 9.00% 01/OCT/2030 2,457,000 | 2,474,456 | | 2,589,535 | | | |
| | STIFEL FINANCIAL CORP | 4.00% 15/MAY/2030 900,000 | 893,565 | | 817,731 | | | |
| | STRUCTURED ASSET SECU MORTG LOAN | FLT 25/AUG/2037 4,786 | 4,535 | | 4,750 | | | |
| | SUMITOMO MITSUI BANKING CORP | ZCP 22/JAN/2024 5,100,000 | 5,083,429 | | 5,081,845 | | | |
| | SUMITOMO MITSUI FINANCIAL GRP INC | 1.90% 17/SEP/2028 700,000 | 587,749 | | 613,192 | | | |
| | SUMITOMO MITSUI TRUST BANK | 0.85% 25/MAR/2024 620,000 | 613,141 | | 613,658 | | | |
| | SUMITOMO MITSUI TRUST BANK | ZCP 24/MAY/2024 5,500,000 | 5,379,216 | | 5,382,743 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | SUMITOMO MTSU BKG CORP | ZCP 05/JAN/2024 1,800,000 | 1,798,963 | | 1,798,147 | | | |
| | SUMITOMO MTSU BKG CORP | 5.66% 15/APR/2024 1,500,000 | 1,500,130 | | 1,500,815 | | | |
| | SUMITOMO MTSU BKG CORP | 5.55% 07/MAY/2024 2,900,000 | 2,900,139 | | 2,901,198 | | | |
| | SUMITOMO MITSUI BANKING CORP | FLT 06/JUN/2024 2,539,000 | 2,539,000 | | 2,543,810 | | | |
| | SUMITOMO MITSUI BANKING CORP | FLT 07/AUG/2024 2,607,000 | 2,607,000 | | 2,612,313 | | | |
| | SUMMIT MATERIALS LLC | 5.25% 15/JAN/2029 278,000 | 257,845 | | 268,965 | | | |
| | SUMMIT MATERIALS LLC | 7.25% 15/JAN/2031 1,590,000 | 1,593,958 | | 1,673,255 | | | |
| | SUNCORP METWAY LTD | ZCP 07/MAY/2024 5,700,000 | 5,587,419 | | 5,584,274 | | | |
| | SUNCORP METWAY LTD | ZCP 16/JAN/2024 2,700,000 | 2,693,723 | | 2,692,506 | | | |
| | SUNOCO LP | 5.88% 15/MAR/2028 482,000 | 472,360 | | 481,402 | | | |
| | SUNOCO LP | 6.00% 15/APR/2027 1,149,000 | 1,215,498 | | 1,150,648 | | | |
| | SURGERY CENTER HOLDINGS INC | 10.00% 15/APR/2027 159,000 | 162,586 | | 160,590 | | | |
| | SURGERY CENTER HOLDINGS INC | 6.75% 01/JUL/2025 427,000 | 415,656 | | 425,399 | | | |
| | SUTTER HEALTH | 3.70% 15/AUG/2028 500,000 | 552,220 | | 479,431 | | | |
| | SVENSKA HANDLSBNKN | ZCP 03/JUN/2024 391,000 | 382,135 | | 381,975 | | | |
| | SVENSKA HANDLSBNKN | ZCP 07/JUN/2024 1,650,000 | 1,609,157 | | 1,611,053 | | | |
| | SVENSKA HANDLSBNKN | ZCP 18/JUN/2024 3,491,000 | 3,399,423 | | 3,403,633 | | | |
| | SVENSKA HANDLSBNKN | ZCP 27/AUG/2024 2,800,000 | 2,698,319 | | 2,704,037 | | | |
| | SVENSKA HANDLSBNKN | ZCP 09/JAN/2024 2,033,000 | 2,030,714 | | 2,029,727 | | | |
| | SVENSKA HANDLSBNKN | 5.72% 01/MAR/2024 912,000 | 912,000 | | 912,345 | | | |
| | SYMPHONY CLO 39 LTD | FLT 25/APR/2034 700,000 | 700,000 | | 699,609 | | | |
| | SYMPHONY CLO XVII LTD | FLT 15/APR/2028 38,376 | 38,376 | | 38,373 | | | |
| | SYMPHONY CLO XXIV LTD | FLT 23/JAN/2032 700,000 | 696,290 | | 700,012 | | | |
| | SYNAPTICS INC | 4.00% 15/JUN/2029 569,000 | 480,805 | | 510,385 | | | |
| | SYNGENTA FINANCE NV | 4.89% 24/APR/2025 200,000 | 196,012 | | 197,271 | | | |
| | TAKEDA PHARMACEUTICAL CO LTD | 3.38% 09/JUL/2060 650,000 | 650,000 | | 457,214 | | | |
| | TAYLOR MORRISON COMMUNITIES INC | 5.13% 01/AUG/2030 864,000 | 850,435 | | 835,816 | | | |
| | TAYLOR MORRISON COMMUNITIES INC | 5.75% 15/JAN/2028 1,070,000 | 1,098,088 | | 1,073,734 | | | |
| | TAYLOR MORRISON COMMUNITIES INC | 5.88% 15/JUN/2027 365,000 | 363,854 | | 366,825 | | | |
| | TELEFLEX INC | 4.63% 15/NOV/2027 929,000 | 935,483 | | 907,196 | | | |
| | TEMPO ACQUISITION LLC | 5.75% 01/JUN/2025 1,154,000 | 1,157,159 | | 1,156,181 | | | |
| | TENET HEALTHCARE CORP | 4.38% 15/JAN/2030 1,765,000 | 1,710,776 | | 1,635,959 | | | |
| | TENET HEALTHCARE CORP | 4.88% 01/JAN/2026 2,758,000 | 2,798,679 | | 2,727,517 | | | |
| | TENET HEALTHCARE CORP | 5.13% 01/NOV/2027 1,302,000 | 1,302,000 | | 1,272,728 | | | |
| | TENET HEALTHCARE CORP | 6.13% 01/OCT/2028 1,840,000 | 1,848,598 | | 1,834,793 | | | |
| | TENET HEALTHCARE CORP | 6.13% 15/JUN/2030 1,150,000 | 1,150,000 | | 1,162,503 | | | |
| | TENET HEALTHCARE CORP | 6.25% 01/FEB/2027 4,650,000 | 4,696,781 | | 4,672,743 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED): | | | | |
| | TENET HEALTHCARE CORP | 6.75% 15/MAY/2031 1,760,000 | 1,760,000 | | 1,798,808 | | | |
| | TENNESSEE GAS PIPELINE CO LLC | 8.38% 15/JUN/2032 28,000 | 25,048 | | 32,644 | | | |
| | TERRAFORM POWER OPERATING LLC | 4.75% 15/JAN/2030 785,000 | 785,000 | | 730,050 | | | |
| | TERRAFORM POWER OPERATING LLC | 5.00% 31/JAN/2028 1,548,000 | 1,567,913 | | 1,501,917 | | | |
| | TERWIN MORTGAGE TRUST | FLT 25/OCT/2037 558,203 | 144,055 | | 243,411 | | | |
| | TESLA AUTO LEASE TRUST | 5.63% 22/JUL/2024 100,944 | 100,944 | | 100,947 | | | |
| | TESLA AUTO LEASE TRUST | 5.68% 20/SEP/2024 2,542,496 | 2,542,884 | | 2,542,945 | | | |
| | TESLA ELECTRIC VEHICLE TRUST | 5.58% 20/DEC/2024 3,600,000 | 3,600,000 | | 3,600,719 | | | |
| | THOMSON REUTERS CORP | 3.35% 15/MAY/2026 900,000 | 860,193 | | 865,397 | | | |
| | THUNDER BAY FNDNG LLC | ZCP 11/APR/2024 2,800,000 | 2,757,580 | | 2,756,319 | | | |
| | TK ELEVATOR HOLDCO GMBH | 7.63% 15/JUL/2028 1,197,000 | 1,259,795 | | 1,175,802 | | | |
| | TK ELEVATOR US NEWCO INC | 5.25% 15/JUL/2027 3,447,000 | 3,443,044 | | 3,387,293 | | | |
| | TORONTO-DOMINION BANK | 0.55% 04/MAR/2024 3,454,000 | 3,423,035 | | 3,424,370 | | | |
| | TORONTO-DOMINION BANK | 2.35% 08/MAR/2024 530,000 | 526,597 | | 526,848 | | | |
| | TORONTO-DOMINION BANK | 4.70% 05/JUN/2027 500,000 | 500,000 | | 500,339 | | | |
| | TORONTO-DOMINION BANK | ZCP 02/FEB/2024 1,800,000 | 1,791,200 | | 1,790,731 | | | |
| | TORONTO-DOMINION BANK | ZCP 06/MAR/2024 5,000,000 | 4,951,250 | | 4,949,258 | | | |
| | TORONTO-DOMINION BANK | ZCP 14/MAR/2024 3,000,000 | 2,967,028 | | 2,965,830 | | | |
| | TOYOTA AUTO RECEIVABLES TR | 0.47% 15/JAN/2026 1,854,117 | 1,812,634 | | 1,819,969 | | | |
| | TOYOTA AUTO RECEIVABLES TR | 1.23% 15/JUN/2026 4,934,399 | 4,780,955 | | 4,801,234 | | | |
| | TOYOTA AUTO RECEIVABLES TR | 2.35% 15/JAN/2025 287,123 | 285,886 | | 286,729 | | | |
| | TOYOTA AUTO RECEIVABLES TR | 2.93% 15/SEP/2026 5,699,000 | 5,568,326 | | 5,585,355 | | | |
| | TOYOTA AUTO RECEIVABLES TR | 5.60% 15/AUG/2024 1,207,034 | 1,207,034 | | 1,207,115 | | | |
| | TOYOTA MOTOR CREDIT | 0.45% 11/JAN/2024 2,500,000 | 2,496,431 | | 2,497,114 | | | |
| | TOYOTA MOTOR CREDIT | 2.50% 22/MAR/2024 1,000,000 | 993,306 | | 993,454 | | | |
| | TOYOTA MOTOR CREDIT | ZCP 12/FEB/2024 6,440,000 | 6,398,752 | | 6,396,892 | | | |
| | TOYOTA MOTOR CREDIT CORP | FLT 11/JAN/2024 6,950,000 | 6,950,050 | | 6,949,881 | | | |
| | TOYOTA MOTOR CREDIT CORP | FLT 13/JUN/2024 763,000 | 763,744 | | 763,686 | | | |
| | TOYOTA MOTOR CREDIT CORP | FLT 22/AUG/2024 500,000 | 500,000 | | 500,471 | | | |
| | TOYOTA MOTOR CREDIT CORP | FLT 22/MAR/2024 1,810,000 | 1,811,011 | | 1,811,301 | | | |
| | TRANSDIGM INC | 5.50% 15/NOV/2027 1,957,000 | 1,976,364 | | 1,916,725 | | | |
| | TRANSDIGM INC | 6.25% 15/MAR/2026 8,202,000 | 8,369,620 | | 8,187,323 | | | |
| | TRANSDIGM INC | 6.75% 15/AUG/2028 1,390,000 | 1,389,701 | | 1,421,989 | | | |
| | TRANSDIGM INC | 6.88% 15/DEC/2030 2,133,000 | 2,133,000 | | 2,196,990 | | | |
| | TRANSMONTAIGNE PARTNERS LP | 6.13% 15/FEB/2026 2,427,000 | 2,362,008 | | 2,190,368 | | | |
| | TRANSOCEAN AQUILA LTD | 8.00% 30/SEP/2028 1,879,000 | 1,877,399 | | 1,906,877 | | | |
| | TRANSOCEAN TITAN FINANCING LTD | 8.38% 01/FEB/2028 1,362,000 | 1,375,304 | | 1,413,058 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | TRI POINTE GROUP INC | 5.88% 15/JUN/2024 705,000 | 704,119 | | 705,000 | | | |
| | TRITON WATER HOLDINGS INC | 6.25% 01/APR/2029 1,522,000 | 1,425,886 | | 1,326,043 | | | |
| | TRIVIUM PACKAGING FINANCE BV | 5.50% 15/AUG/2026 2,231,000 | 2,193,885 | | 2,188,854 | | | |
| | TRIVIUM PACKAGING FINANCE BV | 8.50% 15/AUG/2027 499,000 | 525,588 | | 489,434 | | | |
| | TRONOX INC | 4.63% 15/MAR/2029 349,000 | 264,321 | | 309,010 | | | |
| | UBER TECHNOLOGIES INC | 4.50% 15/AUG/2029 5,355,000 | 5,299,833 | | 5,107,611 | | | |
| | UBS GROUP AG | 1.36% 30/JAN/2027 900,000 | 900,000 | | 825,508 | | | |
| | UBS GROUP AG | 2.13% 13/OCT/2026 100,000 | 97,798 | | 107,292 | | | |
| | UBS GROUP AG | 3.75% 26/MAR/2025 3,425,000 | 3,416,780 | | 3,355,888 | | | |
| | UBS GROUP AG | 4.38% 31/DEC/2164 600,000 | 600,000 | | 473,883 | | | |
| | UBS GROUP AG | 4.70% 05/AUG/2027 1,445,000 | 1,442,919 | | 1,424,983 | | | |
| | UBS GROUP AG | FLT 16/JAN/2026 100,000 | 98,651 | | 110,574 | | | |
| | UKG INC. | ZCP 03/MAY/2027 1,770,000 | 1,770,000 | | 1,776,797 | | | |
| | UKG INC. | ZCP 04/MAY/2026 899,551 | 899,551 | | 903,140 | | | |
| | UNITED AIRLINES INC | 4.38% 15/APR/2026 2,860,000 | 2,861,989 | | 2,788,317 | | | |
| | UNITED AIRLINES INC | 4.63% 15/APR/2029 1,954,000 | 2,029,718 | | 1,827,564 | | | |
| | UNITED OVERSEAS BANK LTD | ZCP 14/FEB/2024 10,600,000 | 10,529,392 | | 10,525,708 | | | |
| | UNITED WHOLESALE MORTGAGE LLC | 5.50% 15/APR/2029 126,000 | 105,525 | | 119,285 | | | |
| | UNITEDHEALTH GROUP INC | 3.50% 15/FEB/2024 1,221,000 | 1,217,886 | | 1,217,837 | | | |
| | UNIVISION COMMUNICATIONS INC | 4.50% 01/MAY/2029 2,721,000 | 2,516,374 | | 2,434,745 | | | |
| | UNIVISION COMMUNICATIONS INC | 7.38% 30/JUN/2030 1,334,000 | 1,337,678 | | 1,330,266 | | | |
| | UNIVISION COMMUNICATIONS INC | 8.00% 15/AUG/2028 1,052,000 | 1,059,146 | | 1,085,464 | | | |
| | US FOODS INC | 4.63% 01/JUN/2030 1,315,000 | 1,323,219 | | 1,225,999 | | | |
| | US FOODS INC | 4.75% 15/FEB/2029 2,473,000 | 2,506,035 | | 2,349,178 | | | |
| | US FOODS INC | 6.88% 15/SEP/2028 850,000 | 856,375 | | 874,957 | | | |
| | US FOODS INC | 7.25% 15/JAN/2032 2,131,000 | 2,128,336 | | 2,222,020 | | | |
| | USA COMPRESSION PARTNERS LP | 6.88% 01/APR/2026 2,053,000 | 2,104,500 | | 2,044,288 | | | |
| | USA COMPRESSION PARTNERS LP | 6.88% 01/SEP/2027 560,000 | 547,400 | | 553,462 | | | |
| | USAA AUTO OWNER TRUST | 4.60% 18/FEB/2025 1,535,243 | 1,532,804 | | 1,534,029 | | | |
| | USI INC | 7.50% 15/JAN/2032 991,000 | 994,716 | | 1,012,059 | | | |
| | UTAH ACQUISITION SUB INC | 3.95% 15/JUN/2026 600,000 | 574,584 | | 580,012 | | | |
| | VALE OVERSEAS LTD | 3.75% 08/JUL/2030 500,000 | 495,880 | | 461,730 | | | |
| | VENTURE 33 CLO LTD | FLT 15/JUL/2031 1,181,700 | 1,181,700 | | 1,181,694 | | | |
| | VENTURE GLOBAL CALCASIEU PASS LLC | 3.88% 01/NOV/2033 2,729,000 | 2,574,216 | | 2,315,138 | | | |
| | VENTURE GLOBAL CALCASIEU PASS LLC | 3.88% 15/AUG/2029 1,071,000 | 1,103,341 | | 972,471 | | | |
| | VENTURE GLOBAL CALCASIEU PASS LLC | 4.13% 15/AUG/2031 5,516,000 | 5,516,006 | | 4,859,082 | | | |
| | VENTURE GLOBAL LNG INC | 8.38% 01/JUN/2031 3,845,000 | 3,830,581 | | 3,845,900 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | VENTURE GLOBAL LNG INC | 9.50% 01/FEB/2029 1,112,000 | 1,112,000 | | 1,176,398 | | | |
| | VENTURE GLOBAL LNG INC | 9.88% 01/FEB/2032 1,111,000 | 1,124,888 | | 1,157,394 | | | |
| | VENTURE XXIV CLO LTD | FLT 20/OCT/2028 518,242 | 518,242 | | 517,340 | | | |
| | VENTURE XXV CLO LTD | FLT 20/APR/2029 210,804 | 210,804 | | 210,748 | | | |
| | VENTURE XXVI CLO LTD | FLT 20/JAN/2029 1,193,710 | 1,193,710 | | 1,192,912 | | | |
| | VERIZON MASTER TRUST | 5.16% 20/JUN/2029 500,000 | 499,944 | | 506,111 | | | |
| | VERSCEND ESCROW CORP | 9.75% 15/AUG/2026 3,062,000 | 3,001,634 | | 3,082,687 | | | |
| | VIBRANT CLO VI LTD | FLT 20/JUN/2029 41,088 | 41,088 | | 41,052 | | | |
| | VIBRANT CLO VII LTD | FLT 15/SEP/2030 1,352,181 | 1,352,181 | | 1,351,835 | | | |
| | VIKING CRUISES LTD | 5.88% 15/SEP/2027 1,935,000 | 1,675,600 | | 1,867,275 | | | |
| | VIKING CRUISES LTD | 9.13% 15/JUL/2031 641,000 | 641,000 | | 683,120 | | | |
| | VIRGIN MEDIA FINANCE PLC | 5.00% 15/JUL/2030 2,016,000 | 2,011,563 | | 1,779,242 | | | |
| | VIRGIN MEDIA FINANCE PLC | 5.50% 15/MAY/2029 926,000 | 866,968 | | 894,558 | | | |
| | VISTRA OPERATIONS CO LLC | 5.50% 01/SEP/2026 1,773,000 | 1,771,775 | | 1,753,618 | | | |
| | VISTRA OPERATIONS CO LLC | 5.63% 15/FEB/2027 2,628,000 | 2,655,530 | | 2,592,170 | | | |
| | VISTRA OPERATIONS CO LLC | 7.75% 15/OCT/2031 3,857,000 | 3,909,393 | | 4,004,785 | | | |
| | VMC FINANCE 2022-FL5 LLC | FLT 18/FEB/2039 1,200,000 | 1,200,000 | | 1,184,417 | | | |
| | VMED O2 UK FINANCING I PLC | 4.25% 31/JAN/2031 4,275,000 | 4,257,433 | | 3,732,690 | | | |
| | VMED O2 UK FINANCING I PLC | 4.75% 15/JUL/2031 2,682,000 | 2,653,855 | | 2,395,572 | | | |
| | VOLKSWAGEN AUTO LEASE TRUST | 3.02% 21/OCT/2024 21,764 | 21,681 | | 21,752 | | | |
| | VOLKSWAGEN AUTO LEASE TRUST | 3.44% 21/JUL/2025 7,125,000 | 7,066,919 | | 7,069,933 | | | |
| | VOLKSWAGEN AUTO LEASE TRUST | 5.63% 20/SEP/2024 2,523,907 | 2,523,907 | | 2,524,199 | | | |
| | VOLKSWAGEN AUTO LOAN ENHANCE TR | 5.60% 20/NOV/2024 4,844,878 | 4,844,838 | | 4,845,555 | | | |
| | VOLKSWAGEN GROUP OF AMER FINANCE | 3.20% 26/SEP/2026 300,000 | 299,814 | | 284,902 | | | |
| | VOLKSWAGEN GROUP OF AMER FINANCE | FLT 12/SEP/2025 1,000,000 | 1,000,000 | | 1,002,168 | | | |
| | VOYA CLO 2019-1 LTD | FLT 15/APR/2031 773,082 | 770,376 | | 773,074 | | | |
| | VZ SECURED FINANCING BV | 5.00% 15/JAN/2032 4,319,000 | 4,104,768 | | 3,675,421 | | | |
| | W. R. GRACE HOLDINGS LLC | ZCP 11/AUG/2028 1,355,340 | 1,346,449 | | 1,361,758 | | | |
| | WASTE PRO USA INC | 5.50% 15/FEB/2026 3,635,000 | 3,505,898 | | 3,498,688 | | | |
