Fund
|
Ticker
|
Listing
Exchange
|
JPMorgan
BetaBuilders 1-5 Year U.S. Aggregate Bond ETF |
BBSA |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Aggregate Bond ETF |
BBAG |
NYSE
Arca |
JPMorgan
BetaBuilders U.S. TIPS 0-5 Year ETF |
BBIP |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Treasury Bond 1-3 Year ETF |
BBSB |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Treasury Bond 20+ Year ETF |
BBLB |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Treasury Bond 3-10 Year ETF |
BBIB |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders USD High Yield Corporate Bond ETF |
BBHY |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders USD Investment Grade Corporate Bond
ETF |
BBCB |
NYSE
Arca |
JPMorgan
USD Emerging Markets Sovereign Bond ETF |
JPMB |
NYSE
Arca |
|
|
1 | |
2 | |
| |
3 | |
5 | |
7 | |
9 | |
11 | |
13 | |
15 | |
18 | |
20 | |
23 | |
133 | |
144 | |
148 | |
163 | |
165 | |
166 | |
170 |
![]() |
“A
properly diversified portfolio
together
with a long-term approach
may
help investors weather economic
and
geopolitical uncertainties.”
—
Brian S. Shlissel
|
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
1
|
2
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
1.65% |
Market
Price ** |
1.58% |
Bloomberg
Short-Term U.S. Aggregate Bond Index |
1.77% |
Net
Assets as of 8/31/2023 |
$15,294,006 |
Duration
as of 8/31/2023 |
2.7
Years |
Fund
Ticker |
BBSA |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
57.8% |
Corporate
Bonds |
25.6 |
Mortgage-Backed
Securities |
6.6 |
Supranational |
2.7 |
Commercial
Mortgage-Backed Securities |
2.1 |
U.S.
Government Agency Securities |
1.9 |
Others
(each less than 1.0%) |
1.9 |
Short-Term
Investments |
1.4 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
3
|
|
INCEPTION
DATE |
SIX
MONTHS* |
1
YEAR |
SINCE
INCEPTION |
JPMorgan
BetaBuilders 1-5 Year U.S. Aggregate Bond ETF |
|
|
| |
Net
Asset Value |
March
12, 2019 |
1.65
% |
1.00
% |
0.67
% |
Market
Price |
|
1.58 |
1.06 |
0.68 |
| |
* |
Not
annualized. |
4
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
0.87% |
Market
Price ** |
1.00% |
Bloomberg
U.S. Aggregate Index |
0.95% |
Net
Assets as of 8/31/2023 |
$2,000,114,114 |
Duration
as of 8/31/2023 |
6.1
Years |
Fund
Ticker |
BBAG |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
37.7% |
Mortgage-Backed
Securities |
24.6 |
Corporate
Bonds |
22.8 |
Commercial
Mortgage-Backed Securities |
1.7 |
Foreign
Government Securities |
1.6 |
Supranational |
1.2 |
U.S.
Government Agency Securities |
1.1 |
Others
(each less than 1.0%) |
0.7 |
Short-Term
Investments |
8.6 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
5
|
|
INCEPTION
DATE |
SIX
MONTHS* |
1
YEAR |
SINCE
INCEPTION |
JPMorgan
BetaBuilders U.S. Aggregate Bond ETF |
|
|
| |
Net
Asset Value |
December
12, 2018 |
0.87
% |
(1.36
)% |
0.29
% |
Market
Price |
|
1.00 |
(1.32
) |
0.32 |
| |
* |
Not
annualized. |
6
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
(0.42)% |
Market
Price ** |
(0.33)% |
ICE
0-5 Year US Inflation-Linked Treasury Index Total Return in
USD |
(0.39)% |
Net
Assets as of 8/31/2023 |
$7,579,078 |
Duration
as of 8/31/2023 |
2.6
Years |
Fund
Ticker |
BBIP |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
99.8% |
Short-Term
Investments |
0.2 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
7
|
|
INCEPTION
DATE |
CUMULATIVE
SINCE
INCEPTION |
JPMorgan
BetaBuilders U.S. TIPS 0-5 Year ETF |
| |
Net
Asset Value |
May 10,
2023 |
(0.42
)% |
Market
Price |
|
(0.33
) |
8
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
0.30% |
Market
Price ** |
0.35% |
ICE
US Treasury 1-3 Year Bond Index |
0.32% |
Net
Assets as of 8/31/2023 |
$4,421,762 |
Duration
as of 8/31/2023 |
1.9
Years |
Fund
Ticker |
BBSB |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
99.7% |
Short-Term
Investments |
0.3 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
9
|
|
INCEPTION
DATE |
CUMULATIVE
SINCE
INCEPTION |
JPMorgan
BetaBuilders U.S. Treasury Bond 1-3 Year ETF |
| |
Net
Asset Value |
April
19, 2023 |
0.30
% |
Market
Price |
|
0.35 |
10
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
(6.02)% |
Market
Price ** |
(5.95)% |
ICE
US Treasury 20+ Year Bond Index |
(6.05)% |
Net
Assets as of 8/31/2023 |
$52,270,987 |
Duration
as of 8/31/2023 |
17.2
Years |
Fund
Ticker |
BBLB |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
100.0% |
Short-Term
Investments |
0.0**** |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
11
|
|
INCEPTION
DATE |
CUMULATIVE
SINCE
INCEPTION |
JPMorgan
BetaBuilders U.S. Treasury Bond 20+ Year ETF |
| |
Net
Asset Value |
April
19, 2023 |
(6.02
)% |
Market
Price |
|
(5.95
) |
12
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
(1.39)% |
Market
Price ** |
(1.35)% |
ICE
U.S. Treasury 3-10 Year Bond Index Total Return in
USD |
(1.38)% |
Net
Assets as of 8/31/2023 |
$4,368,957 |
Duration
as of 8/31/2023 |
5.1
Years |
Fund
Ticker |
BBIB |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
U.S.
Treasury Obligations |
99.5% |
Short-Term
Investments |
0.5 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
13
|
|
INCEPTION
DATE |
CUMULATIVE
SINCE
INCEPTION |
JPMorgan
BetaBuilders U.S. Treasury Bond 3-10 Year ETF |
| |
Net
Asset Value |
April
19, 2023 |
(1.39
)% |
Market
Price |
|
(1.35
) |
14
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
3.96% |
Market
Price ** |
4.27% |
ICE
BofA U.S. High Yield Total Return Index |
4.58% |
Net
Assets as of 8/31/2023 |
$433,254,754 |
Duration
as of 8/31/2023 |
3.7
Years |
Fund
Ticker |
BBHY |
PORTFOLIO
COMPOSITION BY INDUSTRY
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
Oil,
Gas & Consumable Fuels |
9.7% |
Hotels,
Restaurants & Leisure |
8.6 |
Media |
6.6 |
Diversified
Telecommunication Services |
5.2 |
Consumer
Finance |
4.3 |
Health
Care Providers & Services |
4.0 |
Commercial
Services & Supplies |
3.5 |
Specialty
Retail |
3.3 |
Software |
2.9 |
Chemicals |
2.9 |
Containers
& Packaging |
2.9 |
Aerospace
& Defense |
2.2 |
Automobile
Components |
2.2 |
Financial
Services |
2.0 |
Metals
& Mining |
2.0 |
Passenger
Airlines |
1.8 |
Trading
Companies & Distributors |
1.7 |
Insurance |
1.7 |
Energy
Equipment & Services |
1.6 |
Electric
Utilities |
1.6 |
Pharmaceuticals |
1.6 |
Building
Products |
1.4 |
Household
Durables |
1.4 |
Machinery |
1.4 |
Automobiles |
1.3 |
Broadline
Retail |
1.3 |
Ground
Transportation |
1.2 |
Food
Products |
1.2 |
Consumer
Staples Distribution & Retail |
1.1 |
Wireless
Telecommunication Services |
1.1 |
Others
(each less than 1.0%) |
15.4 |
Short-Term
Investments |
0.9 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
15
|
16
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
|
INCEPTION
DATE |
SIX
MONTHS* |
1
YEAR |
5
YEAR |
SINCE
INCEPTION |
JPMorgan
BetaBuilders USD High Yield Corporate Bond ETF |
|
|
|
| |
Net
Asset Value |
September
14, 2016 |
3.96
% |
6.86
% |
2.93
% |
3.42
% |
Market
Price |
|
4.27 |
7.62 |
2.93 |
3.46 |
| |
* |
Not
annualized. |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
17
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
1.86% |
Market
Price ** |
1.88% |
Bloomberg
U.S. Corporate Index |
2.05% |
Net
Assets as of 8/31/2023 |
$51,253,356 |
Duration
as of 8/31/2023 |
7.0
Years |
Fund
Ticker |
BBCB |
PORTFOLIO
COMPOSITION
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
Corporate
Bonds |
99.0% |
Others
(each less than 1.0%) |
0.2 |
Short-Term
Investments |
0.8 |
18
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
|
INCEPTION
DATE |
SIX
MONTHS* |
1
YEAR |
SINCE
INCEPTION |
JPMorgan
BetaBuilders USD Investment Grade Corporate Bond ETF |
|
|
| |
Net
Asset Value |
December
12, 2018 |
1.86
% |
0.83
% |
1.57
% |
Market
Price |
|
1.88 |
1.11 |
1.57 |
| |
* |
Not
annualized. |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
19
|
REPORTING
PERIOD RETURN: |
|
Net
Asset Value * |
2.75% |
Market
Price ** |
2.52% |
JPMorgan
Emerging Markets Risk-Aware Bond Index |
3.07% |
Net
Assets as of 8/31/2023 |
$634,543,691 |
Duration
as of 8/31/2023 |
6.8
Years |
Fund
Ticker |
JPMB |
PORTFOLIO
COMPOSITION BY COUNTRY
AS
OF August
31, 2023 |
PERCENT
OF
TOTAL
INVESTMENTS |
Turkey |
8.1% |
Oman |
7.8 |
Brazil |
7.5 |
Dominican
Republic |
7.1 |
Colombia |
6.7 |
South
Africa |
6.6 |
Bahrain |
4.6 |
Mexico |
3.6 |
Saudi
Arabia |
3.5 |
Indonesia |
3.3 |
United
Arab Emirates |
3.0 |
Qatar |
2.5 |
China |
2.5 |
Philippines |
2.2 |
Chile |
2.0 |
Kenya |
2.0 |
Jamaica |
1.9 |
Peru |
1.9 |
Panama |
1.9 |
Angola |
1.7 |
Uruguay |
1.5 |
Jordan |
1.5 |
Hungary |
1.5 |
Malaysia |
1.5 |
Romania |
1.4 |
Morocco |
1.4 |
Costa
Rica |
1.2 |
Azerbaijan |
1.0 |
Paraguay |
1.0 |
Others
(each less than 1.0%) |
5.5 |
Short-Term
Investments |
2.1 |
20
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
21
|
|
INCEPTION
DATE |
SIX
MONTHS* |
1
YEAR |
5
YEAR |
SINCE
INCEPTION |
JPMorgan
USD Emerging Markets Sovereign Bond ETF |
|
|
|
| |
Net
Asset Value |
January
29, 2018 |
2.75
% |
4.84
% |
1.24
% |
0.02
% |
Market
Price |
|
2.52 |
5.34 |
1.16 |
0.08 |
| |
* |
Not
annualized. |
22
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
U.S.
Treasury Obligations — 58.0% | ||
U.S.
Treasury Bonds |
|
|
7.63%,
2/15/2025 |
118,000 |
121,932 |
6.00%,
2/15/2026 |
268,000 |
275,161 |
6.50%,
11/15/2026 |
72,000 |
76,067 |
6.38%,
8/15/2027 |
323,000 |
345,232 |
U.S.
Treasury Notes |
|
|
1.75%,
7/31/2024 |
111,000 |
107,388 |
2.38%,
8/15/2024 |
193,000 |
187,557 |
0.38%,
9/15/2024 |
8,000 |
7,600 |
1.50%,
9/30/2024 |
287,000 |
275,542 |
0.63%,
10/15/2024 |
9,000 |
8,545 |
1.50%,
10/31/2024 |
258,000 |
247,065 |
0.75%,
11/15/2024 |
86,000 |
81,498 |
2.25%,
11/15/2024 |
12,000 |
11,576 |
1.00%,
12/15/2024 |
141,000 |
133,631 |
1.75%,
12/31/2024 |
153,000 |
146,235 |
2.25%,
12/31/2024 |
159,000 |
152,982 |
1.13%,
1/15/2025 |
88,000 |
83,311 |
1.50%,
2/15/2025 |
100,000 |
94,926 |
2.00%,
2/15/2025 |
5,000 |
4,782 |
0.50%,
3/31/2025 |
7,000 |
6,519 |
0.38%,
4/30/2025 |
153,000 |
141,764 |
0.25%,
5/31/2025 |
1,066,000 |
982,177 |
2.88%,
5/31/2025 |
118,000 |
113,838 |
0.25%,
7/31/2025 |
21,000 |
19,231 |
2.00%,
8/15/2025 |
5,000 |
4,733 |
0.25%,
8/31/2025 |
87,000 |
79,415 |
2.25%,
11/15/2025 |
9,000 |
8,525 |
0.38%,
11/30/2025 |
1,460,000 |
1,325,064 |
0.38%,
1/31/2026 |
7,000 |
6,317 |
0.50%,
2/28/2026 |
8,000 |
7,223 |
0.75%,
3/31/2026 |
5,000 |
4,538 |
0.75%,
4/30/2026 |
5,000 |
4,522 |
0.75%,
5/31/2026 |
6,000 |
5,411 |
1.50%,
8/15/2026 |
5,000 |
4,583 |
0.75%,
8/31/2026 |
731,000 |
654,531 |
0.88%,
9/30/2026 |
5,000 |
4,486 |
1.13%,
10/31/2026 |
259,000 |
233,484 |
1.25%,
11/30/2026 |
339,000 |
306,159 |
1.25%,
12/31/2026 |
5,000 |
4,509 |
1.50%,
1/31/2027 |
34,000 |
30,842 |
2.38%,
5/15/2027 |
5,000 |
4,654 |
0.50%,
5/31/2027 |
157,000 |
135,989 |
0.50%,
6/30/2027 |
391,000 |
337,848 |
0.38%,
7/31/2027 |
177,000 |
151,708 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
2.75%,
7/31/2027 |
150,000 |
141,211 |
2.25%,
8/15/2027 |
100,000 |
92,320 |
0.50%,
8/31/2027 |
300,000 |
257,766 |
4.13%,
10/31/2027 |
100,000 |
99,078 |
3.88%,
12/31/2027 |
20,000 |
19,636 |
0.75%,
1/31/2028 |
75,000 |
64,318 |
3.50%,
1/31/2028 |
350,000 |
338,516 |
2.75%,
2/15/2028 |
200,000 |
187,344 |
1.13%,
2/29/2028 |
75,000 |
65,285 |
3.63%,
3/31/2028 |
50,000 |
48,606 |
1.25%,
4/30/2028 |
160,000 |
139,525 |
2.88%,
5/15/2028 |
91,000 |
85,533 |
1.25%,
5/31/2028 |
100,000 |
87,047 |
1.25%,
6/30/2028 |
104,000 |
90,350 |
1.00%,
7/31/2028 |
178,000 |
152,343 |
4.13%,
7/31/2028 |
5,000 |
4,971 |
2.88%,
8/15/2028 |
56,000 |
52,504 |
Total
U.S. Treasury Obligations
(Cost
$9,246,656) |
|
8,865,453 |
Corporate
Bonds — 25.7% | ||
Aerospace
& Defense — 0.3% | ||
Boeing
Co. (The)
|
|
|
4.88%,
5/1/2025 |
5,000 |
4,930 |
2.75%,
2/1/2026 |
15,000 |
14,071 |
2.70%,
2/1/2027 |
2,000 |
1,829 |
General
Dynamics Corp. 2.38%, 11/15/2024 |
7,000 |
6,745 |
HEICO
Corp. 5.25%, 8/1/2028 |
8,000 |
7,934 |
Leidos,
Inc. 3.63%, 5/15/2025 |
4,000 |
3,854 |
Lockheed
Martin Corp. 3.55%, 1/15/2026 |
2,000 |
1,935 |
|
|
41,298 |
Air
Freight & Logistics — 0.2% | ||
GXO
Logistics, Inc. 1.65%, 7/15/2026 |
32,000 |
28,328 |
Automobiles
— 0.2% | ||
Toyota
Motor Corp. (Japan) 1.34%, 3/25/2026 |
28,000 |
25,502 |
Banks
— 7.3% | ||
Bangko
Sentral ng Pilipinas International
Bond (Philippines)
8.60%, 6/15/2027 |
13,000 |
14,606 |
Bank
of America Corp.
|
|
|
Series
L, 3.95%, 4/21/2025 |
33,000 |
31,965 |
(3-MONTH
CME TERM SOFR + 0.90%),
2.02%,
2/13/2026 (a) |
30,000 |
28,297 |
(SOFR
+ 1.15%), 1.32%, 6/19/2026 (a) |
78,000 |
71,760 |
(SOFR
+ 1.01%), 1.20%, 10/24/2026 (a) |
31,000 |
28,095 |
(SOFR
+ 0.96%), 1.73%, 7/22/2027 (a) |
5,000 |
4,474 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
23
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Banks
— continued | ||
(SOFR
+ 1.58%), 4.38%, 4/27/2028 (a) |
6,000 |
5,754 |
Bank
of Montreal (Canada) |
|
|
(SOFR
+ 0.60%), 0.95%, 1/22/2027 (a) |
11,000 |
9,872 |
2.65%,
3/8/2027 |
48,000 |
43,809 |
BankUnited,
Inc. 4.88%, 11/17/2025 |
32,000 |
30,197 |
Barclays
plc (United Kingdom) 3.65%,
3/16/2025 |
40,000 |
38,595 |
Citigroup,
Inc. (3-MONTH CME TERM SOFR +
1.45%),
4.08%, 4/23/2029 (a) |
117,000 |
109,703 |
HSBC
Holdings plc (United Kingdom) |
|
|
(3-MONTH
CME TERM SOFR + 1.40%),
2.63%,
11/7/2025 (a) |
30,000 |
28,766 |
(SOFR
+ 1.29%), 1.59%, 5/24/2027 (a) |
25,000 |
22,226 |
KeyCorp 2.25%,
4/6/2027 |
1,000 |
859 |
Kreditanstalt
fuer Wiederaufbau (Germany) |
|
|
2.63%,
2/28/2024 |
33,000 |
32,558 |
0.38%,
7/18/2025 |
17,000 |
15,621 |
1.00%,
10/1/2026 |
75,000 |
67,398 |
Landwirtschaftliche
Rentenbank (Germany) |
|
|
Series
40, 0.50%, 5/27/2025 |
5,000 |
4,621 |
0.88%,
3/30/2026 |
39,000 |
35,383 |
Mitsubishi
UFJ Financial Group, Inc. (Japan) |
|
|
3.68%,
2/22/2027 |
45,000 |
42,829 |
3.96%,
3/2/2028 |
21,000 |
19,991 |
Oesterreichische
Kontrollbank AG (Austria)
0.50%,
2/2/2026 |
5,000 |
4,511 |
PNC
Financial Services Group, Inc. (The) (SOFR +
1.84%),
5.58%, 6/12/2029 (a) |
6,000 |
5,950 |
Regions
Financial Corp. 2.25%, 5/18/2025 |
33,000 |
30,843 |
Royal
Bank of Canada (Canada) 1.40%,
11/2/2026 |
70,000 |
62,001 |
Santander
Holdings USA, Inc.
|
|
|
(SOFR
+ 2.33%), 5.81%, 9/9/2026 (a) |
6,000 |
5,933 |
(SOFR
+ 1.25%), 2.49%, 1/6/2028 (a) |
39,000 |
34,180 |
Sumitomo
Mitsui Financial Group, Inc. (Japan) |
|
|
3.01%,
10/19/2026 |
61,000 |
56,535 |
3.94%,
7/19/2028 |
8,000 |
7,477 |
Toronto-Dominion
Bank (The) (Canada) |
|
|
0.75%,
9/11/2025 |
5,000 |
4,559 |
2.80%,
3/10/2027 |
6,000 |
5,502 |
(USD
Swap Semi 5 Year + 2.21%), 3.62%,
9/15/2031 (a)
(b) |
7,000 |
6,533 |
Truist
Financial Corp.
|
|
|
3.70%,
6/5/2025 |
6,000 |
5,782 |
1.20%,
8/5/2025 |
6,000 |
5,504 |
(SOFR
+ 1.37%), 4.12%, 6/6/2028 (a) |
17,000 |
16,034 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Banks
— continued | ||
(SOFR
+ 0.86%), 1.89%, 6/7/2029 (a) |
15,000 |
12,521 |
US
Bancorp (SOFR + 0.73%), 2.22%,
1/27/2028 (a) |
35,000 |
31,226 |
Wells
Fargo & Co.
|
|
|
3.00%,
4/22/2026 |
8,000 |
7,493 |
(SOFR
+ 1.32%), 3.91%, 4/25/2026 (a) |
10,000 |
9,672 |
(SOFR
+ 2.00%), 2.19%, 4/30/2026 (a) |
63,000 |
59,254 |
(3-MONTH
CME TERM SOFR + 1.43%),
3.20%,
6/17/2027 (a) |
18,000 |
16,826 |
Westpac
Banking Corp. (Australia) |
|
|
5.46%,
11/18/2027 |
9,000 |
9,132 |
3.40%,
1/25/2028 |
35,000 |
32,919 |
|
|
1,117,766 |
Beverages
— 0.4% | ||
Anheuser-Busch
Cos. LLC (Belgium) 3.65%,
2/1/2026 |
16,000 |
15,462 |
Coca-Cola
Co. (The) 1.45%, 6/1/2027 |
40,000 |
35,715 |
Keurig
Dr Pepper, Inc. 3.40%, 11/15/2025 |
2,000 |
1,913 |
PepsiCo,
Inc. 2.85%, 2/24/2026 |
10,000 |
9,522 |
|
|
62,612 |
Biotechnology
— 0.5% | ||
AbbVie,
Inc.
|
|
|
2.60%,
11/21/2024 |
9,000 |
8,687 |
3.80%,
3/15/2025 |
42,000 |
40,895 |
Amgen,
Inc. 1.65%, 8/15/2028 |
23,000 |
19,619 |
Baxalta,
Inc. 4.00%, 6/23/2025 |
4,000 |
3,890 |
|
|
73,091 |
Broadline
Retail — 0.1% | ||
eBay,
Inc.
|
|
|
1.90%,
3/11/2025 |
2,000 |
1,894 |
1.40%,
5/10/2026 |
14,000 |
12,620 |
|
|
14,514 |
Building
Products — 0.0% ^ | ||
Lennox
International, Inc. 1.35%, 8/1/2025 |
2,000 |
1,843 |
Capital
Markets — 2.7% | ||
Ameriprise
Financial, Inc.
|
|
|
3.70%,
10/15/2024 |
2,000 |
1,957 |
2.88%,
9/15/2026 |
2,000 |
1,871 |
Ares
Capital Corp.
