RHS:  Rural Housing Service of the U.S. Department of Agriculture Revenue wallet:  Proportion of fee revenue based on estimates of investment banking fees generated across the industry (i.e., the revenue wallet) from investment banking transactions in M&A, equity and debt underwriting, and loan syndications. Source: Dealogic, a third-party provider of investment banking competitive analysis and volume-based league tables for the above noted industry products. Retained loans:  Loans that are held-for-investment (i.e., excludes loans held-for-sale and loans at fair value). Reported basis:  Financial statements prepared under U.S. GAAP, which excludes the impact of taxable-equivalent adjustments. REO:  Real estate owned Regulatory VaR:  Daily aggregated VaR calculated in accordance with regulatory rules. REIT: “Real estate investment trust”:  A special purpose investment vehicle that provides investors with the ability to participate directly in the ownership or financing of real-estate related assets by pooling their capital to purchase and manage income property (i.e., equity REIT) and/or mortgage loans (i.e., mortgage REIT). REITs can be publicly or privately held and they also qualify for certain favorable tax considerations. PSUs:  Performance share units – Unrealized gains and losses result from changes in valuation. In connection with its client-driven market-making activities, the Firm transacts in debt and equity instruments, derivatives and commodities, including physical commodities inventories and financial instruments that reference commodities. Principal transactions revenue also includes realized and unrealized gains and losses related to: sell an instrument to the Firm and the price at which another market participant is willing and able to buy it from the Firm, and vice versa; and JPMorgan Chase & Co./2020 Form 10-K 310 Single-name:  Single reference-entities Shelf securities:  Securities registered with the SEC under a shelf registration statement that have not been issued, offered or sold. These securities are not included in league tables until they have actually been issued. Seed capital:  Initial JPMorgan capital invested in products, such as mutual funds, with the intention of ensuring the fund is of sufficient size to represent a viable offering to clients, enabling pricing of its shares, and allowing the manager to develop a track record. After these goals are achieved, the intent is to remove the Firm’s capital from the investment. Securities financing agreements:  Include resale, repurchase, securities borrowed and securities loaned agreements SEC:  Securities and Exchange Commission Scored portfolios:  Consumer loan portfolios that predominantly include residential real estate loans, credit card loans, auto loans to individuals and certain small business loans. SCB:  Stress Capital Buffer SAR(s):  Stock appreciation rights S&P:  Standard and Poor’s 500 Index RWA: “Risk-weighted assets” : Basel III establishes two comprehensive approaches for calculating RWA (a Standardized approach and an Advanced approach) which include capital requirements for credit risk, market risk, and in the case of Basel III Advanced, also operational risk. Key differences in the calculation of credit risk RWA between the Standardized and Advanced approaches are that for Basel III Advanced, credit risk RWA is based on risk- sensitive approaches which largely rely on the use of internal credit models and parameters, whereas for Basel III Standardized, credit risk RWA is generally based on supervisory risk-weightings which vary primarily by counterparty type and asset class. Market risk RWA is calculated on a generally consistent basis between Basel III Standardized and Basel III Advanced. Risk-rated portfolio:  Credit loss estimates are based on estimates of the probability of default (“PD”) and loss severity given a default. The probability of default is the likelihood that a borrower will default on its obligation; the loss given default (“LGD”) is the estimated loss on the loan that would be realized upon the default and takes into consideration collateral and structural support for each credit facility. ROA:  Return on assets ROE:  Return on equity ROTCE:  Return on tangible common equity ROU assets:  Right-of-use assets RSU(s):  Restricted stock units • derivatives designated in qualifying hedge accounting relationships, primarily fair value hedges of commodity and foreign exchange risk; • derivatives used for specific risk management purposes, primarily to mitigate credit risk and foreign exchange risk. • realized and unrealized gains and losses on financial instruments and commodities transactions, including those accounted for under the fair value option, primarily used in client-driven market-making activities, and on private equity investments. – Realized gains and losses result from the sale of instruments, closing out or termination of transactions, or interim cash payments. Glossary of Terms and Acronyms