| | WELLS FARGO | 3.20% 17/JUN/2027 700,000 | 654,101 | | 669,154 | | | |
| | WELLS FARGO | 2.41% 30/OCT/2025 1,200,000 | 1,149,873 | | 1,167,426 | | | |
| | WELLS FARGO | 5.57% 25/JUL/2029 700,000 | 700,000 | | 715,467 | | | |
| | WELLS FARGO BANK NA | 5.45% 07/AUG/2026 400,000 | 399,968 | | 406,897 | | | |
| | WELLS FARGO BANK NA | 5.55% 01/AUG/2025 300,000 | 299,784 | | 303,056 | | | |
| | WELLS FARGO BANK NA | ZCP 02/AUG/2024 3,798,000 | 3,798,000 | | 3,804,456 | | | |
| | WELLS FARGO BANK NA | FLT 02/AUG/2024 1,305,000 | 1,305,000 | | 1,307,218 | | | |
| | WESCO DISTRIBUTION INC | 7.13% 15/JUN/2025 1,749,000 | 1,749,000 | | 1,761,993 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | WESCO DISTRIBUTION INC | 7.25% 15/JUN/2028 5,055,000 | 5,394,883 | | 5,194,562 | | | |
| | WESTERN MIDSTREAM OPERATING LP | 6.35% 15/JAN/2029 600,000 | 598,716 | | 626,258 | | | |
| | WESTERN MIDSTREAM OPERATING LP | 4.50% 01/MAR/2028 2,295,000 | 2,263,847 | | 2,219,821 | | | |
| | WESTINGHOUSE AIR BRAKE TECHNOL | 3.45% 15/NOV/2026 400,000 | 355,537 | | 382,815 | | | |
| | WESTINGHOUSE AIR BRAKE TECHNOL | 4.15% 15/MAR/2024 600,000 | 597,778 | | 597,460 | | | |
| | WESTLAKE AUTOMOBIL RECEIVABLES TR | 3.36% 15/AUG/2025 747,099 | 743,969 | | 746,089 | | | |
| | WESTLAKE AUTOMOBIL RECEIVABLES TR | 5.24% 15/JUL/2025 1,454,337 | 1,452,078 | | 1,453,349 | | | |
| | WESTLAKE AUTOMOBIL RECEIVABLES TR | 5.51% 15/JUN/2026 667,907 | 667,522 | | 667,068 | | | |
| | WESTLAKE AUTOMOBIL RECEIVABLES TR | 5.78% 15/AUG/2024 9,100,174 | 9,100,542 | | 9,101,911 | | | |
| | WESTLAKE AUTOMOBIL RECEIVABLES TR | 5.88% 15/NOV/2024 3,631,716 | 3,632,977 | | 3,632,753 | | | |
| | WESTPAC BANKING CORP | ZCP 06/JUN/2024 1,650,000 | 1,609,847 | | 1,611,639 | | | |
| | WESTPAC BANKING CORP | ZCP 30/MAY/2024 4,000,000 | 3,907,000 | | 3,911,168 | | | |
| | WESTPAC SECURITIES | ZCP 05/JUN/2024 2,900,000 | 2,832,140 | | 2,831,336 | | | |
| | WESTPAC SECURITIES | ZCP 15/APR/2024 1,750,000 | 1,721,322 | | 1,721,281 | | | |
| | WHITE CAP BUYER LLC | 6.88% 15/OCT/2028 3,435,000 | 3,305,821 | | 3,325,120 | | | |
| | WILLIAMS SCOTSMAN INC | 6.13% 15/JUN/2025 635,000 | 681,038 | | 636,251 | | | |
| | WOLVERINE WORLD WIDE INC | 4.00% 15/AUG/2029 2,708,000 | 2,078,101 | | 2,125,780 | | | |
| | WOODSIDE FINANCE LTD | 3.65% 05/MAR/2025 600,000 | 639,216 | | 586,804 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 0.30% 15/JAN/2026 880,393 | 859,499 | | 865,555 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 0.48% 17/NOV/2025 691,761 | 680,786 | | 684,028 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 0.48% 17/NOV/2025 905,515 | 888,636 | | 895,393 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 2.77% 15/OCT/2025 906,955 | 900,554 | | 902,671 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 3.73% 16/MAR/2026 1,730,797 | 1,717,369 | | 1,721,271 | | | |
| | WORLD OMNI AUTO RECEIVABLES TR | 5.67% 15/NOV/2024 6,640,473 | 6,640,473 | | 6,643,236 | | | |
| | WORLD OMNI AUTO LEASE SECURITIZ TR | 3.21% 18/FEB/2025 1,709,362 | 1,697,362 | | 1,698,717 | | | |
| | WP CAREY INC | 4.00% 01/FEB/2025 100,000 | 101,926 | | 98,483 | | | |
| | WR GRACE HOLDINGS LLC | 4.88% 15/JUN/2027 3,394,000 | 3,373,384 | | 3,265,614 | | | |
| | WR GRACE HOLDINGS LLC | 5.63% 15/AUG/2029 5,524,000 | 5,333,050 | | 4,880,454 | | | |
| | WR GRACE HOLDINGS LLC | 7.38% 01/MAR/2031 1,013,000 | 1,019,331 | | 1,013,309 | | | |
| | WYNN LAS VEGAS LLC | 5.50% 01/MAR/2025 655,000 | 677,732 | | 651,589 | | | |
| | YUM! BRANDS INC | 4.63% 31/JAN/2032 614,000 | 601,720 | | 574,354 | | | |
| | YUM! BRANDS INC | 5.38% 01/APR/2032 1,820,000 | 1,820,000 | | 1,788,595 | | | |
| | ZF NORTH AMERICA CAPITAL INC | 7.13% 14/APR/2030 825,000 | 819,027 | | 879,462 | | | |
| | ZIGGO BOND CO BV | 4.88% 15/JAN/2030 2,092,000 | 2,134,325 | | 1,865,294 | | | |
| | ZIGGO BOND CO BV | 5.13% 28/FEB/2030 675,000 | 675,000 | | 564,396 | | | |
| | | | | | | |
| | | | | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | ZIGGO BOND CO BV | 6.00% 15/JAN/2027 1,996,000 | 1,940,884 | | 1,942,625 | | | |
| | ZOOMINFO TECHNOLOGIES LLC | 3.88% 01/FEB/2029 4,952,000 | 4,804,536 | | 4,493,152 | | | |
| | | | | | | |
| | | TOTAL CORPORATE DEBT SECURITIES | | 2,102,229,214 | | 2,062,386,913 | | | |
| | | | | | | |
| | | | | | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES: | | | | |
| | ASIAN DEVELOP. BANK BD | 1.63% 15/MAR/2024 5,400,000 | 5,361,338 | | 5,362,772 | | | |
| | CALIFORNIA HEALTH FACS AUTH | 4.19% 01/JUN/2037 500,000 | 500,000 | | 462,458 | | | |
| | CANADIAN GOVERNMENT REAL RT BD | 4.25% 01/DEC/2026 500,000 | 770,515 | | 742,160 | | | |
| | EMIRATE OF ABU DHABI | 1.70% 02/MAR/2031 2,000,000 | 1,993,880 | | 1,692,920 | | | |
| | FEDERAL HOME LOAN BANK | 5.00% 10/JAN/2024 6,000,000 | 5,999,112 | | 5,999,420 | | | |
| | FEDERAL HOME LOAN BANK | 5.00% 21/FEB/2024 6,000,000 | 5,995,807 | | 5,996,360 | | | |
| | FEDERAL HOME LOAN BANK | 5.00% 21/FEB/2024 5,000,000 | 4,996,375 | | 4,996,848 | | | |
| | FEDERAL HOME LOAN BANK | 5.33% 26/APR/2024 525,000 | 524,770 | | 524,724 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 12/JAN/2024 3,000,000 | 2,995,092 | | 2,993,922 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | 0.80% 28/OCT/2026 4,000,000 | 3,999,400 | | 3,627,822 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | 0.68% 06/AUG/2025 1,400,000 | 1,400,000 | | 1,319,962 | | | |
| | FEDERAL HOME LOAN MORTGAGE CORP | ZCP 06/FEB/2024 5,400,000 | 5,375,506 | | 5,369,170 | | | |
| | FEDERAL NATIONAL MORTGAGE ASSOC | 2.50% 05/FEB/2024 4,000,000 | 3,988,531 | | 3,989,382 | | | |
| | FRENCH REPUBLIC BOND | 0.25% 25/JUL/2024 3,400,000 | 4,502,631 | | 4,692,940 | | | |
| | FRENCH REPUBLIC BOND | 0.10% 01/MAR/2026 2,800,000 | 3,543,561 | | 3,613,802 | | | |
| | FRENCH REPUBLIC BOND | 0.10% 25/JUL/2031 2,000,000 | 2,763,513 | | 2,571,175 | | | |
| | FRENCH REPUBLIC BOND | 0.10% 25/JUL/2038 1,200,000 | 1,485,928 | | 1,437,433 | | | |
| | GOLDEN ST TOB SECURITIZATION CORP | 3.71% 01/JUN/2041 700,000 | 520,856 | | 533,348 | | | |
| | JAPAN BOND | 0.10% 10/MAR/2029 321,000,000 | 2,487,995 | | 2,568,453 | | | |
| | JAPAN BOND | 0.10% 10/MAR/2028 203,000,000 | 1,575,338 | | 1,631,811 | | | |
| | JAPAN BOND | 0.10% 10/MAR/2028 149,000,000 | 1,414,505 | | 1,197,733 | | | |
| | JAPAN BOND | 0.10% 10/MAR/2029 228,000,000 | 2,168,182 | | 1,824,321 | | | |
| | PETROLEOS MEXICANOS BD | 6.70% 16/FEB/2032 600,000 | 600,048 | | 497,962 | | | |
| | REPUBLIC OF CHILE BD | 2.75% 31/JAN/2027 400,000 | 399,760 | | 377,708 | | | |
| | REPUBLIC OF ITALY BD | 1.40% 26/MAY/2025 3,300,000 | 3,615,496 | | 3,582,723 | | | |
| | REPUBLIC OF ITALY BD | 0.40% 15/MAY/2030 1,600,000 | 2,101,919 | | 1,978,269 | | | |
| | REPUBLIC OF ITALY BD | 1.40% 26/MAY/2025 7,400,000 | 8,813,897 | | 8,037,963 | | | |
| | REPUBLIC OF PHILIPPINES BD | 5.00% 17/JUL/2033 700,000 | 699,944 | | 718,688 | | | |
| | SAUDI ARABIAN OIL CO BD | 2.88% 16/APR/2024 200,000 | 204,860 | | 198,104 | | | |
| | TEXAS NAT GAS SECURITIZ FIN CORP | 5.17% 01/APR/2041 500,000 | 500,000 | | 516,694 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES (CONTINUED): | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 08/FEB/2024 7,000,000 | 6,961,194 | | 6,962,090 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 29/FEB/2024 8,000,000 | 7,930,747 | | 7,932,150 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 14/MAR/2024 3,000,000 | 2,968,239 | | 2,968,865 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 28/MAR/2024 9,900,000 | 9,774,107 | | 9,777,097 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 21/MAR/2024 5,300,000 | 5,238,255 | | 5,239,617 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 28/MAR/2024 6,100,000 | 6,023,703 | | 6,024,272 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 20/FEB/2024 12,000,000 | 11,920,085 | | 11,913,942 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 27/FEB/2024 5,750,000 | 5,703,782 | | 5,702,752 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 12/MAR/2024 11,570,000 | 11,451,331 | | 11,453,059 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 16/APR/2024 12,000,000 | 11,821,695 | | 11,817,708 | | | |
| | U.S. OF AMERICA TREAS BILL | ZCP 23/APR/2024 6,100,000 | 6,001,069 | | 6,001,347 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.38% 15/MAY/2044 1,000,000 | 1,221,563 | | 885,078 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.13% 15/AUG/2044 10,000,000 | 9,194,996 | | 8,500,781 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.50% 15/FEB/2045 2,400,000 | 1,981,629 | | 1,824,937 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.75% 15/FEB/2045 1,200,000 | 1,264,567 | | 1,227,016 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.00% 15/FEB/2049 300,000 | 320,009 | | 295,733 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.88% 15/MAY/2049 2,251,000 | 2,553,044 | | 1,797,195 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.25% 15/FEB/2050 600,000 | 500,153 | | 469,518 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.13% 15/AUG/2040 14,300,000 | 10,651,003 | | 9,165,965 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.38% 15/NOV/2040 12,040,000 | 10,168,913 | | 8,021,650 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.13% 15/FEB/2051 1,000,000 | 724,176 | | 734,141 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.88% 15/FEB/2041 12,400,000 | 9,542,415 | | 8,950,766 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.88% 15/MAY/2052 10,600,000 | 9,306,142 | | 8,481,656 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.25% 15/MAY/2042 4,900,000 | 4,114,243 | | 4,315,254 | | | |
| | U.S. OF AMERICA TREAS BOND | 4.00% 15/NOV/2052 1,500,000 | 1,607,342 | | 1,486,934 | | | |
| | U.S. OF AMERICA TREAS BOND | 4.00% 15/NOV/2042 1,000,000 | 988,875 | | 975,391 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.88% 15/FEB/2043 2,400,000 | 2,374,721 | | 2,296,687 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.88% 15/MAY/2043 7,600,000 | 7,383,849 | | 7,272,250 | | | |
| | U.S. OF AMERICA TREAS BOND | 4.38% 15/AUG/2043 7,100,000 | 6,615,335 | | 7,274,172 | | | |
| | U.S. OF AMERICA TREAS BOND | ZCP 15/MAY/2049 23,800,000 | 12,705,830 | | 8,402,306 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.63% 15/APR/2028 5,324,000 | 10,340,483 | | 10,850,030 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.88% 15/APR/2029 1,910,000 | 3,917,737 | | 3,941,804 | | | |
| | U.S. OF AMERICA TREAS BOND | 3.38% 15/APR/2032 269,000 | 512,186 | | 521,675 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.38% 15/JAN/2025 7,370,000 | 11,305,329 | | 11,939,515 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.00% 15/JAN/2026 4,187,000 | 5,784,101 | | 6,438,420 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.75% 15/JAN/2028 9,736,000 | 15,251,998 | | 14,211,351 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.50% 15/JAN/2029 4,080,000 | 5,627,578 | | 6,045,138 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES (CONTINUED): | | | |
| | U.S. OF AMERICA TREAS BOND | 2.13% 15/FEB/2040 1,380,000 | 2,047,060 | | 2,019,996 | | | |
| | U.S. OF AMERICA TREAS BOND | 2.13% 15/FEB/2041 2,490,000 | 4,094,242 | | 3,596,568 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.75% 15/FEB/2042 4,260,000 | 5,102,042 | | 4,709,188 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.63% 15/FEB/2043 4,370,000 | 5,494,341 | | 4,574,358 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.38% 15/FEB/2044 6,980,000 | 10,091,958 | | 8,239,413 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.75% 15/FEB/2045 4,990,000 | 5,359,996 | | 5,102,341 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.00% 15/FEB/2046 6,030,000 | 7,456,130 | | 6,412,055 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.88% 15/FEB/2047 6,491,000 | 6,932,855 | | 6,529,516 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.00% 15/FEB/2048 3,541,000 | 3,930,822 | | 3,570,965 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.00% 15/FEB/2049 3,880,000 | 5,262,960 | | 3,824,811 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.25% 15/FEB/2050 2,990,000 | 3,397,524 | | 2,339,765 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.13% 15/FEB/2051 4,700,000 | 5,409,350 | | 3,450,461 | | | |
| | U.S. OF AMERICA TREAS BOND | 0.13% 15/FEB/2052 3,200,000 | 3,380,727 | | 2,177,118 | | | |
| | U.S. OF AMERICA TREAS BOND | 1.50% 15/FEB/2053 1,200,000 | 1,112,451 | | 1,129,778 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.50% 15/APR/2024 200,000 | 229,177 | | 241,008 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.25% 15/JAN/2025 4,400,000 | 5,500,623 | | 5,548,640 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/OCT/2024 2,100,000 | 2,423,907 | | 2,463,815 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.63% 15/JUL/2032 3,900,000 | 3,656,932 | | 3,777,395 | | | |