|
|
|
3.25%,
7/15/2025 |
16,000 |
15,000 |
2.88%,
6/15/2028 |
21,000 |
17,743 |
Bank
of New York Mellon Corp. (The)
|
|
|
1.60%,
4/24/2025 |
10,000 |
9,392 |
24
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Capital
Markets — continued | ||
1.05%,
10/15/2026 |
39,000 |
34,311 |
1.65%,
7/14/2028 |
17,000 |
14,517 |
Blue
Owl Capital Corp. 2.88%, 6/11/2028 |
25,000 |
20,732 |
CME
Group, Inc. 3.00%, 3/15/2025 |
24,000 |
23,190 |
Franklin
Resources, Inc. 2.85%, 3/30/2025 |
2,000 |
1,918 |
Goldman
Sachs Group, Inc. (The)
|
|
|
3.50%,
4/1/2025 |
29,000 |
27,991 |
4.25%,
10/21/2025 |
6,000 |
5,817 |
(SOFR
+ 0.91%), 1.95%, 10/21/2027 (a) |
52,000 |
46,271 |
(SOFR
+ 1.11%), 2.64%, 2/24/2028 (a) |
19,000 |
17,190 |
(3-MONTH
CME TERM SOFR + 1.42%),
3.81%,
4/23/2029 (a) |
15,000 |
13,875 |
(3-MONTH
CME TERM SOFR + 1.56%),
4.22%,
5/1/2029 (a) |
7,000 |
6,589 |
Intercontinental
Exchange, Inc. 3.75%,
12/1/2025 |
7,000 |
6,757 |
Janus
Henderson US Holdings, Inc. 4.88%,
8/1/2025 |
28,000 |
27,427 |
Morgan
Stanley
|
|
|
3.70%,
10/23/2024 |
21,000 |
20,549 |
Series
I, (SOFR + 0.75%), 0.86%,
10/21/2025 (a) |
65,000 |
61,164 |
5.00%,
11/24/2025 |
14,000 |
13,782 |
State
Street Corp. (SOFR + 0.73%), 2.20%,
2/7/2028 (a) |
29,000 |
26,323 |
|
|
414,366 |
Chemicals
— 0.1% | ||
Air
Products and Chemicals, Inc. 1.85%,
5/15/2027 |
9,000 |
8,100 |
DuPont
de Nemours, Inc. 4.49%, 11/15/2025 |
10,000 |
9,795 |
|
|
17,895 |
Consumer
Finance — 1.3% | ||
American
Express Co. 1.65%, 11/4/2026 |
25,000 |
22,297 |
American
Honda Finance Corp.
|
|
|
1.20%,
7/8/2025 |
15,000 |
13,904 |
1.00%,
9/10/2025 |
17,000 |
15,583 |
Capital
One Financial Corp.
|
|
|
3.30%,
10/30/2024 |
48,000 |
46,631 |
(SOFR
+ 2.06%), 4.93%, 5/10/2028 (a) |
11,000 |
10,574 |
Caterpillar
Financial Services Corp. 1.10%,
9/14/2027 |
6,000 |
5,191 |
John
Deere Capital Corp. 1.70%, 1/11/2027 |
44,000 |
39,669 |
PACCAR
Financial Corp. 2.00%, 2/4/2027 |
2,000 |
1,813 |
Synchrony
Financial 3.95%, 12/1/2027 |
24,000 |
21,421 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Consumer
Finance — continued | ||
Toyota
Motor Credit Corp.
|
|
|
0.80%,
10/16/2025 |
3,000 |
2,736 |
3.05%,
3/22/2027 |
17,000 |
15,954 |
|
|
195,773 |
Consumer
Staples Distribution & Retail — 0.2% | ||
Costco
Wholesale Corp. 1.38%, 6/20/2027 |
3,000 |
2,652 |
Dollar
General Corp. 3.88%, 4/15/2027 |
12,000 |
11,453 |
Kroger
Co. (The) 3.50%, 2/1/2026 |
2,000 |
1,910 |
Walgreens
Boots Alliance, Inc. 3.45%, 6/1/2026 |
9,000 |
8,500 |
Walmart,
Inc. 3.90%, 9/9/2025 |
7,000 |
6,850 |
|
|
31,365 |
Containers
& Packaging — 0.2% | ||
Berry
Global, Inc. 1.57%, 1/15/2026 |
34,000 |
30,908 |
WRKCo,
Inc. 4.65%, 3/15/2026 |
3,000 |
2,918 |
|
|
33,826 |
Diversified
REITs — 0.2% | ||
Simon
Property Group LP 3.50%, 9/1/2025 |
38,000 |
36,613 |
Diversified
Telecommunication Services — 0.3% | ||
Verizon
Communications, Inc.
|
|
|
0.85%,
11/20/2025 |
31,000 |
28,110 |
3.00%,
3/22/2027 |
13,000 |
12,085 |
2.10%,
3/22/2028 |
12,000 |
10,487 |
|
|
50,682 |
Electric
Utilities — 1.2% | ||
American
Electric Power Co., Inc. Series N,
1.00%,
11/1/2025 |
2,000 |
1,817 |
Duke
Energy Corp. 0.90%, 9/15/2025 |
37,000 |
33,777 |
Entergy
Corp. 0.90%, 9/15/2025 |
10,000 |
9,083 |
Eversource
Energy Series Q, 0.80%, 8/15/2025 |
44,000 |
40,148 |
ITC
Holdings Corp. 3.25%, 6/30/2026 |
10,000 |
9,443 |
NextEra
Energy Capital Holdings, Inc. (ICE LIBOR
USD
3 Month + 2.41%), 4.80%,
12/1/2077 (a) |
7,000 |
6,201 |
Pacific
Gas and Electric Co.
|
|
|
3.15%,
1/1/2026 |
4,000 |
3,724 |
2.95%,
3/1/2026 |
6,000 |
5,535 |
3.00%,
6/15/2028 |
5,000 |
4,345 |
Union
Electric Co. 2.95%, 6/15/2027 |
34,000 |
31,614 |
Xcel
Energy, Inc. 1.75%, 3/15/2027 |
35,000 |
31,030 |
|
|
176,717 |
Electrical
Equipment — 0.1% | ||
Emerson
Electric Co. 0.88%, 10/15/2026 |
25,000 |
22,130 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
25
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Electronic
Equipment, Instruments & Components — 0.0% ^ | ||
Jabil,
Inc. 3.95%, 1/12/2028 |
5,000 |
4,682 |
Energy
Equipment & Services — 0.2% | ||
Schlumberger
Investment SA 4.50%,
5/15/2028 |
29,000 |
28,471 |
Entertainment
— 0.0% ^ | ||
TWDC
Enterprises 18 Corp. 2.95%, 6/15/2027 |
5,000 |
4,689 |
Financial
Services — 0.6% | ||
Berkshire
Hathaway, Inc. 3.13%, 3/15/2026 |
6,000 |
5,750 |
Block
Financial LLC 2.50%, 7/15/2028 |
37,000 |
31,705 |
Global
Payments, Inc. 4.95%, 8/15/2027 |
10,000 |
9,745 |
PayPal
Holdings, Inc. 2.40%, 10/1/2024 |
8,000 |
7,737 |
Private
Export Funding Corp. Series PP, 1.40%,
7/15/2028 |
37,000 |
31,903 |
Visa,
Inc. 0.75%, 8/15/2027 |
8,000 |
6,917 |
|
|
93,757 |
Food
Products — 0.4% | ||
Bunge
Ltd. Finance Corp. 1.63%, 8/17/2025 |
14,000 |
12,965 |
Hormel
Foods Corp. 1.70%, 6/3/2028 |
5,000 |
4,326 |
JBS
USA LUX SA 2.50%, 1/15/2027 |
33,000 |
29,668 |
Kellogg
Co. 3.25%, 4/1/2026 |
8,000 |
7,613 |
|
|
54,572 |
Gas
Utilities — 0.1% | ||
Southern
California Gas Co. Series TT, 2.60%,
6/15/2026 |
11,000 |
10,267 |
Ground
Transportation — 0.2% | ||
BNSF
Funding Trust I (ICE LIBOR USD 3 Month +
2.35%),
6.61%, 12/15/2055 (a) |
3,000 |
2,930 |
JB
Hunt Transport Services, Inc. 3.88%,
3/1/2026 |
5,000 |
4,840 |
Ryder
System, Inc. 4.63%, 6/1/2025 |
17,000 |
16,665 |
Union
Pacific Corp. 2.15%, 2/5/2027 |
12,000 |
10,958 |
|
|
35,393 |
Health
Care Equipment & Supplies — 0.2% | ||
Baxter
International, Inc. 1.92%, 2/1/2027 |
36,000 |
32,023 |
Health
Care Providers & Services — 0.9% | ||
CVS
Health Corp. 1.30%, 8/21/2027 |
60,000 |
51,640 |
Elevance
Health, Inc.
|
|
|
3.35%,
12/1/2024 |
6,000 |
5,837 |
1.50%,
3/15/2026 |
30,000 |
27,237 |
Humana,
Inc. 1.35%, 2/3/2027 |
29,000 |
25,515 |
Sutter
Health Series 20A, 1.32%, 8/15/2025 |
31,000 |
28,385 |
|
|
138,614 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Health
Care REITs — 0.2% | ||
Healthpeak
OP LLC 1.35%, 2/1/2027 |
10,000 |
8,774 |
Welltower
OP LLC 4.00%, 6/1/2025 |
25,000 |
24,243 |
|
|
33,017 |
Hotels,
Restaurants & Leisure — 0.2% | ||
Hyatt
Hotels Corp. 4.85%, 3/15/2026 |
31,000 |
30,374 |
Starbucks
Corp. 2.00%, 3/12/2027 |
5,000 |
4,511 |
|
|
34,885 |
Household
Durables — 0.1% | ||
DR
Horton, Inc. 1.40%, 10/15/2027 |
2,000 |
1,717 |
Lennar
Corp. 5.00%, 6/15/2027 |
10,000 |
9,844 |
|
|
11,561 |
Household
Products — 0.2% | ||
Procter
& Gamble Co. (The) 2.80%, 3/25/2027 |
27,000 |
25,323 |
Industrial
Conglomerates — 0.2% | ||
Honeywell
International, Inc. 1.10%, 3/1/2027 |
42,000 |
37,166 |
Industrial
REITs — 0.0% ^ | ||
Prologis
LP 2.13%, 4/15/2027 |
4,000 |
3,605 |
Insurance
— 0.3% | ||
Aflac,
Inc. 1.13%, 3/15/2026 |
30,000 |
27,040 |
Assurant,
Inc. 4.90%, 3/27/2028 |
9,000 |
8,698 |
Enstar
Finance LLC (US Treasury Yield Curve Rate
T
Note Constant Maturity 5 Year + 5.47%),
5.75%,
9/1/2040 (a) |
7,000 |
6,117 |
Prudential
Financial, Inc. 1.50%, 3/10/2026 |
10,000 |
9,149 |
|
|
51,004 |
Interactive
Media & Services — 0.1% | ||
Alphabet,
Inc. 0.80%, 8/15/2027 |
25,000 |
21,677 |
IT
Services — 0.2% | ||
Kyndryl
Holdings, Inc. 2.05%, 10/15/2026 |
33,000 |
29,012 |
Machinery
— 0.1% | ||
Otis
Worldwide Corp. 5.25%, 8/16/2028 |
7,000 |
7,048 |
Media
— 0.5% | ||
Comcast
Corp.
|
|
|
3.38%,
8/15/2025 |
12,000 |
11,599 |
3.95%,
10/15/2025 |
35,000 |
34,086 |
WPP
Finance 2010 (United Kingdom) 3.75%,
9/19/2024 |
28,000 |
27,224 |
|
|
72,909 |
Metals
& Mining — 0.2% | ||
BHP
Billiton Finance USA Ltd. (Australia) |
|
|
6.42%,
3/1/2026 |
1,000 |
1,027 |
26
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Metals
& Mining — continued | ||
4.75%,
2/28/2028 |
5,000 |
4,953 |
Nucor
Corp. 2.00%, 6/1/2025 |
28,000 |
26,340 |
Reliance
Steel & Aluminum Co. 1.30%,
8/15/2025 |
5,000 |
4,596 |
|
|
36,916 |
Multi-Utilities
— 0.3% | ||
DTE
Energy Co. Series F, 1.05%, 6/1/2025 |
38,000 |
35,040 |
NiSource,
Inc. 0.95%, 8/15/2025 |
10,000 |
9,164 |
|
|
44,204 |
Office
REITs — 0.0% ^ | ||
Brandywine
Operating Partnership LP 3.95%,
11/15/2027 |
7,000 |
5,764 |
Oil,
Gas & Consumable Fuels — 1.3% | ||
Chevron
Corp. 2.00%, 5/11/2027 |
38,000 |
34,444 |
Energy
Transfer LP
|
|
|
2.90%,
5/15/2025 |
36,000 |
34,221 |
4.75%,
1/15/2026 |
7,000 |
6,856 |
Enterprise
Products Operating LLC 3.75%,
2/15/2025 |
25,000 |
24,326 |
Equinor
ASA (Norway) 1.75%, 1/22/2026 |
6,000 |
5,563 |
Marathon
Petroleum Corp. 4.70%, 5/1/2025 |
27,000 |
26,532 |
MPLX
LP 4.00%, 3/15/2028 |
5,000 |
4,694 |
ONEOK,
Inc. 2.20%, 9/15/2025 |
29,000 |
26,994 |
Ovintiv,
Inc. 5.65%, 5/15/2025 |
15,000 |
14,974 |
Petroleos
Mexicanos (Mexico) 6.84%,
1/23/2030 (c) |
1 |
1 |
Pioneer
Natural Resources Co. 1.13%,
1/15/2026 |
15,000 |
13,593 |
|
|
192,198 |
Pharmaceuticals
— 0.5% | ||
GlaxoSmithKline
Capital, Inc. (United Kingdom)
3.63%,
5/15/2025 |
2,000 |
1,950 |
Merck
& Co., Inc. 1.70%, 6/10/2027 |
39,000 |
34,962 |
Novartis
Capital Corp. (Switzerland) 1.75%,
2/14/2025 |
36,000 |
34,256 |
|
|
71,168 |
Professional
Services — 0.1% | ||
Concentrix
Corp. 6.60%, 8/2/2028 |
14,000 |
13,709 |
Residential
REITs — 0.1% | ||
AvalonBay
Communities, Inc. 3.50%,
11/15/2025 |
2,000 |
1,913 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Residential
REITs — continued | ||
ERP
Operating LP 2.85%, 11/1/2026 |
1,000 |
931 |
Mid-America
Apartments LP 1.10%, 9/15/2026 |
10,000 |
8,835 |
|
|
11,679 |
Retail
REITs — 0.0% ^ | ||
Agree
LP 2.00%, 6/15/2028 |
6,000 |
5,035 |
Semiconductors
& Semiconductor Equipment — 0.2% | ||
Broadcom,
Inc. 3.63%, 10/15/2024 |
5,000 |
4,890 |
Intel
Corp. 3.40%, 3/25/2025 |
2,000 |
1,942 |
NVIDIA
Corp. 1.55%, 6/15/2028 |
7,000 |
6,079 |
QUALCOMM,
Inc. 1.30%, 5/20/2028 |
18,000 |
15,321 |
|
|
28,232 |
Software
— 0.7% | ||
Microsoft
Corp.
|
|
|
3.13%,
11/3/2025 |
5,000 |
4,825 |
3.30%,
2/6/2027 |
28,000 |
26,902 |
Roper
Technologies, Inc. 1.00%, 9/15/2025 |
37,000 |
33,881 |
Salesforce,
Inc. 1.50%, 7/15/2028 |
39,000 |
33,544 |
|
|
99,152 |
Specialized
REITs — 0.5% | ||
American
Tower Corp.
|
|
|
1.45%,
9/15/2026 |
23,000 |
20,374 |
1.50%,
1/31/2028 |
11,000 |
9,234 |
Crown
Castle, Inc.
|
|
|
5.00%,
1/11/2028 |
5,000 |
4,909 |
3.80%,
2/15/2028 |
6,000 |
5,583 |
Equinix,
Inc.
|
|
|
1.25%,
7/15/2025 |
16,000 |
14,758 |
1.00%,
9/15/2025 |
5,000 |
4,561 |
2.00%,
5/15/2028 |
21,000 |
17,937 |
|
|
77,356 |
Specialty
Retail — 0.7% | ||
Home
Depot, Inc. (The)
|
|
|
3.35%,
9/15/2025 |
5,000 |
4,830 |
0.90%,
3/15/2028 |
14,000 |
11,811 |
Lowe's
Cos., Inc.
|
|
|
3.13%,
9/15/2024 |
30,000 |
29,278 |
3.38%,
9/15/2025 |
6,000 |
5,760 |
O'Reilly
Automotive, Inc. 3.60%, 9/1/2027 |
31,000 |
29,362 |
TJX
Cos., Inc. (The) 1.15%, 5/15/2028 |
32,000 |
27,188 |
|
|
108,229 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
27
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Technology
Hardware, Storage & Peripherals — 0.5% | ||
Apple,
Inc.
|
|
|
2.75%,
1/13/2025 |
10,000 |
9,687 |
2.50%,
2/9/2025 |
7,000 |
6,748 |
0.55%,
8/20/2025 |
6,000 |
5,513 |
3.00%,
11/13/2027 |
20,000 |
18,768 |
1.40%,
8/5/2028 |
11,000 |
9,462 |
Dell
International LLC 5.85%, 7/15/2025 |
14,000 |
14,024 |
Western
Digital Corp. 4.75%, 2/15/2026 |
17,000 |
16,198 |
|
|
80,400 |
Tobacco
— 0.2% | ||
BAT
Capital Corp. (United Kingdom) |
|
|
2.79%,
9/6/2024 |
15,000 |
14,553 |
2.26%,
3/25/2028 |
10,000 |
8,606 |
Philip
Morris International, Inc. 1.50%,
5/1/2025 |
3,000 |
2,817 |
|
|
25,976 |
Trading
Companies & Distributors — 0.2% | ||
Air
Lease Corp. 4.25%, 9/15/2024 |
33,000 |
32,376 |
GATX
Corp. 3.25%, 9/15/2026 |
5,000 |
4,643 |
|
|
37,019 |
Water
Utilities — 0.0% ^ | ||
American
Water Capital Corp. 3.40%, 3/1/2025 |
1,000 |
969 |
Wireless
Telecommunication Services — 0.2% | ||
Rogers
Communications, Inc. (Canada) 2.95%,
3/15/2025 |
24,000 |
22,875 |
Total
Corporate Bonds
(Cost
$4,048,611) |
|
3,934,877 |
Mortgage-Backed
Securities — 6.7% | ||
FHLMC
Gold Pools, 15 Year
|
|
|
Pool
# J14776, 3.00%, 3/1/2026 |
3,805 |
3,702 |
Pool
# G18568, 2.50%, 9/1/2030 |
6,714 |
6,248 |
Pool
# J33012, 3.00%, 10/1/2030 |
16,518 |
15,613 |
Pool
# G18600, 2.50%, 5/1/2031 |
5,011 |
4,620 |
Pool
# J35495, 2.50%, 10/1/2031 |
10,472 |
9,631 |
Pool
# G18632, 3.00%, 2/1/2032 |
5,294 |
5,003 |
Pool
# J37147, 3.00%, 6/1/2032 |
6,739 |
6,368 |
Pool
# G18715, 3.00%, 12/1/2033 |
3,649 |
3,417 |
FHLMC
UMBS, 15 Year
|
|
|
Pool
# ZS8617, 2.50%, 8/1/2031 |
11,168 |
10,280 |
Pool
# ZS7938, 2.50%, 1/1/2033 |
1,510 |
1,390 |
Pool
# ZK9341, 3.00%, 3/1/2033 |
2,048 |
1,911 |
Pool
# ZT0716, 3.00%, 10/1/2033 |
1,944 |
1,818 |
Pool
# SB0194, 2.50%, 12/1/2033 |
4,246 |
3,909 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# SB0109, 2.50%, 11/1/2034 |
7,297 |
6,634 |
Pool
# SB0264, 2.50%, 2/1/2035 |
10,340 |
9,324 |
Pool
# SB0401, 2.00%, 7/1/2035 |
16,257 |
14,333 |
Pool
# SB0394, 2.50%, 7/1/2035 |
8,842 |
7,973 |
Pool
# SB8501, 2.00%, 8/1/2035 |
12,361 |
10,898 |
Pool
# SB0406, 2.50%, 8/1/2035 |
16,696 |
15,057 |
Pool
# SB8058, 2.50%, 8/1/2035 |
11,898 |
10,730 |
Pool
# RC1591, 1.50%, 10/1/2035 |
18,438 |
15,825 |
Pool
# QN4278, 2.00%, 11/1/2035 |
6,388 |
5,626 |
Pool
# QN4490, 1.50%, 12/1/2035 |
16,085 |
13,808 |
Pool
# SB0450, 2.00%, 12/1/2035 |
31,092 |
27,488 |
Pool
# SB8102, 1.50%, 5/1/2036 |
24,219 |
20,785 |
Pool
# SB8118, 1.50%, 9/1/2036 |
52,296 |
44,880 |
Pool
# SB8222, 4.50%, 4/1/2038 |
13,829 |
13,470 |
FNMA
UMBS, 15 Year
|
|
|
Pool
# AV4793, 3.50%, 5/1/2029 |
6,813 |
6,514 |
Pool
# AS4489, 2.50%, 3/1/2030 |
1,494 |
1,389 |
Pool
# AL6583, 3.00%, 3/1/2030 |
3,346 |
3,158 |
Pool
# AL9852, 3.00%, 9/1/2030 |
9,304 |
8,783 |
Pool
# AS7467, 2.50%, 7/1/2031 |
5,366 |
4,940 |
Pool
# FM6169, 3.50%, 5/1/2032 |
16,143 |
15,637 |
Pool
# BM3276, 3.50%, 12/1/2032 |
6,875 |
6,571 |
Pool
# CA1089, 3.00%, 2/1/2033 |
5,894 |
5,563 |
Pool
# FM4036, 2.50%, 12/1/2033 |
7,329 |
6,746 |
Pool
# BN3975, 3.00%, 1/1/2034 |
736 |
688 |
Pool
# MA3631, 3.00%, 4/1/2034 |
6,462 |
6,010 |
Pool
# MA3709, 2.50%, 6/1/2034 |
4,103 |
3,731 |
Pool
# BJ5549, 3.00%, 8/1/2034 |
1,758 |
1,634 |
Pool
# FM2403, 3.50%, 9/1/2034 |
6,801 |
6,501 |
Pool
# FM5400, 2.50%, 10/1/2034 |
9,378 |
8,634 |
Pool
# MA3828, 3.00%, 11/1/2034 |
6,416 |
5,967 |
Pool
# BP5762, 2.50%, 6/1/2035 |
20,812 |
18,765 |
Pool
# FM3936, 2.50%, 8/1/2035 |
4,117 |
3,790 |
Pool
# CA7497, 2.50%, 10/1/2035 |
8,414 |
7,588 |
Pool
# FM4850, 2.00%, 11/1/2035 |
14,140 |
12,467 |
Pool
# FM5396, 2.00%, 12/1/2035 |
31,464 |
27,786 |
Pool
# FM6510, 2.00%, 3/1/2036 |
30,793 |
27,189 |
Pool
# FM6512, 2.00%, 3/1/2036 |
33,148 |
29,223 |
Pool
# MA4298, 2.50%, 3/1/2036 |
17,582 |
15,854 |
Pool
# CB0302, 1.50%, 5/1/2036 |
48,340 |
41,488 |
Pool
# FM7113, 2.00%, 5/1/2036 |
37,489 |
32,965 |
Pool
# MA4329, 2.00%, 5/1/2036 |
58,700 |
51,494 |
Pool
# BP3507, 2.00%, 6/1/2036 |
58,024 |
50,936 |
Pool
# CB0747, 2.50%, 6/1/2036 |
9,431 |
8,479 |
Pool
# MA4384, 2.50%, 7/1/2036 |
4,383 |
3,947 |
28
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# FM9020, 2.00%, 9/1/2036 |
7,634 |
6,737 |
Pool
# FM9367, 1.50%, 11/1/2036 |
45,883 |
39,164 |
Pool
# MA4470, 2.00%, 11/1/2036 |
32,563 |
28,585 |
Pool
# MA4497, 2.00%, 12/1/2036 |
31,516 |
27,617 |
FNMA/FHLMC
UMBS, Single Family, 15 Year
|
|
|
TBA,
1.50%, 9/25/2038 (d) |
77,000 |
65,672 |
TBA,
2.00%, 9/25/2038 (d) |
35,000 |
30,660 |
TBA,
2.50%, 9/25/2038 (d) |
7,000 |
6,295 |
TBA,
3.00%, 9/25/2038 (d) |
40,000 |
36,959 |
TBA,
3.50%, 9/25/2038 (d) |
5,000 |
4,714 |
TBA,
4.00%, 9/25/2038 (d) |
15,000 |
14,401 |
TBA,
5.00%, 9/25/2038 (d) |
10,000 |
9,883 |
TBA,
5.50%, 9/25/2038 (d) |
10,000 |
10,000 |
GNMA
II, 15 Year
|
|
|
Pool
# MA4559, 3.00%, 7/20/2032 |
4,686 |
4,381 |
Pool
# MA7107, 2.50%, 1/20/2036 |
17,914 |
16,078 |
Total
Mortgage-Backed Securities
(Cost
$1,145,120) |
|
1,016,324 |
Supranational
— 2.7% | ||
African
Development Bank (Supranational)
0.88%,
3/23/2026 |
30,000 |
27,230 |
Asian
Development Bank (Supranational) |
|
|
0.38%,
6/11/2024 |
16,000 |
15,387 |
2.00%,
1/22/2025 |
11,000 |
10,531 |
0.38%,
9/3/2025 |
33,000 |
30,188 |
Asian
Infrastructure Investment Bank (The)
(Supranational)
0.50%,
5/28/2025 |
30,000 |
27,686 |
European
Bank for Reconstruction &
Development
(Supranational) |
|
|
1.50%,
2/13/2025 |
5,000 |
4,745 |
0.50%,
11/25/2025 |
4,000 |
3,638 |
European
Investment Bank (Supranational) |
|
|
0.38%,
3/26/2026 |
48,000 |
43,080 |
3.88%,
3/15/2028 |
35,000 |
34,264 |
Inter-American
Development Bank
(Supranational) |
|
|
0.50%,
9/23/2024 |
5,000 |
4,749 |
0.88%,
4/20/2026 |
63,000 |
57,099 |
1.13%,
7/20/2028 |
29,000 |
24,869 |
International
Bank for Reconstruction &
Development
(Supranational) |
|
|
2.50%,
11/25/2024 |
15,000 |
14,500 |
0.63%,
4/22/2025 |
89,000 |
82,809 |
1.38%,
4/20/2028 |
37,000 |
32,358 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
International
Finance Corp. (Supranational)
0.75%,
10/8/2026 |
6,000 |
5,341 |
Total
Supranational
(Cost
$432,892) |
|
418,474 |
Commercial
Mortgage-Backed Securities — 2.1% | ||
Benchmark
Mortgage Trust Series 2019-B12,
Class
A2, 3.00%, 8/15/2052 |
6,182 |
5,957 |
CGMS
Commercial Mortgage Trust Series
2017-B1,
Class AAB, 3.24%, 8/15/2050 |
13,229 |
12,529 |
Citigroup
Commercial Mortgage Trust |
|
|
Series
2016-C1, Class AAB, 3.00%,
5/10/2049 |
6,117 |
5,892 |
Series
2020-GC46, Class A2, 2.71%,
2/15/2053 |
20,000 |
18,826 |
CSAIL
Commercial Mortgage Trust Series
2015-C3,
Class A4, 3.72%, 8/15/2048 |
20,000 |
19,069 |
FHLMC,
Multi-Family Structured Pass-Through
Certificates
Series K092, Class A1, 3.13%,
10/25/2028 |
135,542 |
128,616 |
FNMA
ACES Series 2017-M10, Class AV2,
2.62%,
7/25/2024 (e) |
11,295 |
11,062 |
GS
Mortgage Securities Trust Series 2014-GC18,
Class
AS, 4.38%, 1/10/2047 |
17,000 |
16,077 |
JPMBB
Commercial Mortgage Securities Trust
Series
2014-C19, Class C, 4.78%,
4/15/2047 (e) |
10,000 |
9,439 |
JPMorgan
Chase Commercial Mortgage Securities
Trust
Series 2015-JP1, Class D, 4.38%,
1/15/2049 (e) |
10,000 |
7,281 |
Morgan
Stanley Bank of America Merrill Lynch
Trust |
|
|
Series
2014-C19, Class A3, 3.25%,
12/15/2047 |
5,552 |
5,395 |
Series
2016-C31, Class A5, 3.10%,
11/15/2049 |
32,000 |
29,169 |
Wells
Fargo Commercial Mortgage Trust Series
2015-C31,
Class A4, 3.70%, 11/15/2048 |
24,000 |
22,852 |
WFRBS
Commercial Mortgage Trust |
|
|
Series
2012-C10, Class B, 3.74%,
12/15/2045 |
13,121 |
11,657 |
Series
2014-C20, Class A5, 4.00%,
5/15/2047 |
12,000 |
11,789 |
Total
Commercial Mortgage-Backed Securities
(Cost
$336,020) |
|
315,610 |
U.S.
