In the following months, Jericho became a major force in The Invasion storyline in which WCW and ECW joined forces to overtake the WWF. Jericho remained on the side of the WWF despite previously competing in WCW and ECW. However, Jericho began slow turning into a villain by showing jealousy toward fellow WWF member The Rock. They faced each other in a match at No Mercy for the WCW Championship after Jericho defeated Rob Van Dam in a number one contenders match. Jericho won the WCW Championship when he pinned The Rock after debuting a new finisher, the Breakdown, onto a steel chair, winning his first world title in the process. One night later, the two put their differences aside and won the WWF Tag Team title from the Dudley Boyz.  After they lost the title to Test and Booker T, they continued their feud. On the November 5 episode of Raw, The Rock defeated Jericho to regain the WCW Championship. Following the match, Jericho attacked The Rock with a steel chair. At Survivor Series, Jericho solidified his heel turn by almost costing The Rock, and the WWF, victory in their elimination matchup by attacking The Rock again. At Vengeance, Jericho defeated both The Rock for the WCW Championship (unbranded and only referred to as the World Championship following Survivor Series) and Stone Cold Steve Austin for his first WWF Championship on the same night to become the first wrestler to hold both championships at the same time, which made him the first-ever Undisputed WWF Champion, as well as the fourth Grand Slam winner under the original format. He retained the title at Royal Rumble against The Rock and at No Way Out against Austin. Jericho later lost the title to Triple H in the main event of WrestleMania X8.  After his title loss, Jericho became a member of the SmackDown! roster and continued his feud with Triple H. The rivalry culminated at Judgment Day when Triple H defeated Jericho in a Hell in a Cell match.

Answer this question "what 2 championships did he have at the same time" by extracting the answer from the text above.
WWF Championship