| | U.S. OF AMERICA TREAS NOTE | 1.25% 15/APR/2028 12,800,000 | 12,585,580 | | 12,792,572 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.25% 15/MAR/2024 5,650,000 | 5,601,469 | | 5,593,721 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.38% 15/JUL/2027 12,630,000 | 14,603,554 | | 15,091,171 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.50% 15/JAN/2028 15,398,000 | 17,931,933 | | 18,172,525 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.88% 15/JAN/2029 8,080,000 | 9,483,864 | | 9,425,535 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.50% 15/APR/2024 30,000 | 33,717 | | 36,151 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.25% 15/JUL/2029 13,623,000 | 15,115,779 | | 15,154,417 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.25% 15/JAN/2025 7,800,000 | 9,289,771 | | 9,836,226 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.63% 15/JAN/2026 10,650,000 | 12,838,311 | | 13,305,493 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JUL/2026 9,345,000 | 10,255,893 | | 11,426,804 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.38% 15/JAN/2027 5,490,000 | 5,907,447 | | 6,645,337 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.38% 15/JUL/2025 8,726,000 | 10,972,608 | | 10,969,095 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.75% 15/JUL/2028 9,110,000 | 10,407,235 | | 10,690,443 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/OCT/2024 4,200,000 | 4,608,187 | | 4,927,629 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JAN/2030 15,980,000 | 16,988,924 | | 17,330,761 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/APR/2025 11,900,000 | 13,376,617 | | 13,671,795 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JUL/2030 11,140,000 | 12,611,452 | | 12,082,789 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/OCT/2025 6,600,000 | 7,320,089 | | 7,524,658 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JAN/2031 7,670,000 | 8,985,825 | | 8,095,561 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/APR/2026 2,610,000 | 2,942,400 | | 2,913,743 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JUL/2031 30,740,000 | 30,685,183 | | 31,383,008 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/OCT/2026 27,300,000 | 28,999,740 | | 29,182,996 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES (CONTINUED): | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/JAN/2032 17,300,000 | 16,730,500 | | 16,878,902 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.13% 15/APR/2027 1,400,000 | 1,394,356 | | 1,433,374 | | | |
| | U.S. OF AMERICA TREAS NOTE | 0.63% 15/JUL/2032 22,500,000 | 21,645,863 | | 21,792,664 | | | |
| | U.S. OF AMERICA TREAS NOTE | 1.63% 15/OCT/2027 2,200,000 | 2,261,350 | | 2,267,386 | | | |
| | U.S. OF AMERICA TREAS NOTE | 1.13% 15/JAN/2033 900,000 | 882,316 | | 880,518 | | | |
| | U.S. OF AMERICA TREAS NOTE | 1.38% 15/JUL/2033 1,200,000 | 1,131,422 | | 1,179,858 | | | |
| | | | | | | |
| | | TOTAL U.S. FEDERAL, STATE, LOCAL AND NON-U.S. GOVERNMENT SECURITIES | 699,525,665 | | 681,567,632 | | | |
| | | | | | | |
| | | | | | | |
| MORTGAGE-BACKED SECURITIES: | | | | | |
| | ALTERNATIVE LOAN TRUST | FLT 20/DEC/2046 259,451 | 143,127 | | 221,968 | | | |
| | AREIT 2020-CRE4 TRUST | FLT 17/JUN/2039 1,500,000 | 1,496,250 | | 1,502,772 | | | |
| | AREIT 2023-CRE8 LLC | FLT 17/FEB/2028 900,000 | 895,500 | | 900,048 | | | |
| | BAMLL COMM MORTG SECURITIES TR | FLT 15/SEP/2038 1,100,000 | 1,100,000 | | 1,039,234 | | | |
| | BANC OF AMERICA FUNDING 2007-3 TR | STEP 25/APR/2037 64,462 | 48,802 | | 54,347 | | | |
| | BANC OF AMERICA FUNDING TR | FLT 20/MAY/2036 43,217 | 28,317 | | 39,211 | | | |
| | BANC OF AMERICA MORTGAGE | FLT 25/FEB/2035 22,480 | 16,916 | | 21,032 | | | |
| | BIG COMMERCIAL MORTGAGE TR | FLT 15/FEB/2039 766,863 | 732,833 | | 751,159 | | | |
| | BSST 2022-1700 MORTGAGE TRUST | FLT 15/FEB/2037 1,100,000 | 1,100,000 | | 956,350 | | | |
| | BX TRUST | FLT 15/APR/2039 1,746,547 | 1,606,823 | | 1,695,057 | | | |
| | | CHL MORTGAGE PASS-THROUGH TRUST | FLT 20/NOV/2034 31,320 | 30,850 | | 28,980 | | | |
| | | CIM TRUST | STEP 25/DEC/2067 652,110 | 652,098 | | 658,018 | | | |
| | | CIM TRUST | FLT 25/FEB/2049 61,858 | 61,735 | | 59,578 | | | |
| | | CITIGROUP COMMERCIAL MORTGAGE TR | 3.21% 10/MAY/2049 500,000 | 533,711 | | 472,992 | | | |
| | | CITIGROUP MORTGAGE LOAN TRUST | FLT 25/SEP/2037 53,986 | 33,747 | | 47,441 | | | |
| | | CITIGROUP MORTGAGE LOAN TRUST INC | FLT 25/OCT/2035 162,379 | 86,767 | | 131,974 | | | |
| | COMM MORTGAGE TRUST | 3.09% 10/OCT/2049 600,000 | 622,641 | | 555,473 | | | |
| | | COMM MORTGAGE TRUST | 4.23% 10/MAY/2051 1,900,000 | 2,220,105 | | 1,784,517 | | | |
| | | CSMC 2020-FACT | FLT 15/OCT/2037 1,400,000 | 1,400,000 | | 1,344,000 | | | |
| | CSMC 2020-NET | 2.26% 15/AUG/2037 670,706 | 605,731 | | 620,483 | | | |
| | EQUS MORTGAGE TRUST | FLT 15/OCT/2038 799,984 | 756,985 | | 783,903 | | | |
| | EUROPEAN LOAN CONDUIT | FLT 17/FEB/2030 286,677 | 319,344 | | 311,792 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 15/OCT/2043 312,224 | 302,857 | | 304,175 | | | |
| | FEDERAL HOME LOAN MORTG CORP | FLT 25/JUL/2026 309,435 | 308,197 | | 308,917 | | | |
| | FEDERAL HOME LOAN MORTG CORP | 2.50% 25/DEC/2049 1,760,783 | 1,793,797 | | 1,529,908 | | | |
| | FEDERAL HOME LOAN MORTG CORP | 3.50% 25/DEC/2046 558,632 | 575,936 | | 495,138 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/SEP/2041 105,551 | 104,166 | | 104,548 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | 3.00% 25/APR/2028 584,894 | 18,223 | | 18,710 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | 2.00% 25/DEC/2044 87,093 | 88,399 | | 76,949 | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/JUN/2055 83,118 | 82,574 | | 82,080 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES (CONTINUED): | | | | |
| | FEDERAL NATIONAL MORTG ASSOC | FLT 25/JUN/2059 486,164 | 485,633 | | 470,440 | | | |
| | FHLMC GLD MORTPASS | 4.00% 01/SEP/2039 2,900 | 3,003 | | 2,836 | | | |
| | FHLMC GLD MORTPASS | 4.00% 01/AUG/2043 4,622 | 4,785 | | 4,514 | | | |
| | FHLMC GLD MORTPASS | 4.00% 01/SEP/2043 214,921 | 222,511 | | 206,160 | | | |
| | FHLMC MORTPASS | FLT 01/JAN/2037 54,499 | 56,519 | | 54,522 | | | |
| | FHLMC MORTPASS | FLT 01/SEP/2037 16,744 | 17,252 | | 17,216 | | | |
| | FHLMC MORTPASS | FLT 15/JAN/2047 548,328 | 528,108 | | 530,266 | | | |
| | FHLMC MORTPASS | FLT 15/JUL/2048 134,045 | 132,705 | | 129,177 | | | |
| | GOVT NATIONAL MORTG ASSOC | 4.00% 20/JUN/2048 90,810 | 94,226 | | 87,394 | | | |
| | GOVT NATIONAL MORTG ASSOC | 7.50% 15/MAR/2029 965 | 1,027 | | 974 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JUL/2042 757,281 | 737,166 | | 745,711 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/MAY/2037 16,629 | 16,377 | | 16,550 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/MAR/2037 41,914 | 41,279 | | 41,515 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/MAY/2066 297,316 | 296,480 | | 295,577 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/MAR/2049 450,574 | 450,363 | | 440,122 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/MAR/2049 284,041 | 283,775 | | 276,757 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JUN/2044 404,973 | 403,834 | | 387,018 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/OCT/2072 545,267 | 544,330 | | 540,353 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/DEC/2072 406,223 | 405,643 | | 406,652 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JAN/2073 410,360 | 410,235 | | 408,031 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JAN/2073 1,009,480 | 1,009,076 | | 1,004,467 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JAN/2072 358,929 | 350,099 | | 346,984 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JAN/2073 607,803 | 604,069 | | 601,338 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/FEB/2073 304,883 | 304,742 | | 302,580 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JAN/2073 613,376 | 613,188 | | 608,667 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/FEB/2073 708,196 | 709,175 | | 703,687 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/DEC/2073 1,400,000 | 1,398,250 | | 1,397,977 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/AUG/2068 272,084 | 268,603 | | 266,718 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/OCT/2072 4,418,346 | 4,418,346 | | 4,328,643 | | | |
| | GOVT NATIONAL MORTG ASSOC | FLT 20/JUL/2073 3,935,401 | 3,919,559 | | 3,911,658 | | | |
| | GS MORTGAGE SECURITIES TRUST | 3.62% 10/OCT/2035 700,000 | 642,387 | | 658,694 | | | |
| | HARBORVIEW MORTGAGE | FLT 25/FEB/2036 63,486 | 33,052 | | 16,829 | | | |
| | HARBORVIEW MORTGAGE LOAN TR | FLT 20/JUN/2035 636,493 | 611,033 | | 573,414 | | | |
| | HARBORVIEW MORTGAGE LOAN TR | FLT 20/JUN/2035 504,087 | 491,485 | | 450,083 | | | |
| | MASTR ADJUSTABLE | FLT 25/JAN/2036 23,917 | 18,206 | | 22,085 | | | |
| | MFA 2022-INV3 TRUST | FLT 25/DEC/2066 371,448 | 371,447 | | 353,353 | | | |
| | MFA 2023-INV2 TRUST | STEP 25/OCT/2058 691,934 | 690,310 | | 699,821 | | | |
| | MILL CITY MORTGAGE LOAN TRUST | FLT 25/AUG/2059 565,300 | 568,859 | | 533,443 | | | |
| | MILL CITY MORTGAGE LOAN TRUST | FLT 25/JUL/2059 98,680 | 99,141 | | 93,910 | | | |
| | MORGAN STANLEY BOA MERRILL LYNCH | 3.73% 15/MAY/2048 600,000 | 654,680 | | 575,829 | | | |
| | MORGAN STANLEY CAPITAL | 3.59% 15/DEC/2050 400,000 | 433,344 | | 377,433 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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 CAPITAL | 4.07% 15/MAR/2052 200,000 | 228,297 | | 188,621 | | | |
| | MORGAN STANLEY MORTGAGE LOAN TR | FLT 25/JUL/2035 111,706 | 67,922 | | 97,139 | | | |
| | MORGAN STANLEY MORTGAGE LOAN TR | FLT 25/AUG/2034 12,864 | 6,677 | | 12,182 | | | |
| | MORGAN STANLEY MORTGAGE LOAN TR | FLT 25/JUN/2036 120,418 | 97,332 | | 113,281 | | | |
| | MORGAN STANLEY MORTGAGE LOAN TR | FLT 25/JUN/2037 190,998 | 89,845 | | 102,890 | | | |
| | MRCD 2019-MARK MORTGAGE TRUST | 2.72% 15/DEC/2036 1,800,000 | 1,694,953 | | 1,566,001 | | | |
| | NATIXIS COMMERCIAL | FLT 15/MAR/2035 718,588 | 717,690 | | 711,861 | | | |
| | NEW ORLEANS HOTEL TRUST | FLT 15/APR/2032 1,700,000 | 1,630,531 | | 1,639,440 | | | |
| | NEW RESIDENTIAL MORTGAGE LN TR | FLT 25/OCT/2058 110,144 | 110,144 | | 100,229 | | | |
| | NEW RESIDENTIAL MORTGAGE LN TR | STEP 25/OCT/2063 675,784 | 675,775 | | 685,826 | | | |
| | OBX 2023-NQM4 TRUST | STEP 25/MAR/2063 525,499 | 523,667 | | 528,461 | | | |
| | OBX 2023-NQM7 TRUST | STEP 25/APR/2063 679,249 | 679,239 | | 692,121 | | | |
| | PFP 2021-8 LTD | FLT 09/AUG/2037 560,610 | 538,747 | | 557,363 | | | |
| | PRKCM 2022-AFC2 TRUST | FLT 25/AUG/2057 627,226 | 609,585 | | 617,795 | | | |
| | PRKCM 2023-AFC3 TRUST | STEP 25/SEP/2058 679,396 | 679,391 | | 689,969 | | | |
| | RALI SERIES 2005-QA13 TRUST | FLT 25/DEC/2035 345,506 | 194,880 | | 297,061 | | | |
| | RALI SERIES 2006-QO6 TRUST | FLT 25/JUN/2046 123,788 | 102,966 | | 28,695 | | | |
| | RBSGC MORTGAGE LOAN TRUST | FLT 25/JAN/2037 163,005 | 63,622 | | 51,172 | | | |
| | READY CAPITAL MORTGAGE FINANCING | FLT 25/JUL/2036 668,551 | 639,302 | | 659,397 | | | |
| | RESIDENTIAL MORTGAGE SECURITIES | FLT 20/JUN/2070 267,580 | 342,182 | | 341,759 | | | |
| | SEASONED LOANS STRUCTURED T | 2.75% 25/NOV/2029 962,021 | 982,791 | | 886,827 | | | |
| | STRUCTURED ADJ RATE MRTG LOAN TR | FLT 25/JAN/2035 61,877 | 38,747 | | 58,466 | | | |
| | STRUCTURED ADJ RATE MRTG LOAN TR | FLT 25/MAY/2036 156,357 | 84,985 | | 116,499 | | | |
| | TBA FNMA SINGLE FAMILY 30YR | 5.50% 25/FEB/2048 26,300,000 | 26,346,744 | | 26,439,719 | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.00% 15/JAN/2054 800,000 | 643,461 | | 678,000 | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.50% 15/JAN/2053 200,000 | 169,992 | | 175,125 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.50% 25/JAN/2054 18,100,000 | 14,396,570 | | 15,410,453 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 25/JAN/2053 4,200,000 | 3,724,219 | | 3,721,064 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 25/FEB/2054 27,000,000 | 23,159,355 | | 23,946,440 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.50% 25/FEB/2053 41,150,000 | 37,345,232 | | 37,835,496 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/JAN/2054 11,900,000 | 10,596,318 | | 11,269,207 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/FEB/2054 7,100,000 | 6,570,539 | | 6,729,746 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 25/FEB/2053 3,800,000 | 3,667,965 | | 3,690,156 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 25/JAN/2053 5,900,000 | 5,609,644 | | 5,843,305 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 25/FEB/2054 18,000,000 | 17,794,063 | | 17,835,469 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 6.00% 25/FEB/2054 8,600,000 | 8,715,898 | | 8,738,742 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/JAN/2054 5,000,000 | 4,426,386 | | 4,734,961 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 25/FEB/2054 129,000 | 118,677 | | 122,273 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 25/FEB/2053 4,100,000 | 3,957,541 | | 3,981,484 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 25/FEB/2054 1,300,000 | 1,283,547 | | 1,288,117 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 25/FEB/2048 4,600,000 | 4,608,176 | | 4,624,438 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 6.00% 25/FEB/2054 8,500,000 | 8,614,395 | | 8,637,129 | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 6.50% 25/FEB/2054 5,400,000 | 5,493,656 | | 5,533,523 | | | |