Government Agency Securities — 1.9% | ||
FFCB
Funding Corp. |
|
|
0.32%,
12/23/2024 |
10,000 |
9,356 |
2.51%,
4/1/2025 |
4,000 |
3,838 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
29
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
U.S.
Government Agency Securities — continued | ||
3.32%,
2/25/2026 |
10,000 |
9,647 |
3.00%,
8/3/2026 |
7,000 |
6,671 |
1.00%,
10/7/2026 |
46,000 |
40,913 |
0.75%,
12/16/2026 |
18,000 |
15,727 |
FHLB |
|
|
0.66%,
10/28/2024 |
10,000 |
9,463 |
0.38%,
9/4/2025 |
10,000 |
9,146 |
0.75%,
2/24/2026 |
20,000 |
18,087 |
1.25%,
12/21/2026 |
75,000 |
67,398 |
0.90%,
2/26/2027 |
15,000 |
13,160 |
FHLMC
5.20%,
1/10/2025 |
5,000 |
4,972 |
FNMA |
|
|
0.50%,
12/16/2024 |
14,000 |
13,159 |
0.50%,
11/7/2025 |
49,000 |
44,645 |
Tennessee
Valley Authority |
|
|
0.75%,
5/15/2025 |
20,000 |
18,576 |
3.88%,
3/15/2028 |
10,000 |
9,751 |
Total
U.S. Government Agency Securities
(Cost
$305,134) |
|
294,509 |
Foreign
Government Securities — 0.9% | ||
Canada
Government Bond 0.75%, 5/19/2026 |
45,000 |
40,587 |
Export
Development Canada 2.63%, 2/21/2024 |
15,000 |
14,800 |
Province
of Alberta 1.00%, 5/20/2025 |
13,000 |
12,106 |
Province
of British Columbia 0.90%, 7/20/2026 |
10,000 |
8,985 |
Province
of Ontario |
|
|
0.63%,
1/21/2026 |
22,000 |
19,911 |
1.05%,
4/14/2026 |
8,000 |
7,267 |
Province
of Quebec 3.63%, 4/13/2028 |
20,000 |
19,237 |
Republic
of Panama 8.88%, 9/30/2027 |
8,000 |
8,982 |
Total
Foreign Government Securities
(Cost
$140,745) |
|
131,875 |
Asset-Backed
Securities — 0.8% | ||
AmeriCredit
Automobile Receivables Trust Series
2020-3,
Class B, 0.76%, 12/18/2025 |
29,054 |
28,582 |
Capital
One Multi-Asset Execution Trust Series
2022-A2,
Class A, 3.49%, 5/15/2027 |
30,000 |
29,072 |
CarMax
Auto Owner Trust Series 2021-1,
Class
A3, 0.34%, 12/15/2025 |
10,412 |
10,125 |
Discover
Card Execution Note Trust Series
2022-A1,
Class A1, 1.96%, 2/15/2027 |
10,000 |
9,515 |
Exeter
Automobile Receivables Trust Series
2021-3A,
Class C, 0.96%, 10/15/2026 |
10,000 |
9,679 |
Ford
Credit Floorplan Master Owner Trust A
Series
2019-2, Class A, 3.06%, 4/15/2026 |
8,000 |
7,864 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
GM
Financial Consumer Automobile Receivables
Trust
Series 2020-2, Class A4, 1.74%,
8/18/2025 |
22,000 |
21,736 |
World
Omni Auto Receivables Trust Series
2021-C,
Class A3, 0.44%, 8/17/2026 |
7,545 |
7,266 |
Total
Asset-Backed Securities
(Cost
$126,417) |
|
123,839 |
Municipal
Bonds — 0.2% (f) | ||
California
— 0.0% ^ | ||
University
of California, Taxable Series 2020BG,
Rev.,
0.88%, 5/15/2025 |
5,000 |
4,647 |
Florida
— 0.2% | ||
State
Board of Administration Finance Corp.
Series
2020A, Rev., 1.71%, 7/1/2027 |
36,000 |
31,761 |
Total
Municipal Bonds
(Cost
$38,750) |
|
36,408 |
|
SHARES |
|
Short-Term
Investments — 1.4% | ||
Investment
Companies — 1.4% | ||
JPMorgan
U.S. Government Money Market Fund
Class
IM Shares, 5.27% (g)
(h)
(Cost
$214,237) |
214,237 |
214,237 |
Total
Investments — 100.4%
(Cost
$16,034,582) |
|
15,351,606 |
Liabilities
in Excess of Other Assets — (0.4)% |
|
(57,600
) |
NET
ASSETS — 100.0% |
|
15,294,006 |
Percentages
indicated are based on net
assets. |
Abbreviations |
|
ACES |
Alternative
Credit Enhancement Securities |
CME |
Chicago
Mercantile Exchange |
FFCB |
Federal
Farm Credit Bank |
FHLB |
Federal
Home Loan Bank |
FHLMC |
Federal
Home Loan Mortgage Corp. |
FNMA |
Federal
National Mortgage Association |
GNMA |
Government
National Mortgage Association |
ICE |
Intercontinental
Exchange |
LIBOR |
London
Interbank Offered Rate |
REIT |
Real
Estate Investment Trust |
Rev. |
Revenue |
SOFR |
Secured
Overnight Financing Rate |
TBA |
To
Be Announced; Security is subject to delayed
delivery. |
UMBS |
Uniform
Mortgage-Backed Securities |
USD |
United
States Dollar |
^ |
Amount
rounds to less than 0.1% of net
assets. |
30
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
(a) |
Variable
or floating rate security, linked to the
referenced
benchmark. The interest rate shown is the
current
rate as of August 31, 2023. |
|
(b) |
Contingent
Capital security (“CoCo”). CoCos are hybrid
debt
securities that may be convertible into equity or
may
be written down if a pre-specified trigger event
occurs.
The total value of aggregate CoCo holdings at
August
31, 2023 is $6,533 or 0.04% of the Fund’s
net
assets as of August 31, 2023. |
|
(c) |
Security
exempt from registration pursuant to
Regulation
S under the Securities Act of 1933, as
amended.
Regulation S applies to securities offerings
that
are made outside of the United States and do not
involve
direct selling efforts in the United States and
as
such may have restrictions on resale. |
|
(d) |
All
or a portion of the security is a when-issued
security,
delayed delivery security, or forward
commitment. |
|
(e) |
Variable
or floating rate security, the interest rate of
which
adjusts periodically based on changes in current
interest
rates and prepayments on the underlying
pool
of assets. The interest rate shown is the current
rate
as of August 31, 2023.
|
|
(f) |
The
date shown represents the earliest of the
prerefunded
date, next put date or final maturity date. |
|
(g) |
Investment
in an affiliated fund, which is registered
under
the Investment Company Act of 1940, as
amended,
and is advised by J.P. Morgan Investment
Management
Inc. |
|
(h) |
The
rate shown is the current yield as of August 31,
2023. |
|
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
31
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
U.S.
Treasury Obligations — 40.9% | ||
U.S.
Treasury Bonds |
|
|
6.13%,
11/15/2027 |
2,134,000 |
2,275,544 |
5.25%,
11/15/2028 |
2,000,000 |
2,085,469 |
6.13%,
8/15/2029 |
2,100,000 |
2,301,633 |
5.38%,
2/15/2031 |
3,169,000 |
3,404,694 |
4.50%,
2/15/2036 |
3,877,000 |
4,050,859 |
4.75%,
2/15/2037 |
3,728,000 |
3,980,805 |
5.00%,
5/15/2037 |
3,978,000 |
4,348,451 |
4.38%,
2/15/2038 |
3,889,000 |
3,981,364 |
4.50%,
5/15/2038 |
4,189,000 |
4,338,233 |
3.50%,
2/15/2039 |
4,101,000 |
3,769,075 |
4.25%,
5/15/2039 |
4,314,000 |
4,324,785 |
4.50%,
8/15/2039 |
1,196,000 |
1,232,254 |
4.38%,
11/15/2039 |
1,148,000 |
1,163,785 |
4.63%,
2/15/2040 |
2,598,000 |
2,711,663 |
1.13%,
5/15/2040 |
397,000 |
245,644 |
4.38%,
5/15/2040 |
4,256,000 |
4,305,875 |
1.13%,
8/15/2040 |
6,351,000 |
3,896,934 |
3.88%,
8/15/2040 |
3,782,000 |
3,588,172 |
1.38%,
11/15/2040 |
6,944,400 |
4,431,395 |
1.88%,
2/15/2041 |
5,922,000 |
4,107,462 |
2.25%,
5/15/2041 |
5,423,000 |
3,994,378 |
1.75%,
8/15/2041 |
5,121,000 |
3,439,872 |
2.00%,
11/15/2041 |
5,327,000 |
3,727,235 |
3.13%,
11/15/2041 |
1,536,000 |
1,295,520 |
2.38%,
2/15/2042 |
5,398,000 |
4,014,762 |
3.13%,
2/15/2042 |
1,436,000 |
1,205,791 |
3.00%,
5/15/2042 |
1,559,000 |
1,278,624 |
2.75%,
8/15/2042 |
1,600,000 |
1,257,500 |
3.38%,
8/15/2042 |
3,664,000 |
3,179,092 |
4.00%,
11/15/2042 |
562,000 |
533,110 |
3.13%,
2/15/2043 |
466,000 |
386,853 |
3.88%,
2/15/2043 |
4,338,000 |
4,035,696 |
2.88%,
5/15/2043 |
3,272,000 |
2,604,308 |
3.63%,
8/15/2043 |
808,000 |
721,645 |
2.50%,
2/15/2045 |
4,600,000 |
3,375,250 |
3.00%,
5/15/2045 |
38,000 |
30,430 |
2.88%,
8/15/2045 |
4,081,000 |
3,190,194 |
2.50%,
5/15/2046 |
6,324,000 |
4,590,829 |
2.25%,
8/15/2046 |
5,873,000 |
4,044,111 |
3.00%,
2/15/2047 |
174,000 |
138,303 |
3.00%,
5/15/2047 |
4,835,000 |
3,842,314 |
2.75%,
11/15/2047 |
3,311,000 |
2,506,530 |
3.13%,
5/15/2048 |
5,020,000 |
4,076,397 |
3.38%,
11/15/2048 |
4,383,000 |
3,724,180 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
2.88%,
5/15/2049 |
4,223,000 |
3,274,145 |
2.25%,
8/15/2049 |
3,980,000 |
2,707,022 |
2.38%,
11/15/2049 |
6,078,000 |
4,248,902 |
2.00%,
2/15/2050 |
5,760,000 |
3,687,300 |
1.25%,
5/15/2050 |
14,017,400 |
7,326,282 |
1.38%,
8/15/2050 |
4,995,000 |
2,698,861 |
1.63%,
11/15/2050 |
11,750,000 |
6,792,969 |
1.88%,
2/15/2051 |
6,689,000 |
4,125,232 |
2.38%,
5/15/2051 |
5,783,000 |
4,019,185 |
2.00%,
8/15/2051 |
6,025,000 |
3,823,992 |
1.88%,
11/15/2051 |
5,895,000 |
3,621,741 |
2.25%,
2/15/2052 |
5,336,000 |
3,600,132 |
2.88%,
5/15/2052 |
3,484,000 |
2,704,455 |
3.00%,
8/15/2052 |
5,152,000 |
4,106,305 |
4.00%,
11/15/2052 |
898,000 |
866,570 |
3.63%,
2/15/2053 |
2,503,000 |
2,255,047 |
3.63%,
5/15/2053 |
599,000 |
540,223 |
U.S.
Treasury Notes |
|
|
1.75%,
6/30/2024 |
2,257,000 |
2,190,524 |
2.00%,
6/30/2024 |
531,000 |
516,377 |
3.00%,
6/30/2024 |
1,349,000 |
1,322,652 |
0.38%,
7/15/2024 |
2,827,000 |
2,706,853 |
1.75%,
7/31/2024 |
41,000 |
39,666 |
3.00%,
7/31/2024 |
1,045,000 |
1,022,508 |
1.25%,
8/31/2024 |
3,929,000 |
3,771,687 |
1.88%,
8/31/2024 |
3,677,000 |
3,551,896 |
3.25%,
8/31/2024 |
35,000 |
34,275 |
0.38%,
9/15/2024 |
20,119,000 |
19,113,836 |
1.50%,
9/30/2024 |
122,000 |
117,130 |
0.63%,
10/15/2024 |
4,140,000 |
3,930,574 |
1.50%,
10/31/2024 |
1,533,000 |
1,468,027 |
0.75%,
11/15/2024 |
4,576,000 |
4,336,475 |
2.25%,
11/15/2024 |
2,244,000 |
2,164,671 |
1.50%,
11/30/2024 |
8,182,000 |
7,812,212 |
4.50%,
11/30/2024 |
2,937,000 |
2,909,925 |
1.00%,
12/15/2024 |
1,512,000 |
1,432,974 |
4.25%,
12/31/2024 |
2,865,000 |
2,829,523 |
1.38%,
1/31/2025 |
2,884,000 |
2,736,308 |
2.50%,
1/31/2025 |
479,000 |
461,655 |
4.13%,
1/31/2025 |
4,336,000 |
4,274,856 |
1.50%,
2/15/2025 |
4,508,000 |
4,279,254 |
2.00%,
2/15/2025 |
3,434,000 |
3,284,031 |
1.13%,
2/28/2025 |
4,568,000 |
4,307,660 |
2.75%,
2/28/2025 |
3,137,000 |
3,030,636 |
4.63%,
2/28/2025 |
4,429,000 |
4,398,032 |
32
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
U.S.
Treasury Obligations — continued | ||
1.75%,
3/15/2025 |
915,000 |
870,144 |
0.50%,
3/31/2025 |
4,691,000 |
4,368,677 |
2.63%,
3/31/2025 |
3,603,000 |
3,469,576 |
3.88%,
3/31/2025 |
4,484,000 |
4,402,727 |
2.63%,
4/15/2025 |
2,632,000 |
2,533,300 |
0.38%,
4/30/2025 |
4,692,000 |
4,347,431 |
2.88%,
4/30/2025 |
4,526,000 |
4,371,303 |
3.88%,
4/30/2025 |
4,467,000 |
4,385,512 |
2.13%,
5/15/2025 |
4,121,000 |
3,928,472 |
2.75%,
5/15/2025 |
4,480,000 |
4,316,200 |
0.25%,
5/31/2025 |
4,718,300 |
4,347,287 |
2.88%,
5/31/2025 |
6,189,000 |
5,970,693 |
4.25%,
5/31/2025 |
4,433,000 |
4,378,453 |
2.88%,
6/15/2025 |
4,483,000 |
4,324,169 |
0.25%,
6/30/2025 |
4,847,000 |
4,454,128 |
2.75%,
6/30/2025 |
2,525,000 |
2,428,833 |
4.63%,
6/30/2025 |
10,000 |
9,944 |
3.00%,
7/15/2025 |
949,000 |
916,452 |
0.25%,
7/31/2025 |
3,859,000 |
3,534,000 |
2.88%,
7/31/2025 |
3,649,000 |
3,514,301 |
2.00%,
8/15/2025 |
1,564,000 |
1,480,424 |
0.25%,
8/31/2025 |
3,157,000 |
2,881,749 |
0.25%,
9/30/2025 |
17,171,000 |
15,643,049 |
0.25%,
10/31/2025 |
16,549,000 |
15,022,096 |
3.00%,
10/31/2025 |
621,000 |
598,149 |
2.25%,
11/15/2025 |
2,117,000 |
2,005,361 |
4.00%,
12/15/2025 |
10,000 |
9,838 |
2.63%,
12/31/2025 |
1,539,000 |
1,468,062 |
0.38%,
1/31/2026 |
15,746,000 |
14,209,535 |
1.63%,
2/15/2026 |
584,000 |
542,846 |
4.00%,
2/15/2026 |
4,505,000 |
4,433,905 |
0.50%,
2/28/2026 |
27,692,000 |
25,002,847 |
2.50%,
2/28/2026 |
3,004,000 |
2,852,157 |
4.63%,
3/15/2026 |
706,000 |
705,504 |
0.75%,
3/31/2026 |
2,845,000 |
2,582,060 |
2.25%,
3/31/2026 |
2,971,000 |
2,801,096 |
3.75%,
4/15/2026 |
4,552,000 |
4,453,492 |
0.75%,
5/31/2026 |
400,000 |
360,750 |
1.50%,
8/15/2026 |
3,478,000 |
3,188,076 |
0.75%,
8/31/2026 |
134,000 |
119,982 |
1.38%,
8/31/2026 |
1,096,000 |
1,000,014 |
0.88%,
9/30/2026 |
4,763,000 |
4,273,676 |
1.63%,
9/30/2026 |
2,943,000 |
2,702,502 |
1.13%,
10/31/2026 |
12,866,000 |
11,598,498 |
1.63%,
10/31/2026 |
3,770,000 |
3,452,495 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
2.00%,
11/15/2026 |
4,605,000 |
4,263,942 |
1.25%,
11/30/2026 |
4,735,000 |
4,276,297 |
1.63%,
11/30/2026 |
4,027,000 |
3,682,188 |
1.25%,
12/31/2026 |
4,713,000 |
4,250,537 |
1.75%,
12/31/2026 |
4,409,000 |
4,042,502 |
1.50%,
1/31/2027 |
4,682,000 |
4,247,086 |
2.25%,
2/15/2027 |
4,606,000 |
4,282,500 |
1.13%,
2/28/2027 |
4,766,000 |
4,261,102 |
1.88%,
2/28/2027 |
4,627,000 |
4,244,911 |
0.63%,
3/31/2027 |
5,036,000 |
4,407,680 |
2.50%,
3/31/2027 |
4,527,000 |
4,241,587 |
0.50%,
4/30/2027 |
4,351,800 |
3,780,286 |
2.75%,
4/30/2027 |
4,499,000 |
4,246,634 |
2.38%,
5/15/2027 |
2,420,000 |
2,252,302 |
0.50%,
5/31/2027 |
1,891,000 |
1,637,931 |
2.63%,
5/31/2027 |
4,534,000 |
4,255,938 |
0.50%,
6/30/2027 |
5,073,000 |
4,383,389 |
3.25%,
6/30/2027 |
4,366,000 |
4,191,701 |
2.75%,
7/31/2027 |
4,475,000 |
4,212,793 |
2.25%,
8/15/2027 |
4,577,000 |
4,225,501 |
0.50%,
8/31/2027 |
5,077,000 |
4,362,254 |
3.13%,
8/31/2027 |
2,278,000 |
2,173,888 |
0.38%,
9/30/2027 |
5,244,000 |
4,469,281 |
4.13%,
9/30/2027 |
1,323,000 |
1,310,804 |
0.50%,
10/31/2027 |
8,580,000 |
7,331,208 |
4.13%,
10/31/2027 |
750,000 |
743,086 |
2.25%,
11/15/2027 |
1,546,000 |
1,421,595 |
0.63%,
11/30/2027 |
12,953,000 |
11,101,126 |
3.88%,
11/30/2027 |
2,983,000 |
2,928,467 |
0.63%,
12/31/2027 |
3,141,000 |
2,685,064 |
3.88%,
12/31/2027 |
2,449,000 |
2,404,421 |
0.75%,
1/31/2028 |
6,795,000 |
5,827,243 |
3.50%,
1/31/2028 |
4,397,000 |
4,252,723 |
2.75%,
2/15/2028 |
983,000 |
920,795 |
1.13%,
2/29/2028 |
2,311,000 |
2,011,653 |
4.00%,
2/29/2028 |
3,482,000 |
3,439,291 |
1.25%,
3/31/2028 |
4,631,000 |
4,046,698 |
3.63%,
3/31/2028 |
4,396,000 |
4,273,393 |
1.25%,
4/30/2028 |
4,628,000 |
4,035,761 |
3.50%,
4/30/2028 |
4,370,000 |
4,225,244 |
2.88%,
5/15/2028 |
4,355,000 |
4,093,360 |
1.25%,
5/31/2028 |
4,666,000 |
4,061,607 |
3.63%,
5/31/2028 |
4,232,000 |
4,116,281 |
1.25%,
6/30/2028 |
5,142,000 |
4,467,112 |
2.88%,
8/15/2028 |
4,304,000 |
4,035,336 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
33
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
U.S.
