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J.P. Morgan provides a 424(b)(3) supplemental presentation for the J.P. Morgan Multi‑Asset Index used in certain notes. The slide set shows hypothetical backtested Index returns from Feb 22, 1994 through Nov 17, 2022 and actual Index performance from Nov 18, 2022 through Mar 31, 2026. The Index is an excess‑return strategy subject to a 1.00% per annum daily deduction and was established on Nov 18, 2022. The materials stress that backtested and historical performance are illustrative, not predictive, and point readers to the prospectus, product and underlying supplements and pricing supplement for full risk disclosures.
The presentation updates hypothetical backtested and actual historical returns and monthly portfolio weights for the J.P. Morgan Total Return SM Index. It states the Index uses alternative proxy performance for some Basket Constituents from May 3, 2004 to June 25, 2014, actual constituent performance from June 26, 2014 through July 12, 2017, and actual performance from July 13, 2017 to March 31, 2026. The update discloses use of proxy indices (with stated hypothetical expense deductions), warns that backtested and historical performance are hypothetical and not predictive, and includes monthly weight tables for constituent categories across the full timeline. It notes the Index was established on July 13, 2017 and references a historical volatility threshold of 5% as a metric mentioned in the risks.
JPMorgan Chase Financial Company LLC offers Contingent Income Auto-Callable Securities due April 13, 2028 linked to the common stock of Marvell Technology, Inc.. Each $1,000 security pays a contingent quarterly coupon only if the underlying closes at or above the downside threshold (50% of the initial stock price).
The initial stock price is $119.93, the downside threshold is $59.965, the stated principal amount and issue price are $1,000 per security, and the minimum contingent quarterly payment shown is $48.75 (4.875%). If a determination date meets the auto-call condition (underlying ≥ initial stock price), the notes redeem early for principal plus the contingent payment. If not redeemed and the final stock price is below the downside threshold, maturity payment equals principal × (final stock price / initial stock price) and could be less than 50% of principal or zero. Payments are obligations of JPMorgan Chase Financial Company LLC and fully and unconditionally guaranteed by JPMorgan Chase & Co. The estimated value (assuming the minimum contingent payment) is approximately $961.20 per $1,000, with an estimated floor value on the pricing date not less than $940.00.
The J.P. Morgan Total Return SM Index is a momentum-based index that allocates across 12 U.S. dollar fixed-income ETFs and rebalances monthly into the best 6-month performers, subject to a 5% historical volatility threshold. The index was established on July 13, 2017 and publishes levels via Bloomberg and JPMorganIndices.com.
This performance update shows hypothetical backtested data from March 2016 to March 2026 and actual performance from July 13, 2017 through March 31, 2026; it compares the Index to Bloomberg Barclays bond benchmarks and discloses methods, limitations, and key risks including index sponsor discretion and fixed-income market risks.
J.P. Morgan published a performance update for the J.P. Morgan Multi-Asset Index (MAX), summarizing hypothetical backtested results from Mar 2016 through Mar 2026 and actual index performance from its launch on Nov 18, 2022 through Mar 31, 2026. The Index rebalances at least monthly across up to 10 futures-based Constituents, is an excess return index with a 1.00% per annum daily deduction, and publishes levels on Bloomberg (ticker MAX) and on JPMorganIndices.com. The update includes multi-period risk and return measures (10-year Sharpe, annualized volatilities and returns), recent monthly allocation examples for Nov 2025 through Apr 2026, and detailed risk disclosures noting limited operating history, momentum strategy risks, notional exposures, potential concentration and futures-related risks.
JPMorgan Chase Financial Company LLC is offering Structured Investments: Auto Callable Accelerated Barrier Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have $1,000 minimum denominations, are expected to price on or about April 14, 2026 and settle on or about April 17, 2026. The notes can automatically call on scheduled Review Dates beginning April 19, 2027 and mature on April 17, 2031. At maturity, if not called, investors receive either principal or an upside payoff equal to 2.00× the Index appreciation (subject to a 50.00% barrier), while downside exposure can result in loss of principal in proportion to Index depreciation. The Index incorporates a 6.0% per annum daily deduction and a notional financing cost, which are explicit drags on Index performance.
JPMorgan Chase Financial Company LLC is offering uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index due October 19, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide at least a 1.26x upside participation on appreciation of the Index at maturity, no periodic interest, and a 20.00% downside buffer; losses beyond the buffer reduce principal dollar-for-dollar (up to 80.00% loss).
Notes are in minimum denominations of $1,000, expected to price on or about April 15, 2026 and settle on or about April 20, 2026. The estimated indicative value at pricing would be approximately $982.90 per $1,000 note and will not be less than $950.00 per $1,000 principal amount note.
JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due October 15, 2026, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly contingent interest (at least 1.00% per month, 6.00% total) only if each underlying (Nasdaq-100, S&P 500, XLI) is >= 85.00% of its Strike Value on each Review Date. The issuer may redeem the notes early beginning May 14, 2026. Principal is at risk at maturity if the least performing underlying is below the 15.00% buffer.
JPMorgan Chase Financial Company LLC offers Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index due April 22, 2032. The notes pay monthly Contingent Interest Payments when the Index is at or above an Interest Barrier (70% of the Initial Value), are subject to a 6.0% per annum daily deduction to the Index level, may be automatically called starting April 19, 2027, and are unsecured obligations of JPMorgan Financial fully guaranteed by JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC priced $6,233,000 of uncapped buffered return enhanced notes due April 14, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay at maturity based on the least performing of three ETFs (DIA, SPY, QQQ) with an upside leverage factor 1.5265 and a 30.00% buffer. The notes priced on April 8, 2026 with expected settlement on or about April 13, 2026. Investors receive $1,000 plus leveraged upside if the least performing fund appreciates; if any fund falls more than 30.00% at maturity the principal is reduced 1% for each 1% below the buffer (up to a 70.00% loss). The issuer estimates an initial value of $987.00 per $1,000 note; sales are to fee-based advisory accounts.