| | THORNBURG MORTGAGE SECURITIES TR | FLT 25/SEP/2037 19,507 | 14,852 | | 18,980 | | | |
| | TOWD POINT MORTGAGE FUNDING | FLT 20/OCT/2051 342,119 | 452,281 | | 436,632 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/OCT/2057 483,384 | 493,448 | | 462,641 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/MAR/2058 1,018,065 | 1,043,994 | | 986,279 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/MAR/2058 209,228 | 225,312 | | 199,781 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/OCT/2059 425,453 | 425,967 | | 427,684 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/MAY/2058 387,365 | 390,331 | | 393,618 | | | |
| | TOWD POINT MORTGAGE TRUST | FLT 25/OCT/2059 265,908 | 266,229 | | 267,302 | | | |
| | UMBS MORTPASS | 4.00% 01/OCT/2052 492,626 | 472,690 | | 466,672 | | | |
| | UMBS MORTPASS | 3.50% 01/SEP/2052 292,601 | 272,416 | | 268,673 | | | |
| | UMBS MORTPASS | 5.00% 01/JUN/2053 1,926,109 | 1,929,420 | | 1,907,469 | | | |
| | UMBS MORTPASS | 3.50% 01/APR/2053 1,634,498 | 1,521,743 | | 1,501,165 | | | |
| | UMBS MORTPASS | 3.50% 01/APR/2052 253,036 | 231,844 | | 232,331 | | | |
| | UMBS MORTPASS | 3.50% 01/APR/2052 714,438 | 654,604 | | 658,135 | | | |
| | UMBS MORTPASS | 5.00% 01/MAY/2053 1,642,415 | 1,635,486 | | 1,626,520 | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2042 24,639 | 26,025 | | 23,998 | | | |
| | UMBS MORTPASS | 4.00% 01/JAN/2045 109,586 | 116,213 | | 106,257 | | | |
| | UMBS MORTPASS | 4.00% 01/NOV/2044 350,024 | 371,190 | | 339,434 | | | |
| | UMBS MORTPASS | 4.00% 01/Jan/2045 176,269 | 186,928 | | 171,042 | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2045 52,784 | 55,976 | | 50,349 | | | |
| | UMBS MORTPASS | 4.00% 01/JUL/2042 31,254 | 33,144 | | 30,447 | | | |
| | UMBS MORTPASS | 4.00% 01/NOV/2042 27,897 | 29,466 | | 27,239 | | | |
| | UMBS MORTPASS | 3.00% 01/MAY/2043 371,474 | 362,419 | | 342,416 | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2043 107,620 | 114,128 | | 104,818 | | | |
| | UMBS MORTPASS | 4.00% 01/JUL/2043 327,880 | 347,707 | | 319,340 | | | |
| | UMBS MORTPASS | 4.00% 01/SEP/2044 1,702,086 | 1,805,009 | | 1,649,155 | | | |
| | UMBS MORTPASS | 3.00% 01/FEB/2046 95,689 | 95,600 | | 87,527 | | | |
| | UMBS MORTPASS | 4.00% 01/AUG/2048 78,006 | 82,723 | | 75,658 | | | |
| | UMBS MORTPASS | 4.00% 01/DEC/2045 295,210 | 311,816 | | 285,183 | | | |
| | UMBS MORTPASS | 3.50% 01/JUN/2052 292,174 | 272,018 | | 269,269 | | | |
| | UMBS MORTPASS | 5.00% 01/APR/2053 1,934,991 | 1,938,317 | | 1,916,649 | | | |
| | UMBS MORTPASS | 5.00% 01/MAY/2053 2,619,017 | 2,623,519 | | 2,593,672 | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2048 659,396 | 684,433 | | 635,559 | | | |
| | UMBS MORTPASS | 4.50% 01/MAY/2053 97,976 | 96,200 | | 95,157 | | | |
| | UMBS MORTPASS | 4.50% 01/MAY/2053 1,129,301 | 1,107,244 | | 1,096,226 | | | |
| | UMBS MORTPASS | 3.50% 01/MAR/2053 98,238 | 90,011 | | 90,182 | | | |
| | UMBS MORTPASS | 5.00% 01/JUL/2053 388,268 | 376,726 | | 385,622 | | | |
| | UMBS MORTPASS | 5.00% 01/JUL/2053 488,156 | 472,825 | | 484,849 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| MORTGAGE-BACKED SECURITIES (CONTINUED): | | | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2049 836,264 | 872,524 | | 806,723 | | | |
| | UMBS MORTPASS | 3.00% 01/MAR/2052 965,138 | 870,434 | | 855,463 | | | |
| | UMBS MORTPASS | 4.00% 01/JUN/2052 548,467 | 529,185 | | 525,013 | | | |
| | UMBS MORTPASS | 4.00% 01/OCT/2052 90,710 | 87,691 | | 86,673 | | | |
| | UMBS MORTPASS | 3.50% 01/AUG/2052 1,070,116 | 996,713 | | 983,151 | | | |
| | UMBS MORTPASS | 4.50% 01/SEP/2052 98,896 | 96,949 | | 96,000 | | | |
| | UMBS MORTPASS | 4.00% 01/DEC/2041 171,370 | 181,733 | | 167,050 | | | |
| | UMBS MORTPASS | 4.00% 01/FEB/2043 28,386 | 29,983 | | 27,647 | | | |
| | UMBS MORTPASS | 3.00% 01/SEP/2043 820,502 | 788,451 | | 755,314 | | | |
| | UMBS MORTPASS | 3.00% 01/SEP/2032 1,434,415 | 1,497,618 | | 1,370,636 | | | |
| | UMBS MORTPASS | 3.50% 01/JUL/2052 371,273 | 347,140 | | 341,100 | | | |
| | UMBS MORTPASS | 4.00% 01/JUL/2048 47,622 | 50,911 | | 45,860 | | | |
| | UMBS MORTPASS | 4.00% 01/MAR/2050 65,690 | 69,549 | | 62,854 | | | |
| | UMBS MORTPASS | 4.00% 01/AUG/2052 987,095 | 871,184 | | 934,877 | | | |
| | UMBS MORTPASS | FLT 15/AUG/2039 2,200,000 | 2,189,000 | | 2,212,749 | | | |
| | VASA TRUST 2021 | FLT 15/JUL/2039 1,400,000 | 1,400,000 | | 1,264,067 | | | |
| | VMC FINANCE 2021-FL4 LLC | FLT 16/JUN/2036 461,197 | 461,197 | | 456,616 | | | |
| | WAIKIKI BEACH HOTEL TRUST | FLT 15/DEC/2033 550,000 | 538,313 | | 540,338 | | | |
| | WELLS FARGO COMMERCIAL MORTG TR | 2.73% 15/FEB/2053 500,000 | 518,496 | | 438,162 | | | |
| | WELLS FARGO COMMERCIAL MORTG TR | FLT 15/FEB/2037 700,000 | 676,703 | | 692,548 | | | |
| | WELLS FARGO COMMERCIAL MORTG TR | 4.02% 15/MAR/2052 300,000 | 341,355 | | 285,973 | | | |
| | WELLS FARGO COMMERCIAL MORTG TR | 3.45% 15/FEB/2048 1,100,000 | 1,175,840 | | 1,063,369 | | | |
| | | | | | | |
| | | TOTAL MORTGAGE-BACKED SECURITIES | 275,373,604 | | 276,814,167 | | | |
| | | | | | | |
| | | | | | | |
| OTHER: | | | | | |
| | FIDELITY GOVT PORTFOLIO - INST SHRS | 294,668,406 UNITS | 294,668,406 | | 294,668,406 | | | |
| | PIMCO FDS PAC INVT MGMT OPN-END FD | 1,449,576 UNITS | 16,750,546 | | 16,670,127 | | | |
| | | TR RECEIPT MISCELLANEOUS INCOME | 1 UNIT | 1 | | 1 | | | |
| | UNITED STATES OF AMERICA | REPURCHASE AG 18,700,000 SHARES | 18,700,000 | | 18,700,000 | | | |
| | | | | | | |
| | | TOTAL OTHER | | 330,118,953 | | 330,038,534 | | | |
| | | | | | | |
| | | | | | | |
| DERIVATIVES RECEIVABLE: | | | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 10/07/2024 1 | 57,600 | | 146,396 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 05/28/2024 1 | 5,290 | | 1,396 | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 05/29/2024 1 | 5,060 | | 1,736 | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 02/06/2024 1 | 12,190 | | 22,420 | | | |
| | PURCHASE OPTIONS | PUT SCTY EX 02/06/2024 1 | 7,985 | | 15,057 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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): | | | | | |
| | PURCHASE OPTIONS | CALL SCTY EX 12/13/2024 1 | 27,240 | | 16,629 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2026 100,000 | — | | 1,502 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2027 300,000 | — | | 101 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2027 100,000 | — | | 1,421 | | | |
| | CREDIT DEFAULT SWAP | EX 20/DEC/2026 200,000 | — | | 3,157 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2027 400,000 | — | | 135 | | | |
| | INTEREST RATE SWAP | EX 15/NOV/2028 3,200,000 | — | | 281,736 | | | |
| | CREDIT DEFAULT SWAP | EX 20/DEC/2028 300,000 | — | | 1,579 | | | |
| | CREDIT DEFAULT SWAP | EX 20/JUN/2028 100,000 | — | | 891 | | | |
| | INTEREST RATE SWAP | EX 31/OCT/2025 3,700,000 | — | | 28,083 | | | |
| | INTEREST RATE SWAP | EX 31/OCT/2025 18,000,000 | — | | 135,042 | | | |
| | INTEREST RATE SWAP | EX 03/AUG/2033 200,000 | — | | 3,986 | | | |
| | INTEREST RATE SWAP | EX 30/AUG/2033 700,000 | — | | 23,751 | | | |
| | INTEREST RATE SWAP | EX 07/AUG/2033 200,000 | — | | 4,072 | | | |
| | INTEREST RATE SWAP | EX 13/SEP/2033 700,000 | — | | 26,699 | | | |
| | INTEREST RATE SWAP | EX 15/DEC/2026 2,000,000 | — | | 155,025 | | | |
| | INTEREST RATE SWAP | EX 10/JUL/2033 400,000 | — | | 5,352 | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2026 1,000,000 | | 9,191 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2026 1,000,000 | 9,191 | | (9,191) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2024 100,000 | | 787 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2024 100,000 | 787 | | (787) | | | |
| | CREDIT INDEX SWAP | CDI EX 20/DEC/2028 1,500,000 | | 29,096 | | | |
| | CREDIT INDEX SWAP | VM EX 20/DEC/2028 1,500,000 | 29,096 | | (29,096) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2028 800,000 | | 9,757 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2028 800,000 | 9,757 | | (9,757) | | | |
| | INTEREST RATE SWAP | OIS EX 16/JUN/2051 5,000,000 | | 2,111,745 | | | |
| | INTEREST RATE SWAP | VM EX 16/JUN/2051 5,000,000 | 2,111,745 | | (2,111,745) | | | |
| | INTEREST RATE SWAP | OIS EX 22/AUG/2030 200,000 | | 3,585 | | | |
| | INTEREST RATE SWAP | VM EX 22/AUG/2030 200,000 | 3,585 | | (3,585) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2028 300,000 | | 3,043 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2028 300,000 | 3,043 | | (3,043) | | | |
| | INTEREST RATE SWAP | OIS EX 26/JUN/2053 4,100,000 | | 1,045,508 | | | |
| | INTEREST RATE SWAP | VM EX 26/JUN/2053 4,100,000 | 1,045,508 | | (1,045,508) | | | |
| | INFLATION INDEX SWAPTION | EX 22/JUN/2035 800,000 | — | | (107,766) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2026 100,000 | | 1,685 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2026 100,000 | 1,685 | | (1,685) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/JUN/2024 600,000 | | 2,430 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/JUN/2024 600,000 | 2,430 | | (2,430) | | | |
| | INTEREST RATE SWAP | OIS EX 26/JUN/2053 4,100,000 | | 1,060,963 | | | |
| | INTEREST RATE SWAP | VM EX 26/JUN/2053 4,100,000 | 1,060,963 | | (1,060,963) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2028 200,000 | | 2,331 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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/2028 200,000 | 2,331 | | (2,331) | | | |
| | INTEREST RATE SWAP | OIS EX 15/DEC/2051 700,000 | | 204,638 | | | |
| | INTEREST RATE SWAP | VM EX 15/DEC/2051 700,000 | 204,638 | | (204,638) | | | |
| | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2027 700,000 | | 12,714 | | | |
| | CREDIT DEFAULT SWAP | VM EX 20/DEC/2027 700,000 | 12,714 | | (12,714) | | | |
| | INTEREST RATE SWAP | OIS EX 20/JUN/2048 6,700,000 | | 1,316,580 | | | |
| | | INTEREST RATE SWAP | VM EX 20/JUN/2048 6,700,000 | 1,316,580 | | (1,316,580) | | | |
| | | CREDIT DEFAULT SWAP | CDS EX 20/DEC/2028 1,000,000 | | 128,717 | | | |
| | | CREDIT DEFAULT SWAP | VM EX 20/DEC/2028 1,000,000 | 128,717 | | (128,717) | | | |
| | | INTEREST RATE SWAP | OIS EX 15/JUN/2032 13,800,000 | | 1,737,727 | | | |
| | | INTEREST RATE SWAP | VM EX 15/JUN/2032 13,800,000 | 1,737,727 | | (1,737,727) | | | |
| | | INTEREST RATE SWAP | OIS EX 09/JUN/2041 8,470,000 | | 2,789,880 | | | |
| | | INTEREST RATE SWAP | VM EX 09/JUN/2041 8,470,000 | 2,789,880 | | (2,789,880) | | | |
| | | INTEREST RATE SWAP | OIS EX 30/JUN/2053 9,700,000 | | 2,431,561 | | | |
| | INTEREST RATE SWAP | VM EX 30/JUN/2053 9,700,000 | 2,431,561 | | (2,431,561) | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 300,000 | | 44,907 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 300,000 | 44,907 | | (44,907) | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 700,000 | | 104,784 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 700,000 | 104,784 | | (104,784) | | | |
| | INFLATION SWAP | CPI EX 15/MAR/2024 100,000 | | 15,201 | | | |
| | INFLATION SWAP | VM EX 15/MAR/2024 100,000 | 15,201 | | (15,201) | | | |
| | INFLATION SWAP | CPI EX 24/FEB/2031 1,000,000 | | 172,127 | | | |
| | INFLATION SWAP | VM EX 24/FEB/2031 1,000,000 | 172,127 | | (172,127) | | | |
| | INFLATION SWAP | CPI EX 24/FEB/2031 900,000 | | 154,914 | | | |
| | INFLATION SWAP | VM EX 24/FEB/2031 900,000 | 154,914 | | (154,914) | | | |
| | INFLATION SWAP | CPI EX 26/FEB/2026 2,000,000 | | 331,996 | | | |
| | INFLATION SWAP | VM EX 26/FEB/2026 2,000,000 | 331,996 | | (331,996) | | | |
| | INFLATION SWAP | CPI EX 05/MAR/2026 2,400,000 | | 391,749 | | | |
| | INFLATION SWAP | VM EX 05/MAR/2026 2,400,000 | 391,749 | | (391,749) | | | |
| | INFLATION SWAP | CPI EX 13/MAY/2026 2,000,000 | | 293,339 | | | |
| | INFLATION SWAP | VM EX 13/MAY/2026 2,000,000 | 293,339 | | (293,339) | | | |
| | INFLATION SWAP | CPI EX 14/MAY/2026 800,000 | | 116,711 | | | |
| | INFLATION SWAP | VM EX 14/MAY/2026 800,000 | 116,711 | | (116,711) | | | |
| | INFLATION SWAP | CPI EX 26/AUG/2028 1,600,000 | | 193,937 | | | |
| | INFLATION SWAP | VM EX 26/AUG/2028 1,600,000 | 193,937 | | (193,937) | | | |
| | INFLATION SWAP | CPI EX 10/SEP/2028 500,000 | | 57,056 | | | |
| | INFLATION SWAP | VM EX 10/SEP/2028 500,000 | 57,056 | | (57,056) | | | |
| | INTEREST RATE SWAP | OIS EX 20/MAR/2028 6,120,000 | | 267 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2028 6,120,000 | 267 | | (267) | | | |
| | INTEREST RATE SWAP | OIS EX 20/SEP/2027 23,000,000 | | 635 | | | |
| | INTEREST RATE SWAP | VM EX 20/SEP/2027 23,000,000 | 635 | | (635) | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2032 600,000 | | 40,407 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2032 600,000 | 40,407 | | (40,407) | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2032 600,000 | | 40,407 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2032 600,000 | 40,407 | | (40,407) | | | |