Treasury Obligations — continued | ||
1.13%,
8/31/2028 |
2,902,000 |
2,494,133 |
1.25%,
9/30/2028 |
222,000 |
191,579 |
1.38%,
10/31/2028 |
5,167,000 |
4,478,739 |
3.13%,
11/15/2028 |
2,140,000 |
2,026,145 |
1.50%,
11/30/2028 |
4,794,000 |
4,175,649 |
1.38%,
12/31/2028 |
5,721,000 |
4,942,855 |
1.75%,
1/31/2029 |
4,525,000 |
3,978,465 |
2.63%,
2/15/2029 |
3,824,000 |
3,520,470 |
1.88%,
2/28/2029 |
5,034,000 |
4,451,550 |
2.38%,
3/31/2029 |
945,000 |
856,849 |
2.88%,
4/30/2029 |
4,299,000 |
4,000,757 |
2.38%,
5/15/2029 |
4,689,000 |
4,247,208 |
2.75%,
5/31/2029 |
4,576,000 |
4,226,008 |
3.25%,
6/30/2029 |
3,118,000 |
2,956,497 |
2.63%,
7/31/2029 |
4,736,000 |
4,337,140 |
1.63%,
8/15/2029 |
5,982,000 |
5,180,038 |
3.13%,
8/31/2029 |
4,234,000 |
3,984,260 |
3.88%,
9/30/2029 |
1,415,000 |
1,386,368 |
4.00%,
10/31/2029 |
3,995,000 |
3,941,317 |
1.75%,
11/15/2029 |
4,847,000 |
4,214,618 |
3.88%,
11/30/2029 |
4,296,000 |
4,209,409 |
3.88%,
12/31/2029 |
3,517,000 |
3,445,836 |
3.50%,
1/31/2030 |
4,337,000 |
4,159,793 |
1.50%,
2/15/2030 |
6,212,000 |
5,269,038 |
4.00%,
2/28/2030 |
4,153,000 |
4,099,790 |
3.63%,
3/31/2030 |
4,245,000 |
4,100,405 |
3.50%,
4/30/2030 |
4,309,000 |
4,131,254 |
0.63%,
5/15/2030 |
20,326,000 |
16,121,059 |
3.75%,
5/31/2030 |
4,457,000 |
4,336,522 |
3.75%,
6/30/2030 |
2,777,000 |
2,701,934 |
4.00%,
7/31/2030 |
256,000 |
252,960 |
0.63%,
8/15/2030 |
5,275,000 |
4,156,535 |
0.88%,
11/15/2030 |
7,325,000 |
5,862,289 |
1.13%,
2/15/2031 |
5,102,000 |
4,144,578 |
1.63%,
5/15/2031 |
5,222,000 |
4,373,425 |
1.25%,
8/15/2031 |
5,468,000 |
4,415,410 |
1.38%,
11/15/2031 |
4,892,000 |
3,964,813 |
1.88%,
2/15/2032 |
5,228,000 |
4,393,971 |
2.88%,
5/15/2032 |
4,837,000 |
4,395,624 |
2.75%,
8/15/2032 |
4,433,000 |
3,979,310 |
4.13%,
11/15/2032 |
4,318,000 |
4,315,976 |
3.50%,
2/15/2033 |
4,575,000 |
4,356,973 |
3.38%,
5/15/2033 |
4,074,000 |
3,838,472 |
Total
U.S. Treasury Obligations
(Cost
$878,813,398) |
|
817,179,884 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — 26.7% | ||
FHLMC
Gold Pools, 15 Year
|
|
|
Pool
# J10548, 4.00%, 8/1/2024 |
4,463 |
4,386 |
Pool
# J15449, 4.00%, 5/1/2026 |
38,917 |
38,122 |
Pool
# G14781, 3.50%, 3/1/2027 |
20,811 |
20,342 |
Pool
# G15201, 4.00%, 5/1/2027 |
5,310 |
5,227 |
Pool
# J20129, 2.50%, 8/1/2027 |
47,015 |
44,956 |
Pool
# G15438, 4.00%, 9/1/2027 |
5,418 |
5,332 |
Pool
# G15602, 2.50%, 11/1/2027 |
32,382 |
31,005 |
Pool
# E09028, 2.00%, 3/1/2028 |
60,893 |
57,446 |
Pool
# J23362, 2.00%, 4/1/2028 |
58,676 |
55,324 |
Pool
# G18466, 2.00%, 5/1/2028 |
8,425 |
7,935 |
Pool
# G18465, 2.50%, 5/1/2028 |
15,884 |
15,117 |
Pool
# G15601, 2.50%, 1/1/2029 |
34,252 |
32,591 |
Pool
# G14957, 3.50%, 1/1/2029 |
76,444 |
74,055 |
Pool
# G16570, 4.00%, 7/1/2029 |
3,509 |
3,454 |
Pool
# G18540, 2.50%, 2/1/2030 |
22,122 |
20,586 |
Pool
# G18556, 2.50%, 6/1/2030 |
29,059 |
27,040 |
Pool
# V60840, 3.00%, 6/1/2030 |
7,416 |
7,010 |
Pool
# G16622, 3.00%, 11/1/2030 |
28,986 |
27,396 |
Pool
# G16019, 3.50%, 12/1/2030 |
9,314 |
9,095 |
Pool
# G16044, 2.50%, 1/1/2032 |
82,748 |
76,270 |
Pool
# J36524, 3.00%, 3/1/2032 |
91,830 |
86,590 |
Pool
# J36660, 3.00%, 3/1/2032 |
29,189 |
27,585 |
Pool
# J38270, 2.50%, 1/1/2033 |
231,378 |
213,266 |
Pool
# G16568, 2.50%, 4/1/2033 |
103,794 |
95,666 |
FHLMC
Gold Pools, 30 Year
|
|
|
Pool
# V81680, 4.50%, 12/1/2034 |
68,511 |
66,661 |
Pool
# A30892, 5.00%, 1/1/2035 |
52,105 |
51,497 |
Pool
# A39210, 5.50%, 10/1/2035 |
19,465 |
19,760 |
Pool
# V83754, 5.50%, 1/1/2036 |
30,274 |
30,776 |
Pool
# A82255, 5.50%, 9/1/2036 |
103,024 |
101,925 |
Pool
# G03381, 5.50%, 9/1/2037 |
19,165 |
19,254 |
Pool
# A89760, 4.50%, 12/1/2039 |
18,442 |
17,989 |
Pool
# A92197, 5.00%, 5/1/2040 |
52,384 |
52,259 |
Pool
# G06856, 6.00%, 5/1/2040 |
3,600 |
3,719 |
Pool
# A93359, 4.00%, 8/1/2040 |
844 |
806 |
Pool
# G06222, 4.00%, 1/1/2041 |
184,114 |
175,134 |
Pool
# G07794, 5.50%, 6/1/2041 |
9,088 |
9,273 |
Pool
# Q03516, 4.50%, 9/1/2041 |
20,445 |
19,889 |
Pool
# Q04088, 3.50%, 10/1/2041 |
19,033 |
17,550 |
Pool
# Q04688, 4.00%, 11/1/2041 |
2,846 |
2,697 |
Pool
# G08477, 3.50%, 2/1/2042 |
6,850 |
6,317 |
Pool
# Q06771, 3.00%, 3/1/2042 |
34,791 |
30,846 |
Pool
# C03858, 3.50%, 4/1/2042 |
92,602 |
85,391 |
Pool
# Q08646, 3.50%, 6/1/2042 |
21,043 |
19,404 |
34
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# G60737, 4.50%, 8/1/2042 |
87,143 |
85,002 |
Pool
# Q11220, 3.50%, 9/1/2042 |
78,617 |
72,495 |
Pool
# Q13477, 3.00%, 12/1/2042 |
109,134 |
96,714 |
Pool
# Q14321, 3.00%, 12/1/2042 |
26,702 |
23,669 |
Pool
# C04420, 3.00%, 1/1/2043 |
158,358 |
140,397 |
Pool
# Q14694, 3.00%, 1/1/2043 |
1,184,152 |
1,049,680 |
Pool
# G61723, 3.50%, 1/1/2043 |
62,362 |
57,528 |
Pool
# C09031, 2.50%, 2/1/2043 |
84,253 |
71,180 |
Pool
# V80026, 3.00%, 4/1/2043 |
47,714 |
42,289 |
Pool
# Q17374, 4.00%, 4/1/2043 |
84,154 |
80,046 |
Pool
# G62033, 4.00%, 11/1/2043 |
112,855 |
107,348 |
Pool
# Z40090, 4.50%, 9/1/2044 |
25,326 |
24,546 |
Pool
# G61769, 4.50%, 12/1/2044 |
62,284 |
60,752 |
Pool
# G61617, 4.50%, 1/1/2045 |
20,573 |
20,068 |
Pool
# G08651, 4.00%, 6/1/2045 |
88,480 |
83,968 |
Pool
# G08653, 3.00%, 7/1/2045 |
43,073 |
38,130 |
Pool
# Q35223, 4.00%, 8/1/2045 |
10,265 |
9,591 |
Pool
# G60238, 3.50%, 10/1/2045 |
621,938 |
568,130 |
Pool
# G60506, 3.50%, 4/1/2046 |
35,072 |
31,991 |
Pool
# G08710, 3.00%, 6/1/2046 |
29,512 |
25,943 |
Pool
# Q41024, 3.00%, 6/1/2046 |
509,509 |
449,154 |
Pool
# G08724, 2.50%, 9/1/2046 |
10,990 |
9,280 |
Pool
# G61070, 3.00%, 9/1/2046 |
427,854 |
379,096 |
Pool
# G61730, 3.00%, 9/1/2046 |
116,743 |
103,468 |
Pool
# G61235, 4.50%, 9/1/2046 |
20,660 |
20,024 |
Pool
# G08736, 2.50%, 12/1/2046 |
11,526 |
9,723 |
Pool
# Q45872, 3.00%, 1/1/2047 |
299,353 |
262,593 |
Pool
# G08747, 3.00%, 2/1/2047 |
150,822 |
132,302 |
Pool
# G61623, 3.00%, 4/1/2047 |
22,081 |
19,509 |
Pool
# G60985, 3.00%, 5/1/2047 |
83,072 |
73,280 |
Pool
# G60996, 3.50%, 5/1/2047 |
6,803 |
6,198 |
Pool
# Q47884, 4.00%, 5/1/2047 |
20,197 |
19,021 |
Pool
# V83233, 4.00%, 6/1/2047 |
83,730 |
78,836 |
Pool
# G08775, 4.00%, 8/1/2047 |
28,573 |
26,687 |
Pool
# Q50152, 4.00%, 8/1/2047 |
68,244 |
63,738 |
Pool
# Q51268, 3.50%, 10/1/2047 |
43,655 |
39,725 |
Pool
# G08787, 3.00%, 11/1/2047 |
270,150 |
236,672 |
Pool
# G61681, 3.00%, 12/1/2047 |
6,187 |
5,421 |
Pool
# Q52866, 3.00%, 12/1/2047 |
23,108 |
20,355 |
Pool
# G08793, 4.00%, 12/1/2047 |
26,756 |
25,192 |
Pool
# Q53751, 3.50%, 1/1/2048 |
78,570 |
71,495 |
Pool
# G08812, 3.00%, 4/1/2048 |
9,518 |
8,334 |
Pool
# G61866, 4.00%, 6/1/2048 |
21,522 |
20,472 |
Pool
# G61607, 4.50%, 9/1/2048 |
101,124 |
97,746 |
Pool
# G08842, 4.00%, 10/1/2048 |
11,010 |
10,329 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# G61885, 4.50%, 11/1/2048 |
24,589 |
23,760 |
Pool
# G08862, 4.00%, 2/1/2049 |
18,185 |
17,070 |
Pool
# Q61487, 4.00%, 2/1/2049 |
30,820 |
28,980 |
Pool
# G08876, 3.50%, 5/1/2049 |
34,840 |
31,702 |
FHLMC
UMBS, 15 Year
|
|
|
Pool
# ZS5890, 4.00%, 7/1/2024 |
23,019 |
22,994 |
Pool
# ZK2080, 4.00%, 1/1/2025 |
11,753 |
11,554 |
Pool
# ZA2587, 4.00%, 9/1/2025 |
3,793 |
3,728 |
Pool
# ZK2723, 3.50%, 11/1/2025 |
7,689 |
7,522 |
Pool
# ZK3540, 3.00%, 9/1/2026 |
39,212 |
37,973 |
Pool
# ZS8460, 3.00%, 4/1/2027 |
11,936 |
11,512 |
Pool
# SB0031, 3.50%, 10/1/2027 |
15,222 |
14,891 |
Pool
# ZS6674, 2.50%, 4/1/2028 |
265,539 |
252,707 |
Pool
# ZS7140, 2.00%, 1/1/2029 |
152,133 |
142,850 |
Pool
# ZS7751, 3.00%, 1/1/2029 |
77,813 |
74,734 |
Pool
# SB0071, 2.50%, 5/1/2030 |
19,854 |
18,938 |
Pool
# ZS7331, 3.00%, 12/1/2030 |
21,427 |
20,225 |
Pool
# ZS7888, 2.50%, 10/1/2032 |
255,140 |
234,835 |
Pool
# ZK9070, 3.00%, 11/1/2032 |
572,880 |
540,601 |
Pool
# ZS7938, 2.50%, 1/1/2033 |
58,594 |
53,937 |
Pool
# SB0256, 4.00%, 11/1/2033 |
27,469 |
27,005 |
Pool
# SB0077, 3.50%, 10/1/2034 |
40,325 |
38,544 |
Pool
# QN1148, 2.50%, 12/1/2034 |
60,186 |
54,667 |
Pool
# SB8031, 2.50%, 2/1/2035 |
127,668 |
116,083 |
Pool
# SB0302, 3.00%, 4/1/2035 |
447,231 |
416,816 |
Pool
# QN2407, 2.00%, 6/1/2035 |
120,032 |
105,752 |
Pool
# SB8500, 2.50%, 7/1/2035 |
335,715 |
303,710 |
Pool
# SB0424, 2.00%, 10/1/2035 |
792,596 |
701,262 |
Pool
# RC1712, 1.50%, 12/1/2035 |
1,041,710 |
894,176 |
Pool
# SB8090, 2.50%, 2/1/2036 |
893,107 |
805,317 |
Pool
# QN6095, 2.00%, 5/1/2036 |
137,837 |
121,313 |
Pool
# QN6718, 2.00%, 6/1/2036 |
286,986 |
251,871 |
Pool
# QN7057, 2.00%, 7/1/2036 |
162,883 |
142,959 |
Pool
# SB8111, 2.00%, 7/1/2036 |
152,402 |
133,790 |
Pool
# QN8347, 1.50%, 10/1/2036 |
342,428 |
292,288 |
Pool
# SB8127, 1.50%, 11/1/2036 |
332,463 |
283,778 |
Pool
# SB0570, 2.00%, 11/1/2036 |
315,222 |
277,776 |
Pool
# SB8131, 1.50%, 12/1/2036 |
674,414 |
575,650 |
Pool
# SB8136, 1.50%, 1/1/2037 |
426,217 |
363,797 |
Pool
# SB8140, 1.50%, 2/1/2037 |
517,461 |
441,673 |
Pool
# SB8147, 1.50%, 4/1/2037 |
886,876 |
756,421 |
FHLMC
UMBS, 20 Year
|
|
|
Pool
# ZA2277, 3.00%, 9/1/2032 |
64,752 |
60,399 |
Pool
# ZJ9491, 3.50%, 12/1/2032 |
14,949 |
14,210 |
Pool
# ZS9164, 3.00%, 9/1/2033 |
400,346 |
373,427 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
35
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# SC0107, 3.50%, 11/1/2034 |
891,897 |
847,804 |
Pool
# ZA2463, 3.50%, 6/1/2037 |
27,950 |
26,010 |
Pool
# RB5026, 2.50%, 11/1/2039 |
34,854 |
30,254 |
Pool
# QK0157, 2.50%, 1/1/2040 |
15,638 |
13,562 |
Pool
# RB5032, 2.50%, 2/1/2040 |
28,497 |
24,720 |
Pool
# RB5037, 2.50%, 3/1/2040 |
89,875 |
77,956 |
Pool
# RB5043, 2.50%, 4/1/2040 |
38,504 |
33,416 |
Pool
# RB5048, 2.50%, 5/1/2040 |
82,696 |
71,719 |
Pool
# QK0665, 2.00%, 2/1/2041 |
1,060,283 |
893,651 |
Pool
# SC0131, 1.50%, 3/1/2041 |
200,915 |
161,139 |
Pool
# SC0134, 1.50%, 3/1/2041 |
204,459 |
163,981 |
Pool
# RB5142, 2.50%, 1/1/2042 |
431,643 |
368,652 |
Pool
# RB5145, 2.00%, 2/1/2042 |
1,527,298 |
1,268,361 |
Pool
# RB5154, 2.50%, 4/1/2042 |
910,149 |
777,497 |
Pool
# RB5166, 3.00%, 7/1/2042 |
917,994 |
807,094 |
FHLMC
UMBS, 30 Year
|
|
|
Pool
# ZI3765, 5.50%, 11/1/2035 |
28,397 |
28,325 |
Pool
# ZS2546, 5.00%, 2/1/2039 |
15,214 |
15,204 |
Pool
# ZJ0449, 4.00%, 9/1/2040 |
19,016 |
18,066 |
Pool
# ZL3548, 3.50%, 8/1/2042 |
63,393 |
58,384 |
Pool
# ZA4209, 3.00%, 4/1/2043 |
732,956 |
648,817 |
Pool
# ZS3712, 3.50%, 4/1/2043 |
146,365 |
134,837 |
Pool
# ZS4077, 3.50%, 1/1/2044 |
20,053 |
18,467 |
Pool
# ZS4592, 4.00%, 11/1/2044 |
131,450 |
124,757 |
Pool
# ZS4609, 3.00%, 4/1/2045 |
35,751 |
31,607 |
Pool
# ZS9618, 3.50%, 3/1/2046 |
428,142 |
390,347 |
Pool
# SD0146, 3.00%, 11/1/2046 |
118,309 |
103,936 |
Pool
# ZM2209, 3.50%, 12/1/2046 |
277,762 |
252,489 |
Pool
# SD0388, 3.50%, 6/1/2047 |
432,925 |
395,452 |
Pool
# ZS4729, 3.00%, 8/1/2047 |
280,609 |
246,709 |
Pool
# ZM4635, 4.00%, 11/1/2047 |
385,713 |
362,715 |
Pool
# SD0225, 3.00%, 12/1/2047 |
542,651 |
475,659 |
Pool
# ZT0534, 3.50%, 12/1/2047 |
279,519 |
254,827 |
Pool
# ZS4750, 3.00%, 1/1/2048 |
22,698 |
19,855 |
Pool
# SD0343, 3.00%, 3/1/2048 |
741,694 |
655,720 |
Pool
# SI2002, 4.00%, 3/1/2048 |
455,079 |
427,950 |
Pool
# ZM6887, 3.00%, 5/1/2048 |
41,616 |
36,333 |
Pool
# ZM7669, 3.50%, 8/1/2048 |
69,381 |
63,053 |
Pool
# ZN4476, 3.50%, 12/1/2048 |
245,761 |
223,345 |
Pool
# ZA6286, 4.00%, 2/1/2049 |
118,898 |
111,563 |
Pool
# ZT1776, 3.50%, 3/1/2049 |
21,553 |
19,587 |
Pool
# ZN5087, 4.00%, 4/1/2049 |
112,610 |
105,937 |
Pool
# ZT1864, 4.00%, 4/1/2049 |
2,864 |
2,683 |
Pool
# ZT1951, 3.50%, 5/1/2049 |
6,947 |
6,314 |
Pool
# ZT1952, 4.00%, 5/1/2049 |
45,803 |
42,845 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# QA4907, 3.00%, 6/1/2049 |
104,833 |
91,885 |
Pool
# ZT2086, 3.50%, 6/1/2049 |
39,020 |
35,450 |
Pool
# SD7502, 3.50%, 7/1/2049 |
115,617 |
105,770 |
Pool
# SD8001, 3.50%, 7/1/2049 |
13,722 |
12,420 |
Pool
# SD7501, 4.00%, 7/1/2049 |
71,550 |
67,311 |
Pool
# QA1997, 3.00%, 8/1/2049 |
17,320 |
15,070 |
Pool
# RA1202, 3.50%, 8/1/2049 |
379,502 |
344,492 |
Pool
# SD8005, 3.50%, 8/1/2049 |
48,211 |
43,744 |
Pool
# SD8006, 4.00%, 8/1/2049 |
28,582 |
26,724 |
Pool
# SD8023, 2.50%, 11/1/2049 |
7,992 |
6,682 |
Pool
# QA4509, 3.00%, 11/1/2049 |
381,242 |
331,632 |
Pool
# SD8025, 3.50%, 11/1/2049 |
144,253 |
131,031 |
Pool
# SD8029, 2.50%, 12/1/2049 |
151,161 |
126,372 |
Pool
# RA1878, 3.50%, 12/1/2049 |
103,353 |
93,631 |
Pool
# SD8037, 2.50%, 1/1/2050 |
401,691 |
335,819 |
Pool
# QA7416, 3.00%, 2/1/2050 |
363,960 |
316,323 |
Pool
# QA7554, 3.00%, 2/1/2050 |
935,354 |
820,329 |
Pool
# RA2116, 3.00%, 2/1/2050 |
541,890 |
472,847 |
Pool
# SD0303, 2.50%, 4/1/2050 |
680,540 |
571,233 |
Pool
# QA9653, 3.50%, 5/1/2050 |
34,831 |
31,653 |
Pool
# SD8080, 2.00%, 6/1/2050 |
60,630 |
48,605 |
Pool
# QB1691, 2.00%, 7/1/2050 |
813,496 |
651,962 |
Pool
# SD8089, 2.50%, 7/1/2050 |
1,614,934 |
1,351,467 |
Pool
# SD8083, 2.50%, 8/1/2050 |
1,192,705 |
997,135 |
Pool
# RA3727, 2.00%, 10/1/2050 |
1,902,845 |
1,522,789 |
Pool
# SD8104, 1.50%, 11/1/2050 |
1,211,485 |
914,262 |
Pool
# RA4197, 2.50%, 12/1/2050 |
514,528 |
429,619 |
Pool
# RA4349, 2.50%, 1/1/2051 |
334,451 |
280,817 |
Pool
# QB8583, 1.50%, 2/1/2051 |
1,215,534 |
919,301 |
Pool
# RA4530, 2.50%, 2/1/2051 |
519,040 |
430,089 |
Pool
# SD8129, 2.50%, 2/1/2051 |
652,367 |
542,986 |
Pool
# SD8140, 2.00%, 4/1/2051 |
392,885 |
313,991 |
Pool
# SD8142, 3.00%, 4/1/2051 |
1,026,615 |
886,480 |
Pool
# SD8145, 1.50%, 5/1/2051 |
1,031,897 |
779,932 |
Pool
# QC2565, 2.00%, 6/1/2051 |
1,751,454 |
1,399,456 |
Pool
# QC3259, 2.00%, 6/1/2051 |
699,562 |
557,041 |
Pool
# SD8158, 3.50%, 6/1/2051 |
287,319 |
257,403 |
Pool
# SD8155, 2.00%, 7/1/2051 |
1,294,736 |
1,031,854 |
Pool
# RA5559, 2.50%, 7/1/2051 |
490,833 |
407,016 |
Pool
# SD8156, 2.50%, 7/1/2051 |
612,048 |
509,054 |
Pool
# QC5125, 2.00%, 8/1/2051 |
265,262 |
211,909 |
Pool
# QC6057, 2.50%, 8/1/2051 |
255,574 |
212,744 |
Pool
# SD8163, 3.50%, 8/1/2051 |
119,715 |
107,306 |
Pool
# RA5832, 2.50%, 9/1/2051 |
706,756 |
587,976 |
Pool
# SD8168, 3.00%, 9/1/2051 |
234,718 |
202,787 |
36
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# SD8172, 2.00%, 10/1/2051 |
802,458 |
640,498 |
Pool
# SD8173, 2.50%, 10/1/2051 |
1,108,293 |
920,267 |
Pool
# RA6507, 2.00%, 12/1/2051 |
1,847,504 |
1,473,597 |
Pool
# QD3500, 2.50%, 12/1/2051 |
1,827,189 |
1,528,705 |
Pool
# RA6694, 2.00%, 1/1/2052 |
456,839 |
364,446 |
Pool
# SD0963, 3.50%, 1/1/2052 |
1,034,399 |
926,554 |
Pool
# RA6816, 2.00%, 2/1/2052 |
523,967 |
417,223 |
Pool
# SD0897, 2.00%, 2/1/2052 |
945,696 |
757,069 |
Pool
# SD8199, 2.00%, 3/1/2052 |
955,637 |
761,044 |
Pool
# SD8204, 2.00%, 4/1/2052 |
1,872,334 |
1,490,887 |
Pool
# QD9578, 2.50%, 4/1/2052 |
1,495,772 |
1,239,359 |
Pool
# QD9765, 2.50%, 4/1/2052 |
1,482,669 |
1,229,191 |
Pool
# SD8205, 2.50%, 4/1/2052 |
509,625 |
422,264 |
Pool
# SD0945, 3.50%, 4/1/2052 |
1,052,254 |
941,412 |
Pool
# SD1461, 3.00%, 5/1/2052 |
956,342 |
830,206 |
Pool
# SD8214, 3.50%, 5/1/2052 |
1,112,725 |
994,587 |
Pool
# SD1840, 3.00%, 6/1/2052 |
469,781 |
405,126 |
Pool
# RA7502, 5.00%, 6/1/2052 |
1,043,437 |
1,011,767 |
Pool
# SD1406, 2.00%, 8/1/2052 |
474,610 |
378,472 |
Pool
# SD8234, 2.50%, 8/1/2052 |
480,203 |
397,885 |
Pool
# RA8112, 4.50%, 10/1/2052 |
1,887,237 |
1,789,374 |
Pool
# SD2580, 6.00%, 3/1/2053 |
984,127 |
986,654 |
Pool
# RA8736, 6.50%, 3/1/2053 |
932,603 |
949,373 |
Pool
# SD2688, 5.50%, 4/1/2053 |
972,140 |
962,469 |
Pool
# SD2693, 6.50%, 4/1/2053 |
986,754 |
1,018,576 |
Pool
# SD8322, 4.50%, 5/1/2053 |
1,469,996 |
1,393,724 |
Pool
# SD8324, 5.50%, 5/1/2053 |
725,894 |
716,580 |
Pool
# SD8341, 5.00%, 7/1/2053 |
1,961,668 |
1,902,090 |
FNMA
/ FHLMC UMBS, Single Family, 30
Year
TBA, 6.00%, 9/25/2053 (a) |
1,000 |
1,003 |
FNMA
UMBS, 15 Year
|
|
|
Pool
# AC8711, 4.00%, 12/1/2024 |
81,249 |
79,870 |
Pool
# AC7007, 4.50%, 1/1/2025 |
6,007 |
5,894 |
Pool
# AL9580, 4.00%, 3/1/2025 |
4,103 |
4,034 |
Pool
# 932724, 4.00%, 4/1/2025 |
2,757 |
2,709 |
Pool
# AE0971, 4.00%, 5/1/2025 |
7,162 |
7,043 |
Pool
# AE0939, 3.50%, 2/1/2026 |
20,859 |
20,356 |
Pool
# FM2968, 4.00%, 5/1/2026 |
5,579 |
5,469 |
Pool
# AJ6632, 3.00%, 11/1/2026 |
29,642 |
28,644 |
Pool
# AJ9357, 3.50%, 1/1/2027 |
58,318 |
56,732 |
Pool
# AK4047, 3.00%, 2/1/2027 |
11,155 |
10,771 |
Pool
# AL4586, 4.00%, 2/1/2027 |
20,715 |
20,306 |
Pool
# AO0527, 3.00%, 5/1/2027 |
15,413 |
14,876 |
Pool
# AO4400, 2.50%, 7/1/2027 |
37,207 |
35,521 |
Pool
# AB5823, 3.50%, 8/1/2027 |
61,205 |
59,382 |
Pool
# AL8138, 4.00%, 9/1/2027 |
11,561 |
11,333 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# AB6811, 2.50%, 10/1/2027 |
9,764 |
9,308 |
Pool
# AQ9442, 2.00%, 12/1/2027 |
21,096 |
19,904 |
Pool
# AB8447, 2.50%, 2/1/2028 |
17,804 |
16,940 |
Pool
# AR4180, 2.50%, 2/1/2028 |
8,150 |
7,749 |
Pool
# AL3802, 3.00%, 2/1/2028 |
48,881 |
47,007 |
Pool
# AB8787, 2.00%, 3/1/2028 |
56,956 |
53,674 |
Pool
# AP6059, 2.00%, 6/1/2028 |
7,303 |
6,854 |
Pool
# BM5381, 3.00%, 6/1/2028 |
54,103 |
52,037 |
Pool
# BM1892, 2.50%, 9/1/2028 |
16,373 |
15,608 |
Pool
# AS0761, 3.00%, 10/1/2028 |
21,526 |
20,613 |
Pool
# AU6961, 3.00%, 10/1/2028 |
42,296 |
40,508 |
Pool
# AL6132, 4.50%, 3/1/2029 |
3,433 |
3,363 |
Pool
# FM1105, 2.50%, 6/1/2029 |
35,179 |
33,497 |
Pool
# AS3345, 2.00%, 7/1/2029 |
11,571 |
10,488 |
Pool
# MA2061, 3.00%, 10/1/2029 |
55,877 |
52,750 |
Pool
# FM1465, 3.00%, 5/1/2030 |
88,721 |
85,059 |
Pool
# 890666, 2.00%, 6/1/2030 |
23,032 |
21,445 |
Pool
# MA2684, 3.00%, 7/1/2031 |
102,102 |
96,357 |
Pool
# AL9418, 3.50%, 8/1/2031 |
33,701 |
32,267 |
Pool
# BD5647, 2.00%, 11/1/2031 |
14,897 |
13,352 |
Pool
# 890776, 3.50%, 11/1/2031 |
21,625 |
20,709 |
Pool
# BM5490, 3.50%, 11/1/2031 |
13,941 |
13,352 |
Pool
# AS8708, 2.50%, 2/1/2032 |
339,032 |
312,049 |
Pool
# BM4993, 3.50%, 3/1/2032 |
28,502 |
27,655 |
Pool
# BM4741, 3.00%, 4/1/2032 |
9,253 |
8,857 |
Pool
# FM1645, 3.00%, 4/1/2032 |
114,665 |
109,509 |
Pool
# MA3124, 2.50%, 9/1/2032 |
32,463 |
29,883 |
Pool
# FM3099, 3.50%, 9/1/2032 |
30,305 |
29,570 |
Pool
# CA0775, 2.50%, 11/1/2032 |
23,776 |
21,853 |
Pool
# MA3188, 3.00%, 11/1/2032 |
17,535 |
16,548 |
Pool
# BH7081, 2.50%, 12/1/2032 |
35,735 |
32,820 |
Pool
# BH8720, 3.50%, 12/1/2032 |
31,592 |
30,192 |
Pool
# FM1161, 2.50%, 1/1/2033 |
34,631 |
31,882 |
Pool
# FM1691, 2.50%, 1/1/2033 |
13,518 |
12,581 |
Pool
# FM2549, 2.50%, 1/1/2033 |
75,180 |
69,865 |
Pool
# CA9078, 3.00%, 9/1/2033 |
420,745 |
397,154 |
Pool
# FM1123, 4.00%, 9/1/2033 |
98,809 |
96,071 |
Pool
# FM2153, 4.00%, 11/1/2033 |
63,586 |
62,503 |
Pool
# BD9105, 4.00%, 1/1/2034 |
29,549 |
28,701 |
Pool
# BM5306, 4.00%, 1/1/2034 |
4,267 |
4,128 |
Pool
# FM1733, 3.50%, 5/1/2034 |
579,943 |
554,683 |
Pool
# FM1842, 3.50%, 6/1/2034 |
115,464 |
109,987 |
Pool
# FM6946, 3.00%, 7/1/2034 |
349,587 |
329,980 |
Pool
# BO1822, 3.50%, 7/1/2034 |
60,354 |
57,502 |
Pool
# MA3764, 2.50%, 9/1/2034 |
7,861 |
7,147 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
37
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# MA3910, 2.00%, 1/1/2035 |
25,170 |
22,301 |
Pool
# FM3569, 3.00%, 1/1/2035 |
107,258 |
101,243 |
Pool
# FM7941, 2.50%, 2/1/2035 |
322,866 |
297,214 |
Pool
# FM8550, 3.00%, 2/1/2035 |
233,003 |
219,911 |
Pool
# FM2708, 3.00%, 3/1/2035 |
52,292 |
49,364 |
Pool
# MA4075, 2.50%, 7/1/2035 |
373,584 |
336,882 |
Pool
# FM4035, 2.50%, 8/1/2035 |
63,996 |
58,180 |
Pool
# MA4099, 2.50%, 8/1/2035 |
946,668 |
853,645 |
Pool
# CA7497, 2.50%, 10/1/2035 |
1,141,945 |
1,029,813 |
Pool
# BP7572, 2.50%, 11/1/2035 |
696,423 |
626,691 |
Pool
# FM5396, 2.00%, 12/1/2035 |
727,854 |
642,793 |
Pool
# BR3349, 1.50%, 1/1/2036 |
1,300,940 |
1,116,929 |
Pool
# BR1309, 2.00%, 1/1/2036 |
493,931 |
435,497 |
Pool
# FM5537, 2.00%, 1/1/2036 |
554,755 |
487,005 |
Pool
# FM5797, 2.00%, 1/1/2036 |
546,404 |
481,739 |
Pool
# FM5367, 1.50%, 2/1/2036 |
415,327 |
356,453 |
Pool
# MA4261, 2.00%, 2/1/2036 |
606,551 |
532,480 |
Pool
# CB0305, 1.50%, 5/1/2036 |
846,419 |
726,429 |
Pool
# FM7843, 1.50%, 6/1/2036 |
76,366 |
65,553 |
Pool
# BP3507, 2.00%, 6/1/2036 |
152,694 |
134,041 |
Pool
# FM8292, 2.00%, 7/1/2036 |
254,814 |
224,028 |
Pool
# MA4430, 1.00%, 8/1/2036 |
161,888 |
134,127 |
Pool
# BT0273, 1.50%, 9/1/2036 |
425,238 |
364,707 |
Pool
# MA4417, 1.50%, 9/1/2036 |
325,853 |
278,039 |
Pool
# MA4418, 2.00%, 9/1/2036 |
157,271 |
137,960 |
Pool
# MA4441, 1.50%, 10/1/2036 |
455,884 |
391,238 |
Pool
# BT9452, 1.50%, 11/1/2036 |
165,829 |
141,540 |
Pool
# FM9247, 2.00%, 11/1/2036 |
333,250 |
291,904 |
Pool
# MA4497, 2.00%, 12/1/2036 |
2,332,206 |
2,043,657 |
Pool
# MA4516, 2.00%, 1/1/2037 |
499,587 |
437,793 |
Pool
# BV7189, 2.00%, 3/1/2037 |
854,285 |
748,543 |
Pool
# MA4581, 1.50%, 4/1/2037 |
884,208 |
753,954 |
Pool
# MA4582, 2.00%, 4/1/2037 |
1,146,155 |
1,004,080 |
Pool
# FS2037, 1.50%, 5/1/2037 |
891,678 |
760,520 |
Pool
# MA4604, 3.00%, 5/1/2037 |
849,563 |
785,189 |
Pool
# FS4059, 1.50%, 8/1/2037 |
2,376,660 |
2,028,583 |
Pool
# FS4794, 2.00%, 8/1/2037 |
973,717 |
853,209 |
Pool
# MA4724, 3.00%, 9/1/2037 |
908,929 |
840,056 |
Pool
# MA4861, 3.50%, 1/1/2038 |
1,843,922 |
1,738,095 |
Pool
# MA4944, 4.50%, 3/1/2038 |
450,048 |
438,374 |
FNMA
UMBS, 20 Year
|
|
|
Pool
# AE6799, 4.50%, 11/1/2030 |
1,937 |
1,894 |
Pool
# MA0885, 3.50%, 10/1/2031 |
24,988 |
23,755 |
Pool
# AB4853, 3.00%, 4/1/2032 |
25,091 |
23,405 |
Pool
# MA1058, 3.00%, 5/1/2032 |
11,354 |
10,598 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# MA1165, 3.00%, 9/1/2032 |
62,432 |
58,237 |
Pool
# MA2079, 4.00%, 11/1/2034 |
12,490 |
11,964 |
Pool
# AL7654, 3.00%, 9/1/2035 |
55,851 |
51,525 |
Pool
# MA2472, 3.00%, 12/1/2035 |
11,213 |
10,333 |
Pool
# FM1133, 4.00%, 6/1/2036 |
26,840 |
25,693 |
Pool
# BM3089, 4.00%, 8/1/2037 |
465,773 |
441,522 |
Pool
# MA3099, 4.00%, 8/1/2037 |
81,197 |
76,969 |
Pool
# BM5330, 2.50%, 12/1/2037 |
35,962 |
32,222 |
Pool
# FM3204, 4.00%, 10/1/2038 |
30,638 |
29,193 |
Pool
# FS3933, 4.00%, 3/1/2040 |
95,320 |
88,476 |
Pool
# MA4072, 2.50%, 7/1/2040 |
138,041 |
119,734 |
Pool
# MA4128, 2.00%, 9/1/2040 |
1,287,406 |
1,086,734 |
Pool
# MA4204, 2.00%, 12/1/2040 |
802,295 |
674,670 |
Pool
# CA9019, 2.00%, 2/1/2041 |
346,271 |
292,235 |
Pool
# MA4310, 1.50%, 4/1/2041 |
736,088 |
590,447 |
Pool
# MA4333, 2.00%, 5/1/2041 |
485,122 |
406,911 |
Pool
# MA4422, 2.00%, 9/1/2041 |
379,340 |
316,428 |
Pool
# MA4446, 2.00%, 10/1/2041 |
380,734 |
317,177 |
Pool
# FS0316, 1.50%, 11/1/2041 |
629,540 |
504,960 |
Pool
# MA4474, 2.00%, 11/1/2041 |
483,048 |
399,978 |
Pool
# MA4519, 1.50%, 1/1/2042 |
492,680 |
395,179 |
Pool
# MA4521, 2.50%, 1/1/2042 |
519,750 |
445,779 |
Pool
# BV7697, 2.50%, 4/1/2042 |
917,996 |
784,920 |
Pool
# MA4587, 2.50%, 4/1/2042 |
426,768 |
364,905 |
Pool
# MA4632, 3.00%, 6/1/2042 |
1,109,493 |
975,474 |
FNMA
UMBS, 30 Year
|
|
|
Pool
# 254447, 6.00%, 9/1/2032 |
19,575 |
20,017 |
Pool
# 711215, 5.50%, 6/1/2033 |
16,522 |
16,337 |
Pool
# AA1005, 5.00%, 12/1/2033 |
11,545 |
11,537 |
Pool
# 725232, 5.00%, 3/1/2034 |
9,136 |
9,129 |
Pool
# 725228, 6.00%, 3/1/2034 |
47,166 |
48,417 |
Pool
# 790003, 6.00%, 8/1/2034 |
15,326 |
15,627 |
Pool
# 735503, 6.00%, 4/1/2035 |
33,955 |
34,759 |
Pool
# 190360, 5.00%, 8/1/2035 |
25,076 |
25,059 |
Pool
# 904601, 6.00%, 11/1/2036 |
35,962 |
37,117 |
Pool
# 888538, 5.50%, 1/1/2037 |
18,933 |
19,280 |
Pool
# AB0284, 6.00%, 2/1/2037 |
34,439 |
35,544 |
Pool
# AL2627, 5.00%, 7/1/2037 |
16,552 |
16,541 |
Pool
# 956965, 6.50%, 12/1/2037 |
11,752 |
11,938 |
Pool
# BH7907, 6.50%, 12/1/2037 |
17,816 |
18,866 |
Pool
# 961793, 5.00%, 3/1/2038 |
65,088 |
65,044 |
Pool
# 985661, 5.50%, 6/1/2038 |
12,799 |
12,834 |
Pool
# AU7519, 3.50%, 9/1/2038 |
9,438 |
8,693 |
Pool
# AA7402, 4.50%, 6/1/2039 |
100,511 |
97,917 |
Pool
# AC2638, 5.00%, 10/1/2039 |
125,194 |
125,110 |
38
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# AL0100, 6.00%, 10/1/2039 |
48,510 |
50,067 |
Pool
# AC4886, 5.00%, 11/1/2039 |
22,698 |
22,683 |
Pool
# 190399, 5.50%, 11/1/2039 |
75,112 |
76,366 |
Pool
# AB1143, 4.50%, 6/1/2040 |
77,633 |
75,629 |
Pool
# AD6938, 4.50%, 6/1/2040 |
115,223 |
112,248 |
Pool
# AD5479, 5.00%, 6/1/2040 |
23,075 |
23,060 |
Pool
# AB1259, 5.00%, 7/1/2040 |
26,377 |
26,359 |
Pool
# AB1292, 5.00%, 8/1/2040 |
13,669 |
13,579 |
Pool
# AL5437, 5.00%, 8/1/2040 |
79,148 |
78,899 |
Pool
# AB1421, 5.00%, 9/1/2040 |
37,971 |
37,945 |
Pool
# AE4142, 5.00%, 9/1/2040 |
31,027 |
30,677 |
Pool
# AE3857, 5.00%, 10/1/2040 |
542,378 |
542,012 |
Pool
# AE8289, 4.00%, 12/1/2040 |
84,086 |
79,886 |
Pool
# MA0622, 3.50%, 1/1/2041 |
29,052 |
26,756 |
Pool
# AH2312, 5.00%, 1/1/2041 |
67,734 |
67,231 |
Pool
# AE0828, 3.50%, 2/1/2041 |
16,404 |
14,836 |
Pool
# AH3804, 4.00%, 2/1/2041 |
18,775 |
17,837 |
Pool
# MA0639, 4.00%, 2/1/2041 |
29,212 |
27,752 |
Pool
# AB2676, 3.50%, 4/1/2041 |
100,821 |
92,854 |
Pool
# AL0241, 4.00%, 4/1/2041 |
58,438 |
55,518 |
Pool
# AI1887, 4.50%, 5/1/2041 |
233,553 |
226,961 |
Pool
# BM3118, 6.00%, 7/1/2041 |
74,773 |
77,156 |
Pool
# AJ2293, 4.00%, 9/1/2041 |
19,194 |
18,183 |
Pool
# AL0933, 5.00%, 10/1/2041 |
75,149 |
74,990 |
Pool
# AW8154, 3.50%, 1/1/2042 |
19,507 |
17,966 |
Pool
# AX5318, 4.50%, 1/1/2042 |
63,999 |
62,346 |
Pool
# BD4480, 4.50%, 1/1/2042 |
345,994 |
337,064 |
Pool
# AL1998, 4.00%, 3/1/2042 |
93,189 |
88,532 |
Pool
# AO4134, 3.50%, 6/1/2042 |
11,832 |
10,897 |
Pool
# AO8694, 4.50%, 7/1/2042 |
35,190 |
33,930 |
Pool
# AP4258, 3.00%, 8/1/2042 |
80,818 |
71,550 |
Pool
# AB6632, 3.50%, 10/1/2042 |
116,126 |
106,949 |
Pool
# AB6633, 3.50%, 10/1/2042 |
21,573 |
19,769 |
Pool
# AL3344, 4.50%, 10/1/2042 |
127,997 |
124,692 |
Pool
# AB6828, 3.50%, 11/1/2042 |
105,638 |
97,291 |
Pool
# AL3182, 3.50%, 12/1/2042 |
18,496 |
17,034 |
Pool
# AQ9316, 2.50%, 1/1/2043 |
51,927 |
43,812 |
Pool
# AB7580, 3.00%, 1/1/2043 |
116,826 |
103,588 |
Pool
# AQ1104, 3.00%, 1/1/2043 |
28,079 |
24,836 |
Pool
# AR0168, 3.00%, 2/1/2043 |
47,753 |
42,281 |
Pool
# AB7964, 3.50%, 2/1/2043 |
64,222 |
59,164 |
Pool
# AR2271, 3.50%, 2/1/2043 |
259,853 |
239,306 |
Pool
# BM4751, 3.50%, 3/1/2043 |
30,243 |
27,956 |
Pool
# AB8742, 4.00%, 3/1/2043 |
13,235 |
12,574 |
Pool
# AR6770, 4.00%, 3/1/2043 |
15,748 |
14,960 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# AT2015, 3.00%, 4/1/2043 |
31,963 |
28,290 |
Pool
# AT2016, 3.00%, 4/1/2043 |
481,158 |
425,869 |
Pool
# AB9194, 3.50%, 5/1/2043 |
110,245 |
101,527 |
Pool
# FM4462, 3.50%, 5/1/2043 |
759,313 |
699,292 |
Pool
# AU1629, 3.00%, 7/1/2043 |
74,811 |
66,207 |
Pool
# BM3785, 3.50%, 7/1/2043 |
118,571 |
109,198 |
Pool
# AS0241, 4.00%, 8/1/2043 |
765,721 |
722,479 |
Pool
# BM3704, 3.00%, 9/1/2043 |
32,788 |
29,023 |
Pool
# AT2612, 3.50%, 9/1/2043 |
74,411 |
68,737 |
Pool
# AU4256, 3.50%, 9/1/2043 |
20,935 |
19,130 |
Pool
# AU4283, 3.50%, 9/1/2043 |
17,904 |
16,489 |
Pool
# AL4062, 4.00%, 9/1/2043 |
27,279 |
25,915 |
Pool
# BM4635, 2.50%, 10/1/2043 |
149,067 |
125,775 |
Pool
# AS1121, 4.00%, 11/1/2043 |
27,488 |
26,114 |
Pool
# AV0022, 4.00%, 11/1/2043 |
428,929 |
407,482 |
Pool
# AL7696, 3.00%, 12/1/2043 |
52,725 |
46,669 |
Pool
# AV6103, 4.00%, 1/1/2044 |
158,537 |
150,745 |
Pool
# BC1737, 4.00%, 1/1/2044 |
62,684 |
59,560 |
Pool
# BM5365, 4.00%, 3/1/2044 |
64,126 |
60,923 |
Pool
# FM1744, 3.50%, 5/1/2044 |
29,576 |
27,238 |
Pool
# AS2700, 4.00%, 6/1/2044 |
37,182 |
35,323 |
Pool
# AW6233, 4.50%, 6/1/2044 |
1,631,175 |
1,569,254 |
Pool
# AS2947, 4.00%, 7/1/2044 |
37,112 |
35,256 |
Pool
# AL9072, 5.00%, 7/1/2044 |
65,648 |
66,170 |
Pool
# AL9569, 5.00%, 8/1/2044 |
97,408 |
97,563 |
Pool
# AX0152, 4.50%, 9/1/2044 |
23,046 |
22,308 |
Pool
# BM4620, 3.00%, 10/1/2044 |
81,956 |
72,608 |
Pool
# AS3867, 4.00%, 11/1/2044 |
9,820 |
9,324 |
Pool
# FM1746, 3.50%, 1/1/2045 |
90,460 |
83,310 |
Pool
# FM0015, 4.00%, 2/1/2045 |
93,904 |
89,211 |
Pool
# MA2193, 4.50%, 2/1/2045 |
11,026 |
10,673 |
Pool
# FM3414, 4.00%, 3/1/2045 |
592,828 |
560,381 |
Pool
# BM3398, 3.50%, 4/1/2045 |
13,428 |
12,367 |
Pool
# CA2709, 4.00%, 9/1/2045 |
1,167,554 |
1,109,204 |
Pool
# AS5851, 4.50%, 9/1/2045 |
10,607 |
10,268 |
Pool
# AS6184, 3.50%, 11/1/2045 |
125,910 |
115,052 |
Pool
# BA0315, 3.50%, 11/1/2045 |
419,495 |
381,835 |
Pool
# FM1869, 4.00%, 11/1/2045 |
61,082 |
57,985 |
Pool
# BM4833, 3.00%, 12/1/2045 |
532,353 |