| | INFLATION SWAP | CPI EX 15/JUN/2032 600,000 | | 21,163 | | | |
| | INFLATION SWAP | VM EX 15/JUN/2032 600,000 | 21,163 | | (21,163) | | | |
| | INFLATION SWAP | CPI EX 15/JUN/2032 800,000 | | 28,218 | | | |
| | INFLATION SWAP | VM EX 15/JUN/2032 800,000 | 28,218 | | (28,218) | | | |
| | INFLATION SWAP | CPI EX 15/JUL/2032 600,000 | | 34,168 | | | |
| | INFLATION SWAP | VM EX 15/JUL/2032 600,000 | 34,168 | | (34,168) | | | |
| | INFLATION SWAP | CPI EX 15/MAY/2027 1,000,000 | | 67,994 | | | |
| | INFLATION SWAP | VM EX 15/MAY/2027 1,000,000 | 67,994 | | (67,994) | | | |
| | INTEREST RATE SWAP | IRS EX 04/NOV/2052 1,300,000 | | 639,697 | | | |
| | INTEREST RATE SWAP | VM EX 04/NOV/2052 1,300,000 | 639,697 | | (639,697) | | | |
| | INTEREST RATE SWAP | IRS EX 04/NOV/2052 1,200,000 | | 591,858 | | | |
| | INTEREST RATE SWAP | VM EX 04/NOV/2052 1,200,000 | 591,858 | | (591,858) | | | |
| | INTEREST RATE SWAP | IRS EX 08/NOV/2052 1,490,000 | | 732,690 | | | |
| | INTEREST RATE SWAP | VM EX 08/NOV/2052 1,490,000 | 732,690 | | (732,690) | | | |
| | INTEREST RATE SWAP | IRS EX 08/NOV/2052 810,000 | | 398,308 | | | |
| | INTEREST RATE SWAP | VM EX 08/NOV/2052 810,000 | 398,308 | | (398,308) | | | |
| | INTEREST RATE SWAP | OIS EX 13/FEB/2054 3,400,000 | | 277,764 | | | |
| | INTEREST RATE SWAP | VM EX 13/FEB/2054 3,400,000 | 277,764 | | (277,764) | | | |
| | INTEREST RATE SWAP | OIS EX 13/FEB/2054 100,000 | | 8,170 | | | |
| | INTEREST RATE SWAP | VM EX 13/FEB/2054 100,000 | 8,170 | | (8,170) | | | |
| | INTEREST RATE SWAP | OIS EX 13/FEB/2054 1,330,000 | | 108,655 | | | |
| | INTEREST RATE SWAP | VM EX 13/FEB/2054 1,330,000 | 108,655 | | (108,655) | | | |
| | INTEREST RATE SWAP | OIS EX 13/FEB/2054 1,070,000 | | 87,414 | | | |
| | INTEREST RATE SWAP | VM EX 13/FEB/2054 1,070,000 | 87,414 | | (87,414) | | | |
| | INTEREST RATE SWAP | IRS EX 15/AUG/2032 4,900,000 | | 189,445 | | | |
| | INTEREST RATE SWAP | VM EX 15/AUG/2032 4,900,000 | 189,445 | | (189,445) | | | |
| | INFLATION SWAP | CPI EX 15/APR/2053 700,000 | | 46,037 | | | |
| | INFLATION SWAP | VM EX 15/APR/2053 700,000 | 46,037 | | (46,037) | | | |
| | INTEREST RATE SWAP | OIS EX 15/DEC/2031 278,000,000 | | 31,665 | | | |
| | INTEREST RATE SWAP | VM EX 15/DEC/2031 278,000,000 | 31,665 | | (31,665) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 6,700,000 | | 352,963 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 6,700,000 | 352,963 | | (352,963) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 545,000 | | 28,711 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 545,000 | 28,711 | | (28,711) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 555,000 | | 29,238 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 555,000 | 29,238 | | (29,238) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 550,000 | | 28,975 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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 20/MAR/2034 550,000 | 28,975 | | (28,975) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 550,000 | | 28,975 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 550,000 | 28,975 | | (28,975) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 550,000 | | 28,975 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 550,000 | 28,975 | | (28,975) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 550,000 | | 28,975 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 550,000 | 28,975 | | (28,975) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 474,000 | | 24,971 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 474,000 | 24,971 | | (24,971) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 1,226,000 | | 64,587 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 1,226,000 | 64,587 | | (64,587) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 2,400,000 | | 126,434 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 2,400,000 | 126,434 | | (126,434) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 2,400,000 | | 126,434 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 2,400,000 | 126,434 | | (126,434) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 2,060,000 | | 108,523 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 2,060,000 | 108,523 | | (108,523) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 3,390,000 | | 178,589 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 3,390,000 | 178,589 | | (178,589) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 3,740,000 | | 197,027 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 3,740,000 | 197,027 | | (197,027) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 1,680,000 | | 88,504 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 1,680,000 | 88,504 | | (88,504) | | | |
| | INFLATION SWAP | CPI EX 15/SEP/2053 300,000 | | 30,356 | | | |
| | INFLATION SWAP | VM EX 15/SEP/2053 300,000 | 30,356 | | (30,356) | | | |
| | INFLATION SWAP | CPI EX 15/SEP/2053 300,000 | | 30,356 | | | |
| | INFLATION SWAP | VM EX 15/SEP/2053 300,000 | 30,356 | | (30,356) | | | |
| | INFLATION SWAP | CPI EX 15/OCT/2053 100,000 | | 9,544 | | | |
| | INFLATION SWAP | VM EX 15/OCT/2053 100,000 | 9,544 | | (9,544) | | | |
| | INFLATION SWAP | CPI EX 15/SEP/2053 100,000 | | 10,119 | | | |
| | INFLATION SWAP | VM EX 15/SEP/2053 100,000 | 10,119 | | (10,119) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 4,240,000 | | 223,367 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 4,240,000 | 223,367 | | (223,367) | | | |
| | INTEREST RATE SWAP | IRS EX 20/MAR/2034 2,360,000 | | 124,327 | | | |
| | INTEREST RATE SWAP | VM EX 20/MAR/2034 2,360,000 | 124,327 | | (124,327) | | | |
| | INFLATION SWAP | CPI EX 15/OCT/2053 300,000 | | 28,632 | | | |
| | INFLATION SWAP | VM EX 15/OCT/2053 300,000 | 28,632 | | (28,632) | | | |
| | INFLATION SWAP | CPI EX 15/OCT/2053 200,000 | | 15,157 | | | |
| | INFLATION SWAP | VM EX 15/OCT/2053 200,000 | 15,157 | | (15,157) | | | |
| | INFLATION SWAP | CPI EX 15/NOV/2033 600,000 | | 12,051 | | | |
| | INFLATION SWAP | VM EX 15/NOV/2033 600,000 | 12,051 | | (12,051) | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – PART IV – LINE 4I)
| | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE,
RATE OF INTEREST,
COLLATERAL, PAR, OR
MATURITY VALUE | COST | CURRENT
VALUE | | |
| DERIVATIVES RECEIVABLE (CONTINUED): | | | | | |
| | INFLATION SWAP | CPI EX 15/NOV/2033 700,000 | | 16,615 | | | |
| | INFLATION SWAP | VM EX 15/NOV/2033 700,000 | 16,615 | | (16,615) | | | |
| | INTEREST RATE SWAP | OIS EX 15/NOV/2033 2,600,000 | | 638,374 | | | |
| | INTEREST RATE SWAP | VM EX 15/NOV/2033 2,600,000 | 638,374 | | (638,374) | | | |
| | INFLATION SWAP | CPI EX 15/NOV/2033 800,000 | | 16,626 | | | |
| | INFLATION SWAP | VM EX 15/NOV/2033 800,000 | 16,626 | | (16,626) | | | |
| | INFLATION SWAP | CPI EX 15/NOV/2033 700,000 | | 14,059 | | | |
| | INFLATION SWAP | VM EX 15/NOV/2033 700,000 | 14,059 | | (14,059) | | | |
| | INTEREST RATE SWAP | OIS EX 22/MAR/2026 7,600,000 | | 12,925 | | | |
| | INTEREST RATE SWAP | VM EX 22/MAR/2026 7,600,000 | 12,925 | | (12,925) | | | |
| | 3 MONTH SOFR FUT INTEREST RATE | FUTURE LONG EX 09/17/2024 | | 7,485 | | | |
| | 3 MONTH SOFR FUT INTEREST RATE | VM EX 09/17/2024 SIZE 2,500 | 7,485 | | (7,485) | | | |
| | 3 MONTH SOFR FUT INTEREST RATE | FUTURE LONG EX 03/19/2024 | | 3,534 | | | |
| | 3 MONTH SOFR FUT INTEREST RATE | VM EX 03/19/2024 SIZE 2,500 | 3,534 | | (3,534) | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | FUTURE LONG EX 03/15/2024 | | 1,402,587 | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | VM EX 03/15/2024 SIZE 50 | 1,402,587 | | (1,402,587) | | | |
| | EURO-BTP FUTURE BOND | FUTURE LONG EX 03/07/2024 | | 103,327 | | | |
| | EURO-BTP FUTURE BOND | VM EX 03/07/2024 SIZE 100,000 | 103,327 | | (103,327) | | | |
| | US 10YR ULTRA FUT BOND | FUTURE LONG EX 03/19/2024 | | 1,427,936 | | | |
| | US 10YR ULTRA FUT BOND | VM EX 03/19/2024 SIZE 100,000 | 1,427,936 | | (1,427,936) | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9271 | — | | 4,893 | | | |
| | FORWARD CURRENCY CONTRACTS - MXN | MXN RATE 17.5413 | — | | 3,093 | | | |
| | FORWARD CURRENCY CONTRACTS - DKK | DKK RATE 6.808 | — | | 13,712 | | | |
| | FORWARD CURRENCY CONTRACTS - DKK | DKK RATE 6.7593 | — | | 487 | | | |
| | FORWARD CURRENCY CONTRACTS - EUR | EUR RATE 0.9046 | — | | (169) | | | |
| | FORWARD CURRENCY CONTRACTS - CHF | CHF RATE 0.8422 | — | | 109 | | | |
| | FORWARD CURRENCY CONTRACTS - JPY | JPY RATE 141.41 | — | | 134 | | | |
| | FORWARD CURRENCY CONTRACTS - CHF | CHF RATE 0.8396 | — | | (203) | | | |
| | | | | | | |
| | TOTAL DERIVATIVES RECEIVABLE | | 23,808,244 | | 790,456 | | | |
| | | | | | | |
| | | | | | | |
| COLLECTIVE INVESTMENT FUNDS: | | | | | |
| | | BLCKRCK DEVELOPED REAL | 14,602,020 UNITS | 154,190,963 | | 171,581,042 | | | |
| | | BLCKRCK EAFE EQUITY | 250,542,393 UNITS | 2,674,054,917 | | 3,308,387,239 | | | |
| | | BLCKRCK EAFE SMALL CAP | 28,263,083 UNITS | 293,664,980 | | 332,580,173 | | | |
| | BLCKRCK EMER MARKETS | 109,745,473 UNITS | 1,124,238,890 | | 1,126,482,403 | | | |
| | BLCKRCK EQUITY INDEX | 518,257,511 UNITS | 6,413,587,430 | | 10,245,069,948 | | | |
| | BLCKRCK RUSSELL GROWTH 1000 | 133,385,976 UNITS | 1,613,111,086 | | 3,131,822,690 | | | |
| | BLCKRCK RUSSELL VALUE 1000 | 101,774,309 UNITS | 1,079,765,115 | | 1,597,734,517 | | | |
JPMORGAN CHASE 401(K) SAVINGS PLAN
PLAN NUMBER: 002 – EIN: 13/4994650
SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2023
(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 | | |
| COLLECTIVE INVESTMENT FUNDS (CONTINUED): | | | | | |
| | BLCKRCK RUSSELL 2000 | 97,249,692 UNITS | 1,101,240,091 | | 1,378,475,484 | | | |
| | BLCKRCK U.S. DEBT | 172,136,574 UNITS | 1,838,718,937 | | 1,840,071,121 | | | |
| | BLCKRCK U.S. TIPS U/A | 9,933,713 UNITS | 110,062,178 | | 114,501,463 | | | |
| * | | JPMAM EMBI GLOBAL FUND | 4,719,463 UNITS | 75,077,062 | | 80,561,235 | | | |
| * | | JPMCB CORE BOND FUND | 28,630,082 UNITS | 548,034,045 | | 592,642,704 | | | |
| * | | JPMCB LIQUIDITY | 100,366,591 UNITS | 100,366,591 | | 100,366,591 | | | |
| | BLCKRCK SHORT-TERM | 52,978,575 UNITS | 52,978,575 | | 52,978,575 | | | |
| | SSGA S&P MIDCAP INDEX | 99,738,159 UNITS | 1,329,904,295 | | 2,228,748,909 | | | |
| | | | | | | |
| | | TOTAL COLLECTIVE INVESTMENT FUNDS | 18,508,995,155 | | 26,302,004,094 | | | |
| | | | | | | |
| | | | | | | |
| | | SUBTOTAL INVESTMENTS AT FAIR VALUE | 28,622,124,277 | | 40,133,351,968 | | | |
| | | | | | | |
| SYNTHETIC GUARANTEED INVESTMENT CONTRACTS: | | | | |
| * | | JPMAM/VOYA CONTRACT MCA | CONTRACT - 3.09% | 37,189,663 | | 37,189,663 | | | |
| * | | JPMAM/TRANSAMERICA CONTRACT | CONTRACT - 3.11% | 36,598,178 | | 36,598,178 | | | |
| * | | JPMAM/METLIFE GAC | CONTRACT - 3.19% | 39,865,061 | | 39,865,061 | | | |
| * | | JPMAM/PRUD'L CONTRACT | CONTRACT - 3.16% | 41,493,545 | | 41,493,545 | | | |
| * | | JPMC INTERMEDT AGGREGATE SEP ACCT | SEPARATE ACCT 2,425,277,812 UNITS | 2,270,131,365 | | 2,270,131,365 | | | |
| | | | | | | |
| | | TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS | | 2,425,277,812 | | 2,425,277,812 | | | |
| | | | | | | |
| | | | | | | |
| | TOTAL INVESTMENTS | | 31,047,402,089 | | 42,558,629,780 | | | |
| | | | | | | |
| | | | | | | |
| * | | PARTICIPANT NOTES RECEIVABLE | INT RATE: 3.25 – 10.00% | — | | 581,834,377 | | | |
| | | | | | | |
| | TOTAL INVESTMENTS INCLUDING NOTES RECEIVABLE FROM PARTICIPANTS | $ | 31,047,402,089 | | $ | 43,140,464,157 | | | |
| | | | | | | |
| * PARTY-IN-INTEREST AS DEFINED BY ERISA | | | | |
| | | | | | | |
| GLOSSARY OF ACRONYMS | | | | |
| FLT: FLOATING/VARIABLE RATE | | | | |
| ZCP: ZERO COUPON | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF ASSETS (BOTH ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
YEAR ENDED DECEMBER 31, 2023
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION | | | |
| FOLLOWING ARE THE PURCHASES AND SALES OF NON-EXCLUDED ASSETS: | | | | |
| DERIVATIVES: | | | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 06/16/2023 SIZE 50 | $ | — | | $ | 76,111 | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 08/25/2023 100,000 | 16,147 | | (6) | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 05/26/2023 100,000 | 3,159 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 04/21/2023 100,000 | 2,620 | | — | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 05/26/2023 100,000 | 2,030 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 04/21/2023 100,000 | 3,849 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 06/23/2023 100,000 | 3,372 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES CA | CALL SCTY EX 04/21/2023 100,000 | 21,942 | | (878) | | | | |
| | 5 YEAR US TREASURY NOTES CA | CALL SCTY EX 04/21/2023 100,000 | 1,627 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/25/2024 1 | (22,050) | | 45,500 | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/07/2024 1 | (32,400) | | 62,501 | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/06/2023 1 | (11,000) | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/16/2023 1 | (9,380) | | 8,777 | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/16/2023 1 | (9,520) | | 13,124 | | | | |