470,737 |
Pool
# FM1708, 3.00%, 12/1/2045 |
37,642 |
33,329 |
Pool
# BC0066, 3.50%, 12/1/2045 |
28,109 |
25,575 |
Pool
# FM3413, 4.00%, 1/1/2046 |
74,889 |
71,145 |
Pool
# FM2323, 4.00%, 2/1/2046 |
37,763 |
35,877 |
Pool
# AL9128, 4.50%, 2/1/2046 |
18,339 |
17,804 |
Pool
# AS6811, 3.00%, 3/1/2046 |
27,413 |
24,168 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
39
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# BM4834, 3.00%, 3/1/2046 |
27,700 |
24,520 |
Pool
# FM1782, 4.00%, 3/1/2046 |
11,769 |
11,181 |
Pool
# FM2195, 4.00%, 3/1/2046 |
27,948 |
26,552 |
Pool
# AS7003, 3.00%, 4/1/2046 |
34,591 |
30,367 |
Pool
# AS7198, 4.50%, 5/1/2046 |
94,454 |
91,430 |
Pool
# BD0166, 2.50%, 6/1/2046 |
113,325 |
95,614 |
Pool
# BM5168, 2.50%, 6/1/2046 |
23,991 |
20,242 |
Pool
# BC6105, 3.50%, 6/1/2046 |
934,050 |
849,335 |
Pool
# FM1780, 4.00%, 7/1/2046 |
654,025 |
621,049 |
Pool
# AS7660, 2.50%, 8/1/2046 |
218,338 |
184,152 |
Pool
# MA2730, 2.50%, 8/1/2046 |
30,574 |
25,742 |
Pool
# FM3810, 3.00%, 10/1/2046 |
99,260 |
87,803 |
Pool
# AL9385, 3.00%, 11/1/2046 |
48,029 |
42,091 |
Pool
# MA2806, 3.00%, 11/1/2046 |
147,688 |
129,885 |
Pool
# BM3288, 3.50%, 12/1/2046 |
20,775 |
18,913 |
Pool
# BM4990, 2.50%, 1/1/2047 |
11,438 |
9,651 |
Pool
# FM2807, 3.00%, 1/1/2047 |
77,346 |
68,385 |
Pool
# 890856, 3.50%, 1/1/2047 |
122,063 |
110,858 |
Pool
# FM3374, 3.50%, 1/1/2047 |
142,235 |
130,995 |
Pool
# FM0041, 3.00%, 2/1/2047 |
581,561 |
509,781 |
Pool
# BM5955, 4.00%, 2/1/2047 |
33,548 |
31,865 |
Pool
# BM5270, 4.50%, 2/1/2047 |
15,514 |
15,113 |
Pool
# BM4350, 3.00%, 3/1/2047 |
735,905 |
646,520 |
Pool
# MA2920, 3.00%, 3/1/2047 |
7,343 |
6,433 |
Pool
# FM3107, 3.50%, 3/1/2047 |
244,035 |
222,309 |
Pool
# AS9313, 4.00%, 3/1/2047 |
15,494 |
14,576 |
Pool
# FM4735, 3.00%, 4/1/2047 |
153,141 |
133,011 |
Pool
# FM6073, 4.00%, 4/1/2047 |
1,117,212 |
1,051,431 |
Pool
# AS9480, 4.50%, 4/1/2047 |
26,743 |
25,886 |
Pool
# FM1772, 4.50%, 5/1/2047 |
14,485 |
14,111 |
Pool
# BD0667, 4.50%, 6/1/2047 |
387,446 |
371,954 |
Pool
# AS9937, 3.00%, 7/1/2047 |
562,793 |
493,060 |
Pool
# AS9946, 3.50%, 7/1/2047 |
41,339 |
37,659 |
Pool
# BM1568, 3.50%, 7/1/2047 |
63,960 |
58,921 |
Pool
# BH7375, 3.50%, 8/1/2047 |
44,403 |
40,376 |
Pool
# CA0148, 4.50%, 8/1/2047 |
10,203 |
9,826 |
Pool
# CA0850, 3.00%, 9/1/2047 |
32,354 |
28,325 |
Pool
# MA3147, 3.00%, 10/1/2047 |
37,951 |
33,217 |
Pool
# BM2003, 4.00%, 10/1/2047 |
148,913 |
140,057 |
Pool
# BH9392, 3.50%, 11/1/2047 |
12,538 |
11,395 |
Pool
# CA0681, 3.50%, 11/1/2047 |
209,539 |
191,781 |
Pool
# MA3182, 3.50%, 11/1/2047 |
958,197 |
870,853 |
Pool
# FM0028, 3.00%, 12/1/2047 |
44,637 |
39,476 |
Pool
# MA3209, 3.00%, 12/1/2047 |
261,994 |
229,261 |
Pool
# FM1420, 3.50%, 12/1/2047 |
201,381 |
183,746 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# CA4015, 3.00%, 1/1/2048 |
8,838 |
7,732 |
Pool
# BJ6154, 3.50%, 1/1/2048 |
159,432 |
144,896 |
Pool
# MA3238, 3.50%, 1/1/2048 |
46,153 |
42,002 |
Pool
# BJ5910, 3.50%, 2/1/2048 |
193,096 |
178,404 |
Pool
# MA3305, 3.50%, 3/1/2048 |
737,364 |
670,153 |
Pool
# FM3494, 2.50%, 4/1/2048 |
10,721 |
9,046 |
Pool
# CA2687, 3.00%, 5/1/2048 |
21,641 |
18,959 |
Pool
# BM4054, 4.00%, 5/1/2048 |
90,298 |
85,117 |
Pool
# MA3425, 3.00%, 6/1/2048 |
31,416 |
27,447 |
Pool
# BM4757, 3.50%, 7/1/2048 |
36,244 |
33,097 |
Pool
# FM3438, 3.00%, 8/1/2048 |
648,483 |
568,391 |
Pool
# BM2007, 4.00%, 9/1/2048 |
4,046 |
3,803 |
Pool
# CA2368, 4.00%, 9/1/2048 |
26,388 |
24,771 |
Pool
# MA3472, 5.00%, 9/1/2048 |
8,402 |
8,293 |
Pool
# CA4655, 3.50%, 10/1/2048 |
86,391 |
78,700 |
Pool
# MA3495, 4.00%, 10/1/2048 |
26,593 |
24,954 |
Pool
# CA2432, 4.50%, 10/1/2048 |
49,284 |
47,557 |
Pool
# FM7895, 3.50%, 11/1/2048 |
257,019 |
234,112 |
Pool
# FM1248, 4.50%, 11/1/2048 |
15,287 |
14,769 |
Pool
# CA2797, 4.50%, 12/1/2048 |
580,962 |
560,612 |
Pool
# FM0030, 3.00%, 2/1/2049 |
48,360 |
42,370 |
Pool
# FM6237, 3.50%, 4/1/2049 |
532,130 |
484,535 |
Pool
# MA3637, 3.50%, 4/1/2049 |
16,529 |
15,022 |
Pool
# MA3638, 4.00%, 4/1/2049 |
15,556 |
14,552 |
Pool
# BN5418, 4.50%, 4/1/2049 |
18,832 |
18,174 |
Pool
# MA3663, 3.50%, 5/1/2049 |
947,294 |
858,081 |
Pool
# MA3664, 4.00%, 5/1/2049 |
7,767 |
7,258 |
Pool
# FM4074, 4.50%, 5/1/2049 |
270,047 |
260,568 |
Pool
# CA4358, 3.50%, 7/1/2049 |
16,008 |
14,528 |
Pool
# MA3692, 3.50%, 7/1/2049 |
946,778 |
857,408 |
Pool
# FM1672, 4.50%, 7/1/2049 |
755,317 |
735,053 |
Pool
# MA3745, 3.50%, 8/1/2049 |
76,910 |
70,257 |
Pool
# MA3746, 4.00%, 8/1/2049 |
11,636 |
10,869 |
Pool
# FM1385, 5.00%, 8/1/2049 |
341,606 |
339,218 |
Pool
# BO4012, 3.00%, 9/1/2049 |
107,863 |
93,808 |
Pool
# FM1449, 3.50%, 9/1/2049 |
133,306 |
120,980 |
Pool
# FM4430, 3.50%, 9/1/2049 |
526,579 |
478,588 |
Pool
# FM3572, 4.50%, 9/1/2049 |
73,451 |
70,896 |
Pool
# MA3803, 3.50%, 10/1/2049 |
37,383 |
34,113 |
Pool
# MA3833, 2.50%, 11/1/2049 |
878,906 |
736,611 |
Pool
# BK0350, 3.00%, 11/1/2049 |
802,470 |
702,447 |
Pool
# MA3834, 3.00%, 11/1/2049 |
491,420 |
427,399 |
Pool
# MA3870, 2.50%, 12/1/2049 |
188,993 |
158,044 |
Pool
# FM2363, 3.00%, 1/1/2050 |
1,524,164 |
1,336,725 |
Pool
# MA3905, 3.00%, 1/1/2050 |
825,723 |
716,706 |
40
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# CA5021, 3.50%, 1/1/2050 |
34,672 |
31,404 |
Pool
# FM5922, 3.50%, 1/1/2050 |
349,761 |
318,316 |
Pool
# MA3906, 3.50%, 1/1/2050 |
34,407 |
31,164 |
Pool
# CA5135, 2.50%, 2/1/2050 |
140,166 |
117,949 |
Pool
# MA3936, 2.50%, 2/1/2050 |
138,546 |
115,858 |
Pool
# MA3937, 3.00%, 2/1/2050 |
963,630 |
837,793 |
Pool
# FM2733, 2.50%, 3/1/2050 |
97,057 |
81,164 |
Pool
# FM4883, 2.50%, 3/1/2050 |
1,963,606 |
1,642,059 |
Pool
# FM4372, 3.50%, 3/1/2050 |
487,493 |
443,332 |
Pool
# BP2403, 3.50%, 4/1/2050 |
253,735 |
227,810 |
Pool
# BP5001, 2.50%, 5/1/2050 |
560,160 |
468,422 |
Pool
# FM3257, 3.00%, 5/1/2050 |
224,951 |
198,131 |
Pool
# BK2753, 2.50%, 7/1/2050 |
885,667 |
740,600 |
Pool
# MA4078, 2.50%, 7/1/2050 |
339,634 |
284,323 |
Pool
# FS2252, 3.00%, 7/1/2050 |
894,397 |
784,372 |
Pool
# BP6626, 2.00%, 8/1/2050 |
2,284,211 |
1,829,623 |
Pool
# MA4100, 2.00%, 8/1/2050 |
1,070,614 |
857,546 |
Pool
# BP9500, 2.50%, 8/1/2050 |
87,969 |
73,563 |
Pool
# BQ0723, 3.50%, 8/1/2050 |
1,273,159 |
1,148,340 |
Pool
# FM5750, 4.00%, 8/1/2050 |
315,352 |
293,965 |
Pool
# MA4119, 2.00%, 9/1/2050 |
144,457 |
115,672 |
Pool
# BK3044, 2.50%, 9/1/2050 |
750,473 |
627,568 |
Pool
# BP6702, 2.50%, 9/1/2050 |
566,988 |
474,025 |
Pool
# FM8260, 4.00%, 9/1/2050 |
528,400 |
496,948 |
Pool
# MA4158, 2.00%, 10/1/2050 |
1,686,833 |
1,352,430 |
Pool
# MA4159, 2.50%, 10/1/2050 |
561,607 |
469,616 |
Pool
# MA4182, 2.00%, 11/1/2050 |
1,768,500 |
1,416,550 |
Pool
# CA7603, 2.50%, 11/1/2050 |
306,013 |
255,884 |
Pool
# MA4183, 2.50%, 11/1/2050 |
2,515,245 |
2,104,330 |
Pool
# CA8005, 1.50%, 12/1/2050 |
165,862 |
125,461 |
Pool
# CA8222, 1.50%, 12/1/2050 |
1,426,968 |
1,079,363 |
Pool
# MA4209, 1.50%, 12/1/2050 |
1,255,262 |
947,410 |
Pool
# BQ5160, 2.00%, 12/1/2050 |
2,575,622 |
2,059,077 |
Pool
# FM5849, 2.00%, 12/1/2050 |
880,639 |
701,551 |
Pool
# MA4208, 2.00%, 12/1/2050 |
454,722 |
364,089 |
Pool
# BR2807, 2.50%, 12/1/2050 |
1,270,979 |
1,062,706 |
Pool
# MA4210, 2.50%, 12/1/2050 |
1,405,110 |
1,177,954 |
Pool
# FM5597, 2.00%, 1/1/2051 |
217,684 |
174,058 |
Pool
# FM6241, 2.00%, 1/1/2051 |
3,656,555 |
2,922,907 |
Pool
# FM5854, 2.50%, 1/1/2051 |
173,159 |
144,783 |
Pool
# MA4254, 1.50%, 2/1/2051 |
335,466 |
253,762 |
Pool
# CA9190, 2.00%, 2/1/2051 |
828,207 |
661,933 |
Pool
# FM6037, 2.00%, 2/1/2051 |
1,738,850 |
1,396,868 |
Pool
# FM6126, 2.00%, 2/1/2051 |
211,790 |
169,394 |
Pool
# MA4255, 2.00%, 2/1/2051 |
4,577,215 |
3,659,217 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# BR3515, 2.50%, 2/1/2051 |
162,023 |
135,459 |
Pool
# FM6244, 2.00%, 3/1/2051 |
803,498 |
642,922 |
Pool
# MA4281, 2.00%, 3/1/2051 |
251,496 |
201,033 |
Pool
# FM6523, 2.50%, 3/1/2051 |
288,539 |
240,689 |
Pool
# FM6764, 2.50%, 3/1/2051 |
837,610 |
694,580 |
Pool
# FM6537, 2.00%, 4/1/2051 |
2,813,612 |
2,277,334 |
Pool
# MA4306, 2.50%, 4/1/2051 |
243,573 |
202,604 |
Pool
# FM7099, 3.00%, 4/1/2051 |
771,897 |
676,106 |
Pool
# MA4343, 1.50%, 5/1/2051 |
392,104 |
296,487 |
Pool
# MA4325, 2.00%, 5/1/2051 |
2,268,029 |
1,806,614 |
Pool
# FM7066, 2.50%, 5/1/2051 |
776,414 |
659,324 |
Pool
# MA4326, 2.50%, 5/1/2051 |
1,645,341 |
1,371,462 |
Pool
# MA4354, 1.50%, 6/1/2051 |
2,510,176 |
1,896,861 |
Pool
# MA4355, 2.00%, 6/1/2051 |
426,717 |
341,062 |
Pool
# CB0727, 2.50%, 6/1/2051 |
1,403,417 |
1,169,298 |
Pool
# FM7418, 2.50%, 6/1/2051 |
868,773 |
725,551 |
Pool
# MA4356, 2.50%, 6/1/2051 |
4,354,992 |
3,627,836 |
Pool
# MA4377, 1.50%, 7/1/2051 |
1,465,079 |
1,106,007 |
Pool
# FM8194, 2.00%, 7/1/2051 |
360,434 |
288,038 |
Pool
# MA4378, 2.00%, 7/1/2051 |
2,070,424 |
1,653,242 |
Pool
# CB1027, 2.50%, 7/1/2051 |
262,042 |
217,721 |
Pool
# MA4379, 2.50%, 7/1/2051 |
3,978,216 |
3,311,782 |
Pool
# CB1150, 3.00%, 7/1/2051 |
484,832 |
418,012 |
Pool
# MA4380, 3.00%, 7/1/2051 |
213,968 |
184,786 |
Pool
# FM8278, 3.50%, 7/1/2051 |
381,280 |
342,023 |
Pool
# BT9030, 2.00%, 8/1/2051 |
181,907 |
145,310 |
Pool
# MA4398, 2.00%, 8/1/2051 |
2,085,675 |
1,664,903 |
Pool
# BR2236, 2.50%, 8/1/2051 |
259,209 |
215,376 |
Pool
# BR2237, 2.50%, 8/1/2051 |
509,021 |
423,223 |
Pool
# BR2258, 2.50%, 8/1/2051 |
166,656 |
138,735 |
Pool
# CB1276, 2.50%, 8/1/2051 |
741,069 |
615,728 |
Pool
# MA4399, 2.50%, 8/1/2051 |
2,374,155 |
1,974,443 |
Pool
# MA4401, 3.50%, 8/1/2051 |
128,231 |
114,940 |
Pool
# BT0240, 2.00%, 9/1/2051 |
177,101 |
141,229 |
Pool
# FM8730, 2.00%, 9/1/2051 |
967,109 |
770,100 |
Pool
# MA4413, 2.00%, 9/1/2051 |
752,739 |
601,428 |
Pool
# MA4414, 2.50%, 9/1/2051 |
2,151,907 |
1,789,078 |
Pool
# MA4436, 1.50%, 10/1/2051 |
977,859 |
738,325 |
Pool
# MA4437, 2.00%, 10/1/2051 |
1,246,937 |
994,675 |
Pool
# MA4438, 2.50%, 10/1/2051 |
513,919 |
426,735 |
Pool
# CB1917, 3.00%, 10/1/2051 |
1,878,946 |
1,628,512 |
Pool
# MA4464, 1.50%, 11/1/2051 |
550,714 |
415,640 |
Pool
# MA4465, 2.00%, 11/1/2051 |
1,745,174 |
1,391,359 |
Pool
# MA4492, 2.00%, 12/1/2051 |
3,156,721 |
2,516,287 |
Pool
# FM9868, 2.50%, 12/1/2051 |
533,595 |
446,629 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
41
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# FM9870, 2.50%, 12/1/2051 |
538,173 |
448,633 |
Pool
# MA4493, 2.50%, 12/1/2051 |
885,358 |
734,604 |
Pool
# MA4511, 2.00%, 1/1/2052 |
1,798,886 |
1,433,364 |
Pool
# MA4512, 2.50%, 1/1/2052 |
943,559 |
782,696 |
Pool
# MA4513, 3.00%, 1/1/2052 |
2,386,865 |
2,065,781 |
Pool
# CB2850, 2.00%, 2/1/2052 |
235,268 |
187,337 |
Pool
# FS2040, 2.00%, 2/1/2052 |
744,958 |
594,033 |
Pool
# MA4547, 2.00%, 2/1/2052 |
4,166,625 |
3,321,168 |
Pool
# FS3091, 2.50%, 2/1/2052 |
951,550 |
793,635 |
Pool
# MA4548, 2.50%, 2/1/2052 |
953,627 |
790,192 |
Pool
# BV4248, 2.00%, 3/1/2052 |
933,383 |
749,525 |
Pool
# MA4562, 2.00%, 3/1/2052 |
3,409,915 |
2,716,791 |
Pool
# FS2099, 1.50%, 4/1/2052 |
187,203 |
141,348 |
Pool
# MA4577, 2.00%, 4/1/2052 |
1,508,234 |
1,201,725 |
Pool
# MA4578, 2.50%, 4/1/2052 |
4,492,585 |
3,725,344 |
Pool
# FS1538, 3.00%, 4/1/2052 |
480,235 |
414,142 |
Pool
# MA4579, 3.00%, 4/1/2052 |
1,042,964 |
898,679 |
Pool
# MA4598, 2.50%, 5/1/2052 |
1,596,125 |
1,322,744 |
Pool
# MA4599, 3.00%, 5/1/2052 |
487,582 |
420,419 |
Pool
# CB3608, 3.50%, 5/1/2052 |
188,343 |
168,470 |
Pool
# MA4600, 3.50%, 5/1/2052 |
2,198,204 |
1,966,237 |
Pool
# CB4209, 3.50%, 7/1/2052 |
947,276 |
846,710 |
Pool
# MA4654, 3.50%, 7/1/2052 |
472,493 |
422,449 |
Pool
# MA4743, 2.50%, 8/1/2052 |
1,693,385 |
1,403,432 |
Pool
# MA4698, 3.00%, 8/1/2052 |
3,829,880 |
3,300,846 |
Pool
# MA4699, 3.50%, 8/1/2052 |
1,957,608 |
1,750,301 |
Pool
# MA4700, 4.00%, 8/1/2052 |
2,893,000 |
2,670,229 |
Pool
# MA4701, 4.50%, 8/1/2052 |
968,660 |
918,507 |
Pool
# FS2619, 5.00%, 8/1/2052 |
945,239 |
917,207 |
Pool
# MA4732, 4.00%, 9/1/2052 |
484,803 |
447,571 |
Pool
# MA4733, 4.50%, 9/1/2052 |
1,455,177 |
1,379,795 |
Pool
# MA4761, 5.00%, 9/1/2052 |
964,247 |
935,427 |
Pool
# MA4783, 4.00%, 10/1/2052 |
977,449 |
902,282 |
Pool
# MA4784, 4.50%, 10/1/2052 |
1,942,524 |
1,841,847 |
Pool
# MA4803, 3.50%, 11/1/2052 |
982,212 |
878,071 |
Pool
# MA4805, 4.50%, 11/1/2052 |
5,924,062 |
5,616,885 |
Pool
# MA4838, 3.50%, 12/1/2052 |
1,936,969 |
1,731,596 |
Pool
# MA4839, 4.00%, 12/1/2052 |
3,404,971 |
3,142,974 |
Pool
# MA4840, 4.50%, 12/1/2052 |
961,723 |
911,862 |
Pool
# FS3455, 5.00%, 12/1/2052 |
954,499 |
931,239 |
Pool
# MA4866, 4.00%, 1/1/2053 |
972,629 |
897,787 |
Pool
# MA4868, 5.00%, 1/1/2053 |
773,419 |
750,143 |
Pool
# MA4869, 5.50%, 1/1/2053 |
1,451,331 |
1,432,708 |
Pool
# MA4894, 6.00%, 1/1/2053 |
931,424 |
933,868 |
Pool
# MA4933, 3.50%, 2/1/2053 |
1,273,670 |
1,138,623 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# MA4918, 5.00%, 2/1/2053 |
4,815,976 |
4,670,891 |
Pool
# CB5600, 5.50%, 2/1/2053 |
971,667 |
962,385 |
Pool
# MA4919, 5.50%, 2/1/2053 |
5,748,900 |
5,678,415 |
Pool
# CB5704, 6.00%, 2/1/2053 |
2,388,052 |
2,414,959 |
Pool
# MA4920, 6.00%, 2/1/2053 |
2,555,815 |
2,562,376 |
Pool
# MA4962, 4.00%, 3/1/2053 |
1,959,148 |
1,808,390 |
Pool
# MA4943, 6.50%, 3/1/2053 |
1,065,181 |
1,082,166 |
Pool
# MA4964, 7.00%, 3/1/2053 |
441,021 |
453,133 |
Pool
# MA4978, 5.00%, 4/1/2053 |
972,168 |
942,643 |
Pool
# MA4979, 5.50%, 4/1/2053 |
961,489 |
949,151 |
Pool
# MA5009, 5.00%, 5/1/2053 |
2,450,230 |
2,376,130 |
Pool
# MA5038, 5.00%, 6/1/2053 |
1,962,988 |
1,903,370 |
Pool
# FS4932, 6.00%, 6/1/2053 |
986,354 |
990,462 |
Pool
# MA5070, 4.50%, 7/1/2053 |
989,475 |
938,193 |
Pool
# MA5072, 5.50%, 7/1/2053 |
1,947,798 |
1,922,872 |
FNMA/FHLMC
UMBS, Single Family, 15 Year
|
|
|
TBA,
1.50%, 9/25/2038 (a) |
5,252,000 |
4,479,345 |
TBA,
2.00%, 9/25/2038 (a) |
12,703,000 |
11,127,939 |
TBA,
2.50%, 9/25/2038 (a) |
4,514,000 |
4,059,250 |
TBA,
3.00%, 9/25/2038 (a) |
1,449,000 |
1,338,853 |
FNMA/FHLMC
UMBS, Single Family, 30 Year
|
|
|
TBA,
1.50%, 9/25/2053 (a) |
2,627,000 |
1,980,820 |
TBA,
2.00%, 9/25/2053 (a) |
31,395,000 |
24,997,042 |
TBA,
2.50%, 9/25/2053 (a) |
30,580,000 |
25,331,230 |
TBA,
3.00%, 9/25/2053 (a) |
22,617,000 |
19,485,076 |
TBA,
3.50%, 9/25/2053 (a) |
16,585,000 |
14,823,492 |
TBA,
4.00%, 9/25/2053 (a) |
16,697,000 |
15,410,809 |
TBA,
4.50%, 9/25/2053 (a) |
5,685,000 |
5,390,091 |
TBA,
5.00%, 9/25/2053 (a) |
1,240,000 |
1,202,340 |
TBA,
5.50%, 9/25/2053 (a) |
24,000 |
23,696 |
GNMA
I, 30 Year
|
|
|
Pool
# 704155, 5.50%, 1/15/2039 |
15,988 |
16,063 |
Pool
# 726769, 5.00%, 9/15/2039 |
12,803 |
12,589 |
Pool
# 721340, 5.00%, 12/15/2039 |
46,078 |
45,282 |
Pool
# 754439, 3.50%, 12/15/2041 |
98,169 |
91,071 |
Pool
# 711674, 3.00%, 9/15/2042 |
43,948 |
39,569 |
Pool
# 783748, 3.50%, 4/15/2043 |
60,731 |
56,363 |
Pool
# 784660, 4.00%, 4/15/2043 |
5,231 |
4,980 |
Pool
# AC2224, 3.50%, 6/15/2043 |
41,206 |
38,214 |
Pool
# 785088, 3.50%, 7/15/2043 |
51,901 |
47,882 |
Pool
# AJ4151, 4.00%, 9/15/2044 |
187,629 |
178,158 |
Pool
# AL9314, 3.00%, 3/15/2045 |
37,436 |
33,150 |
Pool
# 784664, 4.00%, 4/15/2045 |
20,047 |
19,085 |
Pool
# AO0544, 3.00%, 8/15/2045 |
21,603 |
19,129 |
Pool
# 627030, 3.00%, 12/15/2045 |
21,602 |
19,128 |
42
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# 784429, 3.00%, 8/15/2046 |
74,560 |
67,045 |
Pool
# 784652, 4.00%, 11/15/2047 |
418,041 |
398,046 |
Pool
# 784766, 3.50%, 3/15/2048 |
479,562 |
440,603 |
GNMA
II, 15 Year
|
|
|
Pool
# MA0513, 2.50%, 11/20/2027 |
44,061 |
42,028 |
Pool
# MA4625, 3.50%, 8/20/2032 |
19,499 |
18,460 |
Pool
# MA6906, 2.50%, 10/20/2035 |
340,561 |
305,683 |
GNMA
II, 30 Year
|
|
|
Pool
# 711773, 3.50%, 6/20/2033 |
44,327 |
40,281 |
Pool
# 3459, 5.50%, 10/20/2033 |
42,402 |
42,964 |
Pool
# AQ5932, 3.50%, 1/20/2036 |
67,669 |
61,453 |
Pool
# 4222, 6.00%, 8/20/2038 |
8,060 |
8,405 |
Pool
# 709148, 4.50%, 2/20/2039 |
27,851 |
26,696 |
Pool
# 4446, 4.50%, 5/20/2039 |
2,469 |
2,417 |
Pool
# 4467, 4.00%, 6/20/2039 |
11,358 |
10,863 |
Pool
# 4468, 4.50%, 6/20/2039 |
2,190 |
2,144 |
Pool
# 4494, 4.00%, 7/20/2039 |
12,508 |
11,963 |
Pool
# 4495, 4.50%, 7/20/2039 |
9,524 |
9,323 |
Pool
# 4519, 4.50%, 8/20/2039 |
3,519 |
3,445 |
Pool
# 4558, 4.50%, 10/20/2039 |
2,995 |
2,931 |
Pool
# 4576, 4.00%, 11/20/2039 |
5,600 |
5,358 |
Pool
# 4598, 4.50%, 12/20/2039 |
5,907 |
5,780 |
Pool
# 4617, 4.50%, 1/20/2040 |
3,198 |
3,129 |
Pool
# 4636, 4.50%, 2/20/2040 |
4,591 |
4,492 |
Pool
# 4656, 4.00%, 3/20/2040 |
9,362 |
8,955 |
Pool
# 4677, 4.00%, 4/20/2040 |
25,205 |
24,105 |
Pool
# 4678, 4.50%, 4/20/2040 |
1,115 |
1,091 |
Pool
# 4695, 4.00%, 5/20/2040 |
2,796 |
2,674 |
Pool
# 4696, 4.50%, 5/20/2040 |
1,116 |
1,092 |
Pool
# 4712, 4.00%, 6/20/2040 |
4,255 |
4,069 |
Pool
# 4800, 4.00%, 9/20/2040 |
4,449 |
4,255 |
Pool
# 737727, 4.00%, 12/20/2040 |
39,620 |
37,648 |
Pool
# 4945, 4.00%, 2/20/2041 |
9,538 |
9,123 |
Pool
# 759342, 4.50%, 2/20/2041 |
202,385 |
195,633 |
Pool
# 4950, 5.50%, 2/20/2041 |
17,775 |
18,208 |
Pool
# 4976, 3.50%, 3/20/2041 |
11,297 |
10,453 |
Pool
# 4977, 4.00%, 3/20/2041 |
17,524 |
16,760 |
Pool
# 5016, 4.00%, 4/20/2041 |
6,797 |
6,500 |
Pool
# 5054, 4.00%, 5/20/2041 |
10,701 |
10,234 |
Pool
# 5114, 4.00%, 7/20/2041 |
1,405 |
1,344 |
Pool
# 779497, 3.50%, 10/20/2041 |
7,564 |
6,914 |
Pool
# 5233, 4.00%, 11/20/2041 |
1,728 |
1,652 |
Pool
# 5258, 3.50%, 12/20/2041 |
105,143 |
97,312 |
Pool
# 5259, 4.00%, 12/20/2041 |
6,631 |
6,338 |
Pool
# 5279, 3.50%, 1/20/2042 |
19,553 |
18,098 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# 5330, 3.00%, 3/20/2042 |
13,035 |
11,694 |
Pool
# 754406, 3.50%, 5/20/2042 |
50,650 |
46,200 |
Pool
# MA0220, 3.50%, 7/20/2042 |
8,203 |
7,599 |
Pool
# MA0318, 3.50%, 8/20/2042 |
114,674 |
106,236 |
Pool
# MA0391, 3.00%, 9/20/2042 |
478,008 |
429,456 |
Pool
# 796468, 4.00%, 9/20/2042 |
17,729 |
16,955 |
Pool
# AA6040, 3.00%, 1/20/2043 |
88,782 |
78,278 |
Pool
# AD1584, 3.00%, 1/20/2043 |
114,606 |
100,764 |
Pool
# AD2125, 3.50%, 1/20/2043 |
78,844 |
73,418 |
Pool
# AA6054, 3.00%, 2/20/2043 |
172,484 |
152,424 |
Pool
# AD1744, 3.00%, 2/20/2043 |
14,619 |
13,211 |
Pool
# 783755, 3.00%, 4/20/2043 |
115,448 |
103,901 |
Pool
# 783976, 3.50%, 4/20/2043 |
19,055 |
17,454 |
Pool
# MA1012, 3.50%, 5/20/2043 |
97,877 |
90,886 |
Pool
# MA1157, 3.50%, 7/20/2043 |
19,386 |
17,976 |
Pool
# MA1284, 3.00%, 9/20/2043 |
15,439 |
13,893 |
Pool
# 785065, 3.50%, 10/20/2043 |
200,519 |
182,063 |
Pool
# MA1376, 4.00%, 10/20/2043 |
90,862 |
86,490 |
Pool
# AI7106, 4.00%, 6/20/2044 |
29,470 |
27,957 |
Pool
# 784026, 3.50%, 12/20/2044 |
177,429 |
164,325 |
Pool
# MA2678, 3.50%, 3/20/2045 |
119,793 |
110,484 |
Pool
# MA2679, 4.00%, 3/20/2045 |
41,723 |
39,688 |
Pool
# MA2753, 3.00%, 4/20/2045 |
61,455 |
55,135 |
Pool
# 626942, 3.00%, 5/20/2045 |
140,943 |
122,169 |
Pool
# MA2825, 3.00%, 5/20/2045 |
155,152 |
139,205 |
Pool
# MA2829, 5.00%, 5/20/2045 |
22,217 |
22,315 |
Pool
# 784800, 3.00%, 6/20/2045 |
30,602 |
26,953 |
Pool
# AM9881, 3.00%, 6/20/2045 |
14,546 |
12,824 |
Pool
# MA3247, 5.00%, 11/20/2045 |
20,532 |
20,575 |
Pool
# AO9442, 3.50%, 12/20/2045 |
18,222 |
16,797 |
Pool
# 784119, 3.00%, 2/20/2046 |
134,645 |
120,832 |
Pool
# MA3458, 5.50%, 2/20/2046 |
28,723 |
29,424 |
Pool
# MA3520, 3.00%, 3/20/2046 |
363,310 |
324,626 |
Pool
# MA3735, 3.00%, 6/20/2046 |
248,787 |
222,591 |
Pool
# AT7138, 3.50%, 6/20/2046 |
260,464 |
236,945 |
Pool
# MA3935, 2.50%, 9/20/2046 |
66,350 |
57,431 |
Pool
# 784768, 3.00%, 9/20/2046 |
71,440 |
63,844 |
Pool
# AT8215, 3.00%, 9/20/2046 |
21,229 |
18,785 |
Pool
# MA4002, 2.50%, 10/20/2046 |
360,647 |
311,333 |
Pool
# AW0199, 3.00%, 10/20/2046 |
49,223 |
43,500 |
Pool
# MA4068, 3.00%, 11/20/2046 |
10,542 |
9,416 |
Pool
# MA4072, 5.00%, 11/20/2046 |
22,845 |
22,990 |
Pool
# MA4125, 2.50%, 12/20/2046 |
333,243 |
287,239 |
Pool
# MA4126, 3.00%, 12/20/2046 |
49,577 |
44,321 |
Pool
# MA4260, 2.50%, 2/20/2047 |
57,808 |
49,941 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
43
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# AZ3119, 3.50%, 3/20/2047 |
29,825 |
27,077 |
Pool
# AZ7084, 3.50%, 4/20/2047 |
80,645 |
73,762 |
Pool
# MA4511, 4.00%, 6/20/2047 |
152,902 |
144,853 |
Pool
# BA5041, 5.00%, 6/20/2047 |
94,982 |
93,659 |
Pool
# MA4584, 2.50%, 7/20/2047 |
81,485 |
70,530 |
Pool
# MA4718, 3.00%, 9/20/2047 |
6,786 |
6,043 |
Pool
# MA4721, 4.50%, 9/20/2047 |
28,642 |
27,777 |
Pool
# MA4836, 3.00%, 11/20/2047 |
329,834 |
293,875 |
Pool
# BC2742, 3.50%, 11/20/2047 |
633,210 |
572,517 |
Pool
# BD6940, 3.50%, 12/20/2047 |
145 |
129 |
Pool
# MA4900, 3.50%, 12/20/2047 |
80,275 |
74,006 |
Pool
# MA5019, 3.50%, 2/20/2048 |
208,678 |
191,870 |
Pool
# MA5077, 3.50%, 3/20/2048 |
31,009 |
28,484 |
Pool
# MA5138, 4.50%, 4/20/2048 |
12,166 |
11,757 |
Pool
# 785033, 3.50%, 5/20/2048 |
201,668 |
190,082 |
Pool
# MA5194, 5.00%, 5/20/2048 |
74,779 |
73,872 |
Pool
# MA5329, 3.50%, 7/20/2048 |
7,451 |
6,843 |
Pool
# MA5468, 5.00%, 9/20/2048 |
5,783 |
5,701 |
Pool
# MA5527, 3.50%, 10/20/2048 |
27,508 |
25,286 |
Pool
# MA5595, 4.00%, 11/20/2048 |
34,187 |
32,257 |
Pool
# BJ6759, 4.50%, 11/20/2048 |
257,268 |
246,615 |
Pool
# MA5650, 3.50%, 12/20/2048 |
11,326 |
10,424 |
Pool
# MA5651, 4.00%, 12/20/2048 |
163,301 |
153,958 |
Pool
# MA5709, 3.50%, 1/20/2049 |
78,528 |
72,343 |
Pool
# BI6473, 4.00%, 1/20/2049 |
702,256 |
670,347 |
Pool
# BJ9901, 3.00%, 2/20/2049 |
55,202 |
48,630 |
Pool
# MA5930, 3.50%, 5/20/2049 |
10,034 |
9,204 |
Pool
# MA5983, 2.50%, 6/20/2049 |
114,367 |
98,994 |
Pool
# MA5985, 3.50%, 6/20/2049 |
40,271 |
36,937 |
Pool
# MA5987, 4.50%, 6/20/2049 |
35,492 |
34,119 |
Pool
# MA5988, 5.00%, 6/20/2049 |
6,519 |
6,420 |
Pool
# MA6039, 3.50%, 7/20/2049 |
67,595 |
61,997 |
Pool
# BM5450, 4.50%, 7/20/2049 |
72,663 |
69,455 |
Pool
# MA6220, 4.00%, 10/20/2049 |
175,409 |
164,194 |
Pool
# BR4627, 3.00%, 11/20/2049 |
478,115 |
422,070 |
Pool
# MA6283, 3.00%, 11/20/2049 |
486,433 |
431,916 |
Pool
# 785067, 3.50%, 12/20/2049 |
387,123 |
343,785 |
Pool
# MA6478, 5.00%, 2/20/2050 |
22,978 |
22,716 |
Pool
# MA6542, 3.50%, 3/20/2050 |
223,367 |
206,355 |
Pool
# MA6545, 5.00%, 3/20/2050 |
26,253 |
25,959 |
Pool
# BV1348, 2.50%, 6/20/2050 |
47,909 |
39,285 |
Pool
# MA6709, 2.50%, 6/20/2050 |
669,303 |
572,597 |
Pool
# MA6818, 2.00%, 8/20/2050 |
1,257,579 |
1,041,936 |
Pool
# BY8818, 2.00%, 10/20/2050 |
482,376 |
395,404 |
Pool
# 785401, 2.50%, 10/20/2050 |
721,899 |
601,229 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pool
# MA6994, 2.00%, 11/20/2050 |
1,382,948 |
1,144,935 |
Pool
# BY8832, 2.50%, 11/20/2050 |
439,199 |
364,945 |
Pool
# MA7051, 2.00%, 12/20/2050 |
2,145,680 |
1,778,700 |
Pool
# CA4485, 2.50%, 12/20/2050 |
538,539 |
446,099 |
Pool
# MA7052, 2.50%, 12/20/2050 |
877,961 |
748,599 |
Pool
# MA7055, 4.00%, 12/20/2050 |
225,136 |
212,048 |
Pool
# MA7135, 2.00%, 1/20/2051 |
2,454,664 |
2,028,748 |
Pool
# MA7254, 2.00%, 3/20/2051 |
1,063,653 |
880,572 |
Pool
# MA7311, 2.00%, 4/20/2051 |
2,518,868 |
2,082,184 |
Pool
# 785449, 3.00%, 4/20/2051 |
282,832 |
249,372 |
Pool
# MA7367, 2.50%, 5/20/2051 |
1,445,155 |
1,231,103 |
Pool
# MA7368, 3.00%, 5/20/2051 |
441,433 |
390,164 |
Pool
# MA7417, 2.00%, 6/20/2051 |
2,921,347 |
2,415,835 |
Pool
# MA7418, 2.50%, 6/20/2051 |
1,594,515 |
1,357,400 |
Pool
# MA7420, 3.50%, 6/20/2051 |
399,752 |
364,322 |
Pool
# MA7471, 2.00%, 7/20/2051 |
2,385,733 |
1,971,437 |
Pool
# MA7472, 2.50%, 7/20/2051 |
769,275 |
654,978 |
Pool
# MA7473, 3.00%, 7/20/2051 |
481,227 |
425,025 |
Pool
# MA7533, 2.00%, 8/20/2051 |
994,623 |
821,551 |
Pool
# MA7588, 2.00%, 9/20/2051 |
1,013,886 |
837,115 |
Pool
# MA7589, 2.50%, 9/20/2051 |
418,881 |
356,612 |
Pool
# MA7766, 2.00%, 12/20/2051 |
2,213,721 |
1,828,179 |
Pool
# MA7826, 2.00%, 1/20/2052 |
1,416,359 |
1,169,529 |
Pool
# 785881, 2.50%, 1/20/2052 |
1,985,115 |
1,644,552 |
Pool
# 785945, 3.00%, 2/20/2052 |
904,593 |
797,614 |
Pool
# 786017, 3.00%, 3/20/2052 |
923,746 |
814,942 |
Pool
# MA7937, 3.00%, 3/20/2052 |
898,582 |
790,573 |
Pool
# MA7986, 2.00%, 4/20/2052 |
1,100,075 |
907,469 |
Pool
# MA7987, 2.50%, 4/20/2052 |
1,907,097 |
1,622,502 |
Pool
# MA7988, 3.00%, 4/20/2052 |
916,663 |
806,840 |
Pool
# MA8043, 3.00%, 5/20/2052 |
2,369,697 |
2,083,231 |
Pool
# MA8098, 3.00%, 6/20/2052 |
484,662 |
426,049 |
Pool
# MA8267, 4.00%, 9/20/2052 |
1,154,953 |
1,075,894 |
Pool
# MA8269, 5.00%, 9/20/2052 |
617,551 |
601,491 |
Pool
# MA8270, 5.50%, 9/20/2052 |
923,507 |
914,221 |
Pool
# MA8492, 6.00%, 12/20/2052 |
1,446,771 |
1,452,243 |
Pool
# MA8493, 6.50%, 12/20/2052 |
383,086 |
388,068 |
Pool
# MA8573, 7.00%, 1/20/2053 |
972,189 |
993,091 |
Pool
# MA8800, 5.00%, 4/20/2053 |
2,475,166 |
2,408,724 |
Pool
# 786633, 6.00%, 4/20/2053 |
1,983,320 |
1,996,150 |
Pool
# MA8946, 4.50%, 6/20/2053 |
498,113 |
474,639 |
Pool
# MA8947, 5.00%, 6/20/2053 |
1,992,128 |
1,938,653 |
Pool
# MA8948, 5.50%, 6/20/2053 |
2,488,405 |
2,463,257 |
Pool
# MA9017, 5.50%, 7/20/2053 |
2,744,600 |
2,716,878 |
Pool
# MA9018, 6.00%, 7/20/2053 |
748,625 |
751,457 |
44
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Mortgage-Backed
Securities — continued | ||
Pool
# MA9019, 6.50%, 7/20/2053 |
748,847 |
758,881 |
GNMA
II, Single Family, 30 Year
|
|
|
TBA,
2.00%, 9/15/2053 (a) |
7,926,000 |
6,537,092 |
TBA,
2.50%, 9/15/2053 (a) |
8,844,000 |
7,523,618 |
TBA,
3.00%, 9/15/2053 (a) |
6,700,000 |
5,890,504 |
TBA,
3.50%, 9/15/2053 (a) |
5,000,000 |
4,540,039 |
TBA,
4.00%, 9/15/2053 (a) |
3,059,000 |
2,850,128 |
TBA,
4.50%, 9/15/2053 (a) |
2,200,000 |
2,096,531 |
TBA,
5.00%, 9/15/2053 (a) |
1,250,000 |
1,216,333 |
Total
Mortgage-Backed Securities
(Cost
$581,892,866) |
|
533,947,584 |
Corporate
Bonds — 24.7% | ||
Aerospace
& Defense — 0.5% | ||
Boeing
Co. (The)
|
|
|
3.25%,
3/1/2028 |
2,439,000 |
2,221,879 |
5.15%,
5/1/2030 |
782,000 |
769,156 |
3.60%,
5/1/2034 |
685,000 |
580,381 |
3.55%,
3/1/2038 |
50,000 |
38,336 |
3.90%,
5/1/2049 |
47,000 |
35,169 |
Huntington
Ingalls Industries, Inc. 2.04%,
8/16/2028 |
70,000 |
59,371 |
L3Harris
Technologies, Inc. 4.85%,
4/27/2035 |
166,000 |
156,488 |
Lockheed
Martin Corp.
|
|
|
5.10%,
11/15/2027 |
403,000 |
407,353 |
1.85%,
6/15/2030 |
811,000 |
672,452 |
3.60%,
3/1/2035 |
3,233,000 |
2,844,657 |
4.50%,
5/15/2036 |
357,000 |
338,747 |
Northrop
Grumman Corp.
|
|
|
4.40%,
5/1/2030 |
30,000 |
28,839 |
4.70%,
3/15/2033 |
150,000 |
145,220 |
5.25%,
5/1/2050 |
272,000 |
266,615 |
Precision
Castparts Corp. 4.38%,
6/15/2045 |
82,000 |
71,029 |
RTX
Corp.
|
|
|
5.00%,
2/27/2026 |
163,000 |
162,250 |
1.90%,
9/1/2031 |
1,100,000 |
861,117 |
2.38%,
3/15/2032 |
350,000 |
281,379 |
4.35%,
4/15/2047 |
237,000 |
199,300 |
3.03%,
3/15/2052 |
961,000 |
630,105 |
|
|
10,769,843 |
Air
Freight & Logistics — 0.1% | ||
CH
Robinson Worldwide, Inc. 4.20%,
4/15/2028 |
502,000 |
477,670 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Air
Freight & Logistics — continued | ||
FedEx
Corp.
|
|
|
4.90%,
1/15/2034 |
30,000 |
28,995 |
3.90%,
2/1/2035 |
20,000 |
17,393 |
3.25%,
5/15/2041 |
30,000 |
21,815 |
3.88%,
8/1/2042 |
992,000 |
789,250 |
4.05%,
2/15/2048 |
286,000 |
222,758 |
United
Parcel Service, Inc.
|
|
|
2.20%,
9/1/2024 |
17,000 |
16,467 |
4.88%,
3/3/2033 |
50,000 |
49,888 |
3.75%,
11/15/2047 |
300,000 |
242,177 |
3.40%,
9/1/2049 |
465,000 |
354,048 |
|
|
2,220,461 |
Automobile
Components — 0.0% ^ | ||
Aptiv
plc
|
|
|
3.25%,
3/1/2032 |
149,000 |
126,217 |
3.10%,
12/1/2051 |
238,000 |
144,889 |
BorgWarner,
Inc. 2.65%, 7/1/2027 |
50,000 |
45,308 |
Lear
Corp. 5.25%, 5/15/2049 |
85,000 |
73,934 |
Magna
International, Inc. (Canada) 4.15%,
10/1/2025 |
300,000 |
291,517 |
|
|
681,865 |
Automobiles
— 0.1% | ||
General
Motors Co.
|
|
|
5.40%,
10/15/2029 |
30,000 |
28,999 |
5.00%,
4/1/2035 |
707,000 |
631,461 |
5.15%,
4/1/2038 |
400,000 |
348,554 |
5.20%,
4/1/2045 |
110,000 |
90,335 |
Mercedes-Benz
Finance North
America
LLC (Germany) 8.50%,
1/18/2031 |
152,000 |
185,388 |
Toyota
Motor Corp. (Japan) 1.34%,
3/25/2026 |
72,000 |
65,576 |
|
|
1,350,313 |
Banks
— 4.0% | ||
Australia
& New Zealand Banking Group
Ltd. (Australia)
5.38%, 7/3/2025 |
445,000 |
445,238 |
Bank
of America Corp.