| | | SWAPTION - SOP | CALL SCTY EX 02/21/2023 1 | 913 | | (3) | | | | |
| | | SWAPTION - SOP | CALL SCTY EX 05/12/2023 1 | 4,900 | | — | | | | |
| | | SWAPTION - SOP | CALL SCTY EX 05/08/2023 1 | 2,190 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/06/2023 1 | 1,690 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/21/2023 1 | 1,032 | | (2) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/21/2023 1 | 1,037 | | (2) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 06/12/2023 1 | 4,106 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/21/2023 1 | 865 | | (4) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/21/2023 1 | 855 | | (4) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 03/02/2023 1 | 1,224 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 05/11/2023 1 | 3,092 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/09/2023 1 | 1,245 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/27/2023 1 | 883 | | (15) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/27/2023 1 | 1,320 | | (22) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/13/2023 1 | 825 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/13/2023 1 | 815 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/23/2023 1 | 2,400 | | (23) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 05/04/2023 1 | 3,128 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/17/2023 1 | 2,463 | | (7) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 05/22/2023 1 | 2,000 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/13/2023 1 | 1,451 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/13/2023 1 | 971 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 04/28/2023 1 | 950 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 06/20/2023 1 | 4,043 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/03/2023 1 | 683 | | — | | | | |
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, 2023
(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 02/06/2023 1 | 458 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/06/2023 1 | 460 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/06/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 03/10/2023 1 | 1,995 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/13/2023 1 | 1,820 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 02/03/2023 1 | 2,091 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 05/12/2023 1 | 4,550 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/06/2023 1 | 640 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/06/2023 1 | 645 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 05/08/2023 1 | 2,190 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/26/2023 1 | 325 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/26/2023 1 | 650 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/26/2023 1 | 650 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/24/2023 1 | 661 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/24/2023 1 | 665 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 03/02/2023 1 | 1,360 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 06/12/2023 1 | 4,106 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/10/2023 1 | 695 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/08/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/06/2023 1 | 1,690 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/01/2023 1 | 730 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/03/2023 1 | 795 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/21/2023 1 | 1,032 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/21/2023 1 | 1,037 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 03/08/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 05/11/2023 1 | 3,092 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/27/2023 1 | 475 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 07/27/2023 1 | 465 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/18/2023 1 | 635 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/27/2023 1 | 883 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/27/2023 1 | 1,320 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/21/2023 1 | 865 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/21/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/03/2023 1 | 683 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/03/2023 1 | 1,380 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/11/2023 1 | 730 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/09/2023 1 | 1,245 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/13/2023 1 | 825 | | (49) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/13/2023 1 | 815 | | (49) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 05/22/2023 1 | 2,017 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/23/2023 1 | 2,400 | | — | | | | |
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, 2023
(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 02/13/2023 1 | 1,451 | | (50) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/13/2023 1 | 971 | | (33) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 03/03/2023 1 | 2,494 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 05/04/2023 1 | 3,128 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/11/2023 1 | 718 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/11/2023 1 | 710 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/11/2023 1 | 1,420 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/11/2023 1 | 720 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/17/2023 1 | 2,463 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 04/28/2023 1 | 950 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 06/16/2023 1 | 3,220 | | (755) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 06/20/2023 1 | 4,043 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/28/2023 1 | 710 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/28/2023 1 | 1,058 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/28/2023 1 | 700 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/05/2023 1 | 1,247 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/02/2023 1 | 2,078 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 03/10/2023 1 | 1,995 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 06/20/2023 1 | 2,765 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/06/2023 1 | 458 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/06/2023 1 | 460 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/06/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/06/2023 1 | 640 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/06/2023 1 | 645 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/13/2023 1 | 1,820 | | (52) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/26/2023 1 | 325 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/26/2023 1 | 650 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/26/2023 1 | 650 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/25/2023 1 | 1,631 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 02/03/2023 1 | 2,091 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/24/2023 1 | 661 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/24/2023 1 | 665 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/31/2023 1 | 530 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 08/31/2023 1 | 1,020 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 04/14/2023 1 | 4,360 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/08/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/28/2023 1 | 1,545 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/05/2023 1 | 1,076 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/01/2023 1 | 730 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/03/2023 1 | 795 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/18/2023 1 | 1,615 | | — | | | | |
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, 2023
(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 07/10/2023 1 | 695 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/12/2023 1 | 66,253 | | (1,210) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/01/2023 1 | 878 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/05/2023 1 | 908 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/10/2023 1 | 1,185 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/28/2023 1 | 865 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/18/2023 1 | 1,760 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/25/2023 1 | 2,200 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 03/08/2023 1 | 855 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/18/2023 1 | 635 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/05/2023 1 | 915 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/05/2023 1 | 945 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/11/2023 1 | 730 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/22/2023 1 | 1,740 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/16/2023 1 | 1,013 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/28/2023 1 | 865 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/18/2023 1 | 1,028 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/19/2023 1 | 703 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/27/2023 1 | 475 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 07/27/2023 1 | 465 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/19/2023 1 | 708 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/27/2023 1 | 863 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/27/2023 1 | 853 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 01/16/2024 1 | 9,380 | | (1,117) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 01/16/2024 1 | 9,520 | | (1,133) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/28/2023 1 | 710 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/28/2023 1 | 1,058 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/28/2023 1 | 700 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/23/2023 1 | 688 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/11/2023 1 | 718 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/11/2023 1 | 710 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/11/2023 1 | 1,420 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/11/2023 1 | 720 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/15/2023 1 | 1,260 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/30/2023 1 | 815 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/05/2023 1 | 1,247 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 10/30/2023 1 | 842 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/02/2023 1 | 2,078 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/13/2023 1 | 1,448 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/13/2023 1 | 875 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/29/2023 1 | 915 | | (20) | | | | |
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, 2023
(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 01/04/2024 1 | 1,365 | | (36) | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/02/2023 1 | 935 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/06/2023 1 | 1,508 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/28/2023 1 | 1,545 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/10/2023 1 | 1,185 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/28/2023 1 | 865 | | (20) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/25/2023 1 | 1,631 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/31/2023 1 | 530 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 08/31/2023 1 | 1,020 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/05/2023 1 | 1,076 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/16/2023 1 | 1,013 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/28/2023 1 | 865 | | (20) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/18/2023 1 | 1,760 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/25/2023 1 | 2,200 | | (32) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/18/2023 1 | 1,028 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/18/2023 1 | 1,615 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/19/2023 1 | 703 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/01/2023 1 | 878 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/05/2023 1 | 908 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/19/2023 1 | 708 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/20/2023 1 | 1,365 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/27/2023 1 | 863 | | (20) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/27/2023 1 | 853 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/05/2023 1 | 915 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/05/2023 1 | 945 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/22/2023 1 | 1,740 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/23/2023 1 | 688 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 09/21/2023 1 | 136,560 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/30/2023 1 | 815 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/30/2023 1 | 842 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 12/15/2023 1 | 1,260 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 11/13/2023 1 | 1,448 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 11/13/2023 1 | 875 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/27/2023 1 | 96,300 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/27/2023 1 | 20,073 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 11/02/2023 1 | 935 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 11/06/2023 1 | 1,508 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 11/20/2023 1 | 1,365 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 12/20/2023 1 | 55,125 | | — | | | | |
| | SWAPTION - SOP | CALL SCTY EX 11/13/2023 1 | 33,695 | | — | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/25/2024 1 | 22,050 | | (5,261) | | | | |
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, 2023
(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 10/07/2024 1 | 57,600 | | (15,696) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 10/07/2024 1 | 32,400 | | (9,724) | | | | |
| | SWAPTION - SOP | PUT SCTY EX 09/06/2023 1 | 10,800 | | (2,700) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTYEX 04/21/2023 100,000 | 1,433 | | — | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2023 100,000 | 934 | | (2) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 08/25/2023 100,000 | 30,676 | | (31) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 04/21/2023 100,000 | 12,851 | | (406) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2023 100,000 | 2,182 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 04/21/2023 100,000 | 2,442 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 05/26/2023 100,000 | 1,013 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2023 100,000 | 2,191 | | (1) | | | | |
| | 10 YEAR US TREASURY NOTES | PUT SCTY EX 07/21/2023 100,000 | 43,762 | | (7,036) | | | | |
| | 30 YEAR US TREASURY NOTES | CALL SCTY EX 06/23/2023 100,000 | 3,915 | | — | | | | |
| | 30 YEAR US TREASURY NOTES | PUT SCTY EX 06/23/2023 100,000 | 3,374 | | — | | | | |
| | 5 YEAR US TREASURY NOTES | PUT SCTY EX 04/21/2023 100,000 | 1,349 | | — | | | | |
| | BOND OPTION | BOP CALL SCTY SWP-USD EX 04/06/2023 1 | 2,922 | | (86) | | | | |
| | CREDIT DEFAULT SWAP | CDS BA 2.6 30Oct25@1%USD 20/DEC/2027 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS MEX 4.15 28Mar@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS T 3.8 02/15/27@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS VRZN 4.125 16M@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS VRZN 4.125 16M@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS VRZN 4.125 16M@1%USD 20/DEC/2028 | — | | — | | | | |
| | CREDIT DEFAULT SWAP | CDS F 4.346 08Dec2@5%USD 20/DEC/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1%USD 20/DEC/2027 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1%USD 20/DEC/2027 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1%USD 20/DEC/2027 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.39-V@1%USD 20/DEC/2027 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
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, 2023
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION | | | |
| DERIVATIVES (CONTINUED): | | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.40-V@1%USD 20/JUN/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.EM.40-V@1%USD 20/DEC/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.41-V@1%USD 20/DEC/2028 | — | | — | | | | |
| | CREDIT INDEX SWAP | CDI CDX.NA.IG.41-V@1%USD 20/DEC/2028 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.5/EURIBOR 0.0000 EUR 15/Mar/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.5/EURIBOR 0.0000 EUR 15/Mar/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.5/EURIBOR 0.0000 EUR 15/Mar/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.75/EURIBOR 0.0000 EUR 15/Mar/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.75/EURIBOR 0.0000 EUR 15/Mar/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.75/EURIBOR 0.0000 EUR 15/Mar/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.54/EURIBOR 0.0000 EUR 09/Mar/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.5/EURIBOR 0.0000 EUR 20/Sep/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.5/EURIBOR 0.0000 EUR 20/Sep/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.5/EURIBOR 0.0000 EUR 20/Sep/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.5/EURIBOR 0.0000 EUR 20/Sep/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.25/LIBOR 0.0000 USD 16/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 1.25/LIBOR 0.0000 USD 16/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0.5/LIBOR 0.0000 USD 16/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 04/Aug/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 04/Aug/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 15/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 15/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 15/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 15/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
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, 2023
(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): | | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 20/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 0/LIBOR 0.0000 USD 09/Sep/2023 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 3/EURIBOR 0.0000 EUR 20/Sep/2033 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.28/LIBOR 0.0000 USD 15/Nov/2053 | — | | — | | | | |
| | INTEREST RATE SWAP | IRS 2.3/LIBOR 0.0000 USD 15/Nov/2028 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.47% USD 22/FEB/2030 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.4% USD 23/FEB/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.4% USD 23/FEB/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.34% USD 23/FEB/2030 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.34% USD 23/FEB/2030 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.08% USD 23/FEB/2053 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.43% USD 27/FEB/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.37% USD 01/MAR/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.37% USD 01/MAR/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.3% USD 06/MAR/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.45% USD 07/MAR/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.8% USD 10/MAR/2028 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 16/JUN/2051 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 16/JUN/2051 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0.5% USD 16/JUN/2026 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.42% USD 24/MAY/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.27%USD 04/NOV/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.27% USD 04/NOV/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/2% USD 15/DEC/2051 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/2% USD 15/DEC/2051 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 15/DEC/2026 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 15/DEC/2026 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/2.5% USD 20/JUN/2048 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
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, 2023
(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): | | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/1.25% USD 09/JUN/2041 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 20/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 04/AUG/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 04/AUG/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 15/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 15/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 15/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 15/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0.261%/0% USD 09/SEP/2023 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS TONAR +0% /0.5% JPY 15/DEC/2031 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.3% USD 14/JUN/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.5% USD 21/JUN/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.5% USD 22/JUN/2030 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.42% USD 25/SEP/2025 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /1.9516% USD 26/JUN/2053 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /1.9312% USD 26/JUN/2053 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /1.7165% USD 26/JUN/2028 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /1.803% USD 30/JUN/2028 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /1.975% USD 30/JUN/2053 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.5% USD 20/DEC/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.5% USD 20/DEC/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.65% USD 10/JUL/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.65% USD 10/JUL/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.5% USD 18/JUL/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.5% USD 18/JUL/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.75% USD 12/JUL/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.73% USD 03/AUG/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.735% USD 07/AUG/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /5.15% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /5.15% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.8% USD 22/AUG/2030 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /5.388% USD 18/OCT/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.9% USD 30/AUG/2033 | — | | — | | | | |
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, 2023
(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): | | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.9% USD 30/AUG/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.9% USD 30/AUG/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS TONAR +0% /0.85% JPY 20/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS TONAR +0% /0.85% JPY 20/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.95% USD 13/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.715% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.95% USD 13/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.95% USD 13/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.715% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.75% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.2325% USD 13/SEP/2024 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.95% USD 13/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.165% USD 27/SEP/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.155% USD 02/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.03% USD 04/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.175% USD 10/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.15% USD 12/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.2% USD 18/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.22% USD 20/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.255% USD 23/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.23% USD 23/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.3925% USD 25/OCT/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.45% USD 01/NOV/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.435% USD 01/NOV/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.9% USD 15/NOV/2025 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.9% USD 15/NOV/2025 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.9% USD 15/NOV/2025 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.25% USD 22/NOV/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.95% USD 19/DEC/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /4.868% USD 22/DEC/2025 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.854% USD 29/DEC/2033 | — | | — | | | | |
| | OVERNIGHT INDEX SWAP | OIS SOFR +0% /3.854% USD 29/DEC/2033 | — | | — | | | | |
| | AUST 10Y BOND FUT BOND | EXPIRES 06/15/2023 SIZE 100,000 | — | | 12,218 | | | | |
| | AUST 3YR BOND FUT BOND | EXPIRES 06/15/2023 SIZE 100,000 | — | | 3,388 | | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 12/15/2023 SIZE 50 | — | | 1,164,891 | | | | |
| | E-MINI RUSS 2000 EQUITY INDEX | EXPIRES 09/15/2023 SIZE 50 | — | | 449,999 | | | | |
| | EURO-BOBL FUTURE BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | (18,414) | | | | |
| | EURO-BOBL FUTURE BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | 57,073 | | | | |
| | EURO-BOBL FUTURE BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (125,583) | | | | |
| | EURO-BTP FUTURE BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | 69,315 | | | | |
| | EURO-BTP FUTURE BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | (39,756) | | | | |
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, 2023
(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-BTP FUTURE BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (418,128) | | | | |
| | EURO-BUND FUTURE BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | (143,520) | | | | |
| | EURO-BUND FUTURE BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | (11,415) | | | | |
| | EURO-BUND FUTURE BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | 105,881 | | | | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | 25,757 | | | | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | 98,419 | | | | |
| | EURO-BUXL 30Y BND BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (121,310) | | | | |
| | EURO-OAT FUTURE BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | (72,483) | | | | |
| | EURO-OAT FUTURE BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | 86,954 | | | | |
| | EURO-OAT FUTURE BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (168,707) | | | | |
| | EURO-SCHATZ FUT BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | 20,466 | | | | |
| | EURO-SCHATZ FUT BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | 709,760 | | | | |
| | EURO-SCHATZ FUT BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (748,497) | | | | |
| | FED FUND 30DAY | EXPIRES 10/31/2023 SIZE 4,167 | — | | (2,867) | | | | |
| | JPN 10Y BOND(OSE) BOND | EXPIRES 09/12/2023 SIZE 100,000,000 | — | | 112,283 | | | | |
| | JPN 10Y BOND(OSE) BOND | EXPIRES 06/13/2023 SIZE 100,000,000 | — | | (719,512) | | | | |
| | SHORT EURO-BTP FU BOND | EXPIRES 12/07/2023 SIZE 100,000 | — | | (47,982) | | | | |
| | SHORT EURO-BTP FU BOND | EXPIRES 09/07/2023 SIZE 100,000 | — | | 40,079 | | | | |
| | SHORT EURO-BTP FU BOND | EXPIRES 06/08/2023 SIZE 100,000 | — | | (86,578) | | | | |
| | US LONG BOND(CBT) BOND | EXPIRES 12/19/2023 SIZE 100,000 | — | | 573,815 | | | | |
| | US LONG BOND(CBT) BOND | EXPIRES 09/20/2023 SIZE 100,000 | — | | 768,381 | | | | |
| | US LONG BOND(CBT) BOND | EXPIRES 06/21/2023 SIZE 100,000 | — | | (171,519) | | | | |
| | US ULTRA BOND CBT BOND | EXPIRES 12/19/2023 SIZE 100,000 | — | | (100,924) | | | | |
| | US ULTRA BOND CBT BOND | EXPIRES 09/20/2023 SIZE 100,000 | — | | 109,015 | | | | |
| | US ULTRA BOND CBT BOND | EXPIRES 06/21/2023 SIZE 100,000 | — | | 49,853 | | | | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 12/19/2023 SIZE 100,000 | — | | 343,822 | | | | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 09/20/2023 SIZE 100,000 | — | | 1,811,378 | | | | |
| | US 10YR NOTE (CBT) BOND | EXPIRES 06/21/2023 SIZE 100,000 | — | | (346,414) | | | | |
| | US 10YR ULTRA FUT BOND | EXPIRES 12/19/2023 SIZE 100,000 | — | | 265,198 | | | | |
| | US 10YR ULTRA FUT BOND | EXPIRES 09/20/2023 SIZE 100,000 | — | | 150,109 | | | | |
| | US 10YR ULTRA FUT BOND | EXPIRES 06/21/2023 SIZE 100,000 | — | | (380,869) | | | | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 12/29/2023 SIZE 200,000 | — | | 140,329 | | | | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 09/29/2023 SIZE 200,000 | — | | 861,701 | | | | |
| | US 2YR NOTE (CBT) BOND | EXPIRES 06/30/2023 SIZE 200,000 | — | | 238,802 | | | | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 12/29/2023 SIZE 100,000 | — | | 201,849 | | | | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 09/29/2023 SIZE 100,000 | — | | (153,367) | | | | |
| | US 5YR NOTE (CBT) BOND | EXPIRES 06/30/2023 SIZE 100,000 | — | | 890,778 | | | | |
| | 3 MON SOFR FUR INT RATE | EXPIRES 06/18/2024 SIZE 2,500 | — | | (184,164) | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
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, 2023
(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: | | | | | |
| | FEDERAL NATIONAL MORT ASSOC | 2.00% 12/25/2054 5,600,000 | 4,264,984 | | (4,348,094) | | | | |
| | FEDERAL NATIONAL MORT ASSOC | 2.00% 09/25/2054 2,000,000 | 1,642,813 | | (1,563,672) | | | | |
| | TBA FNMA SINGLE FAMILY 30YR | 5.50% 05/25/2047 18,100,000 | 18,214,656 | | (18,214,656) | | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.50% 02/15/2053 200,000 | 180,875 | | (180,875) | | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.50% 07/15/2054 200,000 | 170,594 | | (170,594) | | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.50% 09/15/2054 200,000 | 168,906 | | (168,906) | | | | |
| | TBA GNMA2 SINGLE FAMILY 30YR | 2.50% 10/15/2054 200,000 | 160,063 | | (160,063) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 03/25/2054 2,000,000 | 1,689,375 | | (1,603,711) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 04/25/2054 4,000,000 | 3,252,109 | | (3,295,117) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 05/25/2053 4,000,000 | 3,301,875 | | (3,312,891) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 06/25/2054 2,000,000 | 1,664,531 | | (1,645,391) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 07/25/2054 4,000,000 | 3,246,719 | | (3,225,781) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 08/25/2054 2,000,000 | 1,629,375 | | (1,640,234) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 10/25/2054 2,000,000 | 1,565,625 | | (1,536,523) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.00% 11/25/2054 2,000,000 | 1,538,984 | | (1,468,438) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.50% 01/25/2054 18,100,000 | 15,441,563 | | (15,441,563) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 2.50% 11/25/2054 18,100,000 | 14,236,781 | | (14,236,781) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 01/25/2053 18,600,000 | 16,492,969 | | (16,492,969) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 03/25/2054 36,000,000 | 31,391,563 | | (32,127,969) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 05/25/2054 1,950,000 | 1,780,441 | | (1,780,441) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 06/25/2054 | — | | — | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 07/25/2054 8,000,000 | 7,060,625 | | (7,060,625) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.00% 10/25/2054 27,000,000 | 22,097,813 | | (22,097,813) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.50% 05/25/2053 1,400,000 | 1,298,719 | | (1,298,719) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.50% 09/25/2054 32,250,000 | 28,752,891 | | (28,752,891) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 3.50% 08/25/2054 13,750,000 | (12,658,639) | | 12,708,842 | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 04/25/2053 13,300,000 | 12,687,688 | | (12,687,688) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 08/25/2054 8,629,000 | 8,014,858 | | (8,014,858) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 01/25/2054 19,300,000 | 18,217,961 | | (18,217,961) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 09/25/2054 12,071,000 | (11,070,424) | | 11,417,838 | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.00% 10/25/2054 24,629,000 | (21,602,103) | | 22,791,229 | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 05/25/2054 | — | | — | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 07/25/2054 900,000 | 861,680 | | (861,680) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 08/25/2054 3,000,000 | 2,859,609 | | (2,859,609) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 4.50% 12/25/2053 3,800,000 | 3,523,906 | | (3,523,906) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 02/25/2054 2,900,000 | 2,914,047 | | (2,914,047) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 04/25/2053 4,900,000 | 4,912,250 | | (4,912,250) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 06/25/2054 1,300,000 | 1,294,922 | | (1,293,906) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 07/25/2054 1,900,000 | 1,855,398 | | (1,855,398) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 08/25/2054 1,300,000 | 1,231,344 | | (1,227,344) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 09/25/2054 100,000 | (101,488) | | 132,352 | | | | |
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, 2023
(IRS FORM 5500 - SCHEDULE H - PART IV - LINE 4I)
| | | | | | | | | | | | | | | | | | | | |
| (A) | | (B) | (C) | (D) | (E) | | | |
| | | IDENTITY OF ISSUE, BORROWER,
LESSOR, OR SIMILAR PARTY | DESCRIPTION OF INVESTMENT
INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR
MATURITY VALUE | COSTS OF
ACQUISITIONS | PROCEEDS OF
DISPOSITION | | | |
| SECURITIES SOLD SHORT (CONTINUED): | | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.00% 10/25/2054 500,000 | 469,648 | | (469,648) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 04/25/2053 100,000 | 100,867 | | (100,867) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 06/25/2054 16,600,000 | 16,610,438 | | (16,681,328) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 08/25/2054 30,000,000 | 29,637,063 | | (29,637,063) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 11/25/2054 13,400,000 | 12,919,484 | | (12,919,484) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 5.50% 12/25/2054 900,000 | 888,539 | | (888,539) | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 6.50% 08/25/2054 5,000,000 | (5,111,523) | | 5,098,828 | | | | |
| | TBA UMBS SINGLE FAMILY 30YR | 6.50% 11/25/2053 5,000,000 | 5,023,438 | | (5,023,438) | | | | |
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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, 2023
(IRS FORM 5500 – SCHEDULE G – PART I)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| (A) | (B) | (C) | (D) | (E) | (F) | (G) | (H) | (I) |
| | | AMOUNT RECEIVED DURING THE YEAR | | | AMOUNT OVERDUE |
| IDENTITY AND ADDRESS OF OBLIGOR | ORIGINAL AMOUNT OF LOAN | PRINCIPAL | INTEREST | UNPAID BALANCE AT END OF YEAR | DETAILED DESCRIPTION OF LOAN, INCLUDING DATES OF MAKING AND MATURITY, INTEREST RATE, THE TYPE AND VALUE OF COLLATERAL, ANY RENEGOTIATION OF THE LOAN AND THE TERMS OF THE RENEGOTIATION, AND OTHER MATERIAL ITEMS | PRINCIPAL | INTEREST |
| LEHMAN BROTHERS HDGS 1271 AVE OF THE AMERICAS, NEW YORK, NY 10020 | $ | 210,000 | | $ | 77 | | $ | — | | $ | 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 | | 128 | | — | | 340,000 | | LEH.BROS.HOLD.INC. 6.2% BDS 26/SEP/2014 USD. ISSUE DATE: 09/26/2007 | 340,000 | | — | |
| | | | | | | | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
PLAN NUMBER:002 - EIN# 13/4994650
SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
AS OF DECEMBER 31, 2023
(IRS FORM 5500 – SCHEDULE H – LINE 4a)
| | | | | | | | | | | | | | | | | |
| | | | | |
| Participant Contributions Transferred Late to Plan | Total that Constitute Nonexempt Prohibited Transactions | Total Fully Corrected Under VFCP and PTE 2002-51 |
| Check Here if Late Participant Loan Repayment are Included | Contributions Not Corrected | Contributions Corrected Outside VFCP | Contributions Pending Correction in VFCP |
| X |
| January 2023 | $ | — | | $ | — | | $ | 169,841.76 | | $ | — | |
| February 2023 | — | | — | | 241,117.82 | | — | |
| March 2023 | — | | — | | 247,527.14 | | — | |
| April 2023 | — | | — | | 66,503.92 | | — | |
| May 2023 | — | | — | | 26,193.60 | | — | |
| June 2023 | — | | — | | 63,505.20 | | — | |
| July 2023 | — | | — | | 124,468.47 | | — | |
| August 2023 | — | | — | | 120,910.47 | | — | |
| September 2023 | — | | — | | 3,710,773.36 | | — | |
| October 2023 | — | | — | | 92,659.72 | | — | |
| November 2023 | — | | — | | 81,191.24 | | — | |
| December 2023 | — | | — | | 137,758.99 | | — | |
| Total 2023 | $ | — | | $ | — | | $ | 5,082,451.69 | | $ | — | |
Note: Management is working on a corrective plan to address this issue. The amounts herein are Management's best estimate and are subject to change.
JPMORGAN CHASE 401(k) SAVINGS PLAN
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
| | | | | |
| | JPMorgan Chase 401(k) Savings Plan |
| (Registrant) |
| |
| By: | /s/ Elena Korablina |
| | Elena Korablina |
| |
| Managing Director and Firmwide Controller |
| (Principal Accounting Officer) |
| JPMorgan Chase & Co. |
| |
| Date: June 27, 2024 | |
JPMORGAN CHASE 401(k) SAVINGS PLAN
INDEX TO EXHIBIT
| | | | | | | | | | | | | | |
| Exhibit No. | | Description of Exhibit | | Page at which located |
| | | | | |
| 23 | | | | 98 | |
Exhibit 23
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Plan Administrator and Plan Participants of
JPMorgan Chase 401(k) Savings Plan
We consent to the incorporation by reference in the registration statements No. 333-272306, No. 333-219699, No. 333-185582, No.333-145108 and No. 333-31656 on Form S-8 of JPMorgan Chase & Co. of our report dated June 27, 2024, relating to the statements of net assets available for benefits of JPMorgan Chase 401(k) Savings Plan as of December 31, 2023 and 2022, and the related statements of changes in net assets available for benefits for the years then ended, and all related schedules, which report appears in the December 31, 2023 Annual Report on Form 11-K of JPMorgan Chase 401(k) Savings Plan.
/s/ Meaden & Moore, Ltd.
Meaden & Moore, Ltd.
Cleveland, Ohio
June 27, 2024
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