|
|
|
4.00%,
1/22/2025 |
163,000 |
158,938 |
(SOFR
+ 0.91%), 0.98%,
9/25/2025 (b) |
379,000 |
358,744 |
(3-MONTH
CME TERM SOFR + 1.13%),
2.46%,
10/22/2025 (b) |
632,000 |
607,364 |
(3-MONTH
CME TERM SOFR + 0.90%),
2.02%,
2/13/2026 (b) |
67,000 |
63,196 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
45
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Banks
— continued | ||
3.50%,
4/19/2026 |
1,846,000 |
1,756,520 |
(SOFR
+ 1.15%), 1.32%,
6/19/2026 (b) |
430,000 |
395,600 |
(SOFR
+ 1.75%), 4.83%,
7/22/2026 (b) |
30,000 |
29,439 |
4.25%,
10/22/2026 |
648,000 |
621,726 |
(SOFR
+ 1.01%), 1.20%,
10/24/2026 (b) |
1,168,000 |
1,058,563 |
(SOFR
+ 1.29%), 5.08%,
1/20/2027 (b) |
30,000 |
29,606 |
(SOFR
+ 0.96%), 1.73%,
7/22/2027 (b) |
30,000 |
26,846 |
(SOFR
+ 1.05%), 2.55%, 2/4/2028 (b) |
1,060,000 |
958,889 |
(3-MONTH
CME TERM SOFR + 1.30%),
3.42%,
12/20/2028 (b) |
26,000 |
23,829 |
(SOFR
+ 1.06%), 2.09%,
6/14/2029 (b) |
1,939,000 |
1,653,142 |
(3-MONTH
CME TERM SOFR + 1.47%),
3.97%,
2/7/2030 (b) |
250,000 |
230,095 |
(3-MONTH
CME TERM SOFR + 1.25%),
2.50%,
2/13/2031 (b) |
275,000 |
228,544 |
(SOFR
+ 1.37%), 1.92%,
10/24/2031 (b) |
198,000 |
155,105 |
Series
N, (SOFR + 1.22%), 2.65%,
3/11/2032 (b) |
2,500,000 |
2,049,459 |
(SOFR
+ 1.32%), 2.69%,
4/22/2032 (b) |
50,000 |
40,866 |
(SOFR
+ 1.83%), 4.57%,
4/27/2033 (b) |
50,000 |
46,301 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 5 Year +
1.20%),
2.48%, 9/21/2036 (b) |
1,634,000 |
1,242,082 |
(SOFR
+ 1.58%), 3.31%,
4/22/2042 (b) |
319,000 |
238,788 |
5.00%,
1/21/2044 |
2,305,000 |
2,191,847 |
(3-MONTH
CME TERM SOFR + 2.25%),
4.44%,
1/20/2048 (b) |
57,000 |
48,621 |
(3-MONTH
CME TERM SOFR + 1.45%),
3.95%,
1/23/2049 (b) |
1,536,000 |
1,207,094 |
(3-MONTH
CME TERM SOFR + 3.41%),
4.08%,
3/20/2051 (b) |
100,000 |
80,343 |
Bank
of Montreal (Canada) |
|
|
1.50%,
1/10/2025 |
1,108,000 |
1,048,335 |
1.85%,
5/1/2025 |
235,000 |
220,777 |
(SOFR
+ 0.60%), 0.95%,
1/22/2027 (b) |
710,000 |
637,198 |
5.20%,
2/1/2028 |
150,000 |
148,788 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Banks
— continued | ||
(USD
Swap Semi 5 Year + 1.43%),
3.80%,
12/15/2032 (b)
(c) |
138,000 |
121,874 |
Bank
of Nova Scotia (The) (Canada) |
|
|
1.45%,
1/10/2025 |
150,000 |
141,865 |
2.20%,
2/3/2025 |
30,000 |
28,583 |
5.45%,
6/12/2025 |
30,000 |
29,846 |
1.30%,
9/15/2026 |
250,000 |
221,393 |
1.95%,
2/2/2027 |
50,000 |
44,712 |
2.15%,
8/1/2031 |
234,000 |
186,070 |
Barclays
plc (United Kingdom) |
|
|
4.84%,
5/9/2028 |
2,001,000 |
1,852,878 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 1 Year +
1.30%),
2.89%, 11/24/2032 (b) |
454,000 |
353,914 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 1 Year +
3.00%),
5.75%, 8/9/2033 (b) |
754,000 |
722,737 |
Canadian
Imperial Bank of Commerce
(Canada) |
|
|
5.14%,
4/28/2025 |
30,000 |
29,757 |
5.00%,
4/28/2028 |
30,000 |
29,384 |
Citigroup,
Inc.
|
|
|
3.75%,
6/16/2024 |
315,000 |
310,355 |
4.40%,
6/10/2025 |
97,000 |
94,583 |
(SOFR
+ 2.84%), 3.11%, 4/8/2026 (b) |
350,000 |
334,955 |
3.40%,
5/1/2026 |
25,000 |
23,658 |
4.30%,
11/20/2026 |
650,000 |
623,679 |
4.45%,
9/29/2027 |
25,000 |
23,898 |
Series
VAR, (SOFR + 1.28%), 3.07%,
2/24/2028 (b) |
25,000 |
22,957 |
4.13%,
7/25/2028 |
471,000 |
439,296 |
(SOFR
+ 1.42%), 2.98%,
11/5/2030 (b) |
720,000 |
619,053 |
(SOFR
+ 3.91%), 4.41%,
3/31/2031 (b) |
1,059,000 |
983,141 |
(SOFR
+ 2.11%), 2.57%, 6/3/2031 (b) |
1,213,000 |
1,001,774 |
6.63%,
6/15/2032 |
77,000 |
80,237 |
(SOFR
+ 1.18%), 2.52%,
11/3/2032 (b) |
2,951,000 |
2,337,228 |
(SOFR
+ 1.35%), 3.06%,
1/25/2033 (b) |
50,000 |
41,185 |
(SOFR
+ 2.09%), 4.91%,
5/24/2033 (b) |
250,000 |
237,792 |
6.00%,
10/31/2033 |
10,000 |
10,065 |
(SOFR
+ 2.34%), 6.27%,
11/17/2033 (b) |
1,500,000 |
1,563,272 |
5.30%,
5/6/2044 |
95,000 |
86,656 |
46
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Banks
— continued | ||
Cooperatieve
Rabobank UA (Netherlands)
3.75%,
7/21/2026 |
267,000 |
250,715 |
Fifth
Third Bancorp
|
|
|
2.38%,
1/28/2025 |
673,000 |
640,218 |
(SOFR
+ 2.34%), 6.34%,
7/27/2029 (b) |
30,000 |
30,353 |
Fifth
Third Bank NA 3.85%, 3/15/2026 |
200,000 |
186,550 |
First
Citizens BancShares, Inc. (3-MONTH
CME
TERM SOFR + 2.47%), 3.38%,
3/15/2030 (b) |
966,000 |
889,378 |
First-Citizens
Bank & Trust Co. (3-MONTH
CME
TERM SOFR + 1.72%), 2.97%,
9/27/2025 (b) |
454,000 |
433,933 |
Goldman
Sachs Capital I 6.35%,
2/15/2034 |
247,000 |
248,354 |
HSBC
Holdings plc (United Kingdom) |
|
|
(SOFR
+ 1.54%), 1.64%,
4/18/2026 (b) |
651,000 |
606,306 |
(SOFR
+ 1.93%), 2.10%, 6/4/2026 (b) |
267,000 |
248,849 |
(SOFR
+ 1.97%), 6.16%, 3/9/2029 (b) |
928,000 |
934,227 |
(3-MONTH
CME TERM SOFR + 1.80%),
4.58%,
6/19/2029 (b) |
1,026,000 |
968,497 |
(SOFR
+ 2.39%), 2.85%, 6/4/2031 (b) |
3,103,000 |
2,558,751 |
(SOFR
+ 1.95%), 2.36%,
8/18/2031 (b) |
1,183,000 |
938,069 |
6.50%,
5/2/2036 |
185,000 |
187,708 |
HSBC
USA, Inc. 5.63%, 3/17/2025 |
2,178,000 |
2,172,281 |
Huntington
National Bank (The) (SOFRINDX
+
1.65%), 4.55%, 5/17/2028 (b) |
469,000 |
443,821 |
ING
Groep NV (Netherlands) 3.95%,
3/29/2027 |
500,000 |
474,328 |
KeyCorp (SOFRINDX
+ 2.06%), 4.79%,
6/1/2033 (b) |
141,000 |
121,522 |
Korea
Development Bank (The) (South
Korea) |
|
|
1.00%,
9/9/2026 |
646,000 |
568,631 |
1.38%,
4/25/2027 |
637,000 |
561,733 |
Kreditanstalt
fuer Wiederaufbau (Germany) |
|
|
1.38%,
8/5/2024 |
10,000 |
9,639 |
2.50%,
11/20/2024 |
54,000 |
52,211 |
2.00%,
5/2/2025 |
160,000 |
152,230 |
0.63%,
1/22/2026 |
80,000 |
72,616 |
1.00%,
10/1/2026 (d) |
468,000 |
420,564 |
3.00%,
5/20/2027 |
55,000 |
52,215 |
1.75%,
9/14/2029 |
321,000 |
278,665 |
0.75%,
9/30/2030 |
747,000 |
588,203 |
Zero
Coupon, 4/18/2036 |
1,088,000 |
627,509 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Banks
— continued | ||
Zero
Coupon, 6/29/2037 |
1,405,000 |
767,313 |
Landwirtschaftliche
Rentenbank (Germany) |
|
|
2.00%,
1/13/2025 |
45,000 |
43,078 |
2.38%,
6/10/2025 |
70,000 |
66,795 |
0.88%,
3/30/2026 |
386,000 |
350,205 |
1.75%,
7/27/2026 |
399,000 |
367,658 |
Lloyds
Banking Group plc (United Kingdom)
4.45%,
5/8/2025 |
1,000,000 |
975,739 |
M&T
Bank Corp. (SOFR + 1.85%), 5.05%,
1/27/2034 (b) |
1,003,000 |
912,516 |
Mitsubishi
UFJ Financial Group, Inc. (Japan) |
|
|
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 1 Year +
1.55%),
5.06%, 9/12/2025 (b) |
200,000 |
198,112 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 1 Year +
0.45%),
0.96%, 10/11/2025 (b) |
200,000 |
188,682 |
3.75%,
7/18/2039 |
1,542,000 |
1,272,334 |
Mizuho
Financial Group, Inc. (Japan)
4.02%,
3/5/2028 |
508,000 |
478,933 |
National
Australia Bank Ltd. (Australia)
2.50%,
7/12/2026 |
315,000 |
292,676 |
National
Bank of Canada (Canada) Series
FXD,
0.75%, 8/6/2024 |
250,000 |
238,441 |
NatWest
Group plc (United Kingdom) (US
Treasury
Yield Curve Rate T
Note
Constant Maturity 1 Year + 2.55%),
3.07%,
5/22/2028 (b) |
716,000 |
645,770 |
Oesterreichische
Kontrollbank AG (Austria) |
|
|
0.50%,
9/16/2024 |
16,000 |
15,200 |
1.50%,
2/12/2025 |
123,000 |
116,579 |
0.38%,
9/17/2025 |
84,000 |
76,660 |
4.63%,
11/3/2025 |
100,000 |
99,418 |
0.50%,
2/2/2026 |
630,000 |
568,438 |
PNC
Bank NA 3.10%, 10/25/2027 |
629,000 |
573,979 |
PNC
Financial Services Group, Inc.
(The) (SOFR
+ 1.93%), 5.07%,
1/24/2034 (b) |
50,000 |
47,398 |
Royal
Bank of Canada (Canada) |
|
|
0.65%,
7/29/2024 |
150,000 |
143,287 |
0.75%,
10/7/2024 |
150,000 |
142,175 |
3.38%,
4/14/2025 |
105,000 |
101,574 |
6.00%,
11/1/2027 |
452,000 |
462,544 |
5.00%,
2/1/2033 |
150,000 |
145,395 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
47
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Banks
— continued | ||
Santander
UK Group Holdings plc (United
Kingdom)
(US Treasury Yield Curve Rate
T
Note Constant Maturity 1 Year +
1.25%),
1.53%, 8/21/2026 (b) |
1,177,000 |
1,067,246 |
Sumitomo
Mitsui Financial Group, Inc.
(Japan) |
|
|
0.95%,
1/12/2026 |
2,244,000 |
2,015,537 |
3.78%,
3/9/2026 |
332,000 |
317,909 |
2.63%,
7/14/2026 |
150,000 |
138,402 |
3.01%,
10/19/2026 |
141,000 |
130,678 |
3.45%,
1/11/2027 |
644,000 |
602,783 |
Toronto-Dominion
Bank (The) (Canada) |
|
|
0.70%,
9/10/2024 |
100,000 |
95,096 |
Series
FXD, 1.45%, 1/10/2025 |
50,000 |
47,380 |
0.75%,
9/11/2025 |
126,000 |
114,897 |
0.75%,
1/6/2026 |
2,426,000 |
2,178,454 |
5.10%,
1/9/2026 |
30,000 |
29,756 |
4.11%,
6/8/2027 |
30,000 |
28,638 |
3.20%,
3/10/2032 |
100,000 |
85,075 |
Truist
Bank 2.15%, 12/6/2024 |
1,400,000 |
1,336,605 |
Truist
Financial Corp.
|
|
|
(SOFR
+ 0.61%), 1.27%, 3/2/2027 (b) |
1,109,000 |
989,269 |
1.13%,
8/3/2027 |
2,636,000 |
2,228,646 |
(SOFR
+ 0.86%), 1.89%, 6/7/2029 (b) |
96,000 |
80,133 |
US
Bancorp
|
|
|
(SOFR
+ 0.73%), 2.22%,
1/27/2028 (b) |
10,000 |
8,922 |
(SOFR
+ 1.02%), 2.68%,
1/27/2033 (b) |
626,000 |
497,562 |
(SOFR
+ 2.11%), 4.97%,
7/22/2033 (b) |
50,000 |
45,560 |
Wells
Fargo & Co.
|
|
|
3.55%,
9/29/2025 |
79,000 |
75,792 |
(3-MONTH
CME TERM SOFR + 1.09%),
2.41%,
10/30/2025 (b) |
483,000 |
463,364 |
(3-MONTH
CME TERM SOFR + 1.01%),
2.16%,
2/11/2026 (b) |
282,000 |
266,668 |
3.00%,
4/22/2026 |
1,019,000 |
954,441 |
(SOFR
+ 2.00%), 2.19%,
4/30/2026 (b) |
488,000 |
458,987 |
4.10%,
6/3/2026 |
30,000 |
28,767 |
3.00%,
10/23/2026 |
30,000 |
27,780 |
4.30%,
7/22/2027 |
2,352,000 |
2,252,205 |
(3-MONTH
CME TERM SOFR + 1.57%),
3.58%,
5/22/2028 (b) |
110,000 |
102,102 |
(SOFR
+ 2.10%), 2.39%, 6/2/2028 (b) |
2,351,000 |
2,090,877 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Banks
— continued | ||
(3-MONTH
CME TERM SOFR + 1.43%),
2.88%,
10/30/2030 (b) |
2,626,000 |
2,246,592 |
(SOFR
+ 1.99%), 5.56%,
7/25/2034 (b) |
58,000 |
57,245 |
5.95%,
12/15/2036 |
7,000 |
6,837 |
(SOFR
+ 2.53%), 3.07%,
4/30/2041 (b) |
285,000 |
204,033 |
3.90%,
5/1/2045 |
1,174,000 |
918,745 |
4.75%,
12/7/2046 |
616,000 |
511,086 |
Westpac
Banking Corp. (Australia) |
|
|
1.15%,
6/3/2026 |
357,000 |
320,858 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 5 Year +
1.35%),
2.89%, 2/4/2030 (b)
(c) |
545,000 |
514,754 |
4.42%,
7/24/2039 (c) |
409,000 |
329,190 |
|
|
79,476,526 |
Beverages
— 0.4% | ||
Anheuser-Busch
Cos. LLC (Belgium) 4.70%,
2/1/2036 |
79,000 |
75,604 |
Anheuser-Busch
InBev Finance,
Inc. (Belgium)
4.70%, 2/1/2036 |
17,000 |
16,304 |
Anheuser-Busch
InBev Worldwide, Inc.
(Belgium) |
|
|
4.00%,
4/13/2028 |
1,186,000 |
1,141,895 |
4.90%,
1/23/2031 |
330,000 |
331,077 |
4.95%,
1/15/2042 |
146,000 |
139,136 |
5.55%,
1/23/2049 |
50,000 |
51,198 |
4.50%,
6/1/2050 |
10,000 |
8,902 |
4.75%,
4/15/2058 |
1,421,000 |
1,271,301 |
Coca-Cola
Co. (The)
|
|
|
1.75%,
9/6/2024 |
213,000 |
205,331 |
1.45%,
6/1/2027 |
340,000 |
303,576 |
1.50%,
3/5/2028 (d) |
224,000 |
196,253 |
2.50%,
6/1/2040 |
713,000 |
514,072 |
2.88%,
5/5/2041 |
10,000 |
7,554 |
3.00%,
3/5/2051 |
641,000 |
462,263 |
2.75%,
6/1/2060 |
40,000 |
25,952 |
Coca-Cola
Consolidated, Inc. 3.80%,
11/25/2025 |
50,000 |
48,365 |
Constellation
Brands, Inc. 3.60%,
2/15/2028 |
884,000 |
824,443 |
Diageo
Capital plc (United Kingdom) |
|
|
1.38%,
9/29/2025 |
200,000 |
184,658 |
2.13%,
4/29/2032 |
700,000 |
562,706 |
Keurig
Dr Pepper, Inc.
|
|
|
3.40%,
11/15/2025 |
250,000 |
239,125 |
48
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Beverages
— continued | ||
3.20%,
5/1/2030 |
30,000 |
26,532 |
3.80%,
5/1/2050 |
10,000 |
7,573 |
Keurig
Dr. Pepper, Inc.
|
|
|
3.95%,
4/15/2029 |
901,000 |
848,561 |
4.05%,
4/15/2032 |
50,000 |
45,790 |
PepsiCo,
Inc.
|
|
|
2.25%,
3/19/2025 |
10,000 |
9,571 |
2.75%,
4/30/2025 |
250,000 |
240,421 |
4.45%,
2/15/2033 |
50,000 |
49,736 |
2.63%,
10/21/2041 |
55,000 |
39,897 |
2.75%,
10/21/2051 |
10,000 |
6,757 |
|
|
7,884,553 |
Biotechnology
— 0.4% | ||
AbbVie,
Inc.
|
|
|
3.85%,
6/15/2024 |
334,000 |
329,060 |
3.80%,
3/15/2025 |
150,000 |
146,054 |
3.60%,
5/14/2025 |
150,000 |
145,459 |
2.95%,
11/21/2026 |
150,000 |
140,347 |
4.50%,
5/14/2035 |
98,000 |
92,186 |
4.05%,
11/21/2039 |
479,000 |
410,697 |
4.45%,
5/14/2046 |
21,000 |
18,164 |
4.25%,
11/21/2049 |
1,219,000 |
1,026,368 |
Amgen,
Inc.
|
|
|
3.20%,
11/2/2027 |
2,148,000 |
1,995,889 |
2.30%,
2/25/2031 |
750,000 |
618,745 |
2.00%,
1/15/2032 |
275,000 |
215,471 |
4.20%,
3/1/2033 |
50,000 |
45,960 |
4.56%,
6/15/2048 |
200,000 |
170,466 |
3.38%,
2/21/2050 |
187,000 |
130,922 |
4.66%,
6/15/2051 |
230,000 |
197,615 |
5.75%,
3/2/2063 |
295,000 |
290,990 |
Biogen,
Inc. 2.25%, 5/1/2030 |
637,000 |
523,927 |
Gilead
Sciences, Inc.
|
|
|
3.65%,
3/1/2026 |
100,000 |
96,174 |
2.95%,
3/1/2027 |
10,000 |
9,318 |
4.60%,
9/1/2035 |
420,000 |
398,883 |
4.00%,
9/1/2036 |
803,000 |
710,179 |
2.60%,
10/1/2040 |
1,000,000 |
696,115 |
4.75%,
3/1/2046 |
15,000 |
13,688 |
|
|
8,422,677 |
Broadline
Retail — 0.2% | ||
Alibaba
Group Holding Ltd. (China) 3.40%,
12/6/2027 |
437,000 |
405,956 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Broadline
Retail — continued | ||
Amazon.com,
Inc.
|
|
|
3.15%,
8/22/2027 |
2,365,000 |
2,224,063 |
1.65%,
5/12/2028 (d) |
311,000 |
271,659 |
4.05%,
8/22/2047 |
1,351,000 |
1,166,655 |
2.70%,
6/3/2060 |
275,000 |
169,222 |
eBay,
Inc.
|
|
|
2.60%,
5/10/2031 |
110,000 |
90,951 |
4.00%,
7/15/2042 |
192,000 |
150,179 |
JD.com,
Inc. (China) 3.38%, 1/14/2030 |
200,000 |
175,989 |
|
|
4,654,674 |
Building
Products — 0.1% | ||
Carrier
Global Corp.
|
|
|
2.49%,
2/15/2027 |
596,000 |
542,204 |
2.70%,
2/15/2031 |
30,000 |
25,156 |
3.58%,
4/5/2050 |
406,000 |
290,216 |
Fortune
Brands Innovations, Inc. 4.00%,
3/25/2032 |
128,000 |
112,635 |
Johnson
Controls International plc
|
|
|
1.75%,
9/15/2030 |
230,000 |
184,162 |
4.50%,
2/15/2047 |
162,000 |
136,675 |
Lennox
International, Inc.
|
|
|
1.35%,
8/1/2025 |
117,000 |
107,837 |
1.70%,
8/1/2027 |
257,000 |
224,700 |
Owens
Corning
|
|
|
3.88%,
6/1/2030 |
30,000 |
27,295 |
4.30%,
7/15/2047 |
108,000 |
86,771 |
|
|
1,737,651 |
Capital
Markets — 2.1% | ||
Affiliated
Managers Group, Inc. 3.50%,
8/1/2025 |
591,000 |
563,933 |
Ameriprise
Financial, Inc.
|
|
|
3.00%,
4/2/2025 |
133,000 |
127,872 |
5.15%,
5/15/2033 |
100,000 |
97,777 |
Ares
Capital Corp.
|
|
|
3.25%,
7/15/2025 |
175,000 |
164,067 |
3.88%,
1/15/2026 |
179,000 |
167,484 |
2.88%,
6/15/2028 |
625,000 |
528,052 |
Bank
of New York Mellon Corp. (The)
|
|
|
(SOFR
+ 0.57%), 3.43%,
6/13/2025 (b) |
150,000 |
147,308 |
0.75%,
1/28/2026 |
62,000 |
55,934 |
(SOFRINDX
+ 1.80%), 5.80%,
10/25/2028 (b) |
10,000 |
10,114 |
(SOFR
+ 1.51%), 4.71%, 2/1/2034 (b) |
150,000 |
141,183 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
49
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Capital
Markets — continued | ||
Series
J, (SOFR + 1.61%), 4.97%,
4/26/2034 (b) |
3,557,000 |
3,414,945 |
Blackstone
Private Credit Fund 3.25%,
3/15/2027 |
1,121,000 |
976,648 |
Blackstone
Secured Lending Fund 2.85%,
9/30/2028 |
572,000 |
472,390 |
Blue
Owl Capital Corp. 2.88%, 6/11/2028 |
402,000 |
333,370 |
Charles
Schwab Corp. (The)
|
|
|
1.15%,
5/13/2026 |
150,000 |
133,525 |
3.20%,
3/2/2027 |
938,000 |
868,323 |
3.20%,
1/25/2028 |
50,000 |
45,575 |
2.00%,
3/20/2028 |
987,000 |
850,245 |
3.25%,
5/22/2029 |
243,000 |
216,074 |
CME
Group, Inc.
|
|
|
3.00%,
3/15/2025 |
562,000 |
543,023 |
2.65%,
3/15/2032 (d) |
50,000 |
41,918 |
4.15%,
6/15/2048 |
144,000 |
126,599 |
Credit
Suisse AG (Switzerland) 1.25%,
8/7/2026 |
1,390,000 |
1,220,126 |
Deutsche
Bank AG (Germany) |
|
|
(SOFR
+ 1.87%), 2.13%,
11/24/2026 (b) |
2,283,000 |
2,070,665 |
(SOFR
+ 1.22%), 2.31%,
11/16/2027 (b) |
560,000 |
490,872 |
(SOFR
+ 3.04%), 3.55%,
9/18/2031 (b) |
150,000 |
125,590 |
(SOFR
+ 3.65%), 7.08%,
2/10/2034 (b) |
994,000 |
945,214 |
FactSet
Research Systems, Inc. 2.90%,
3/1/2027 |
189,000 |
174,280 |
FS
KKR Capital Corp.
|
|
|
3.40%,
1/15/2026 |
213,000 |
195,357 |
2.63%,
1/15/2027 (d) |
1,025,000 |
884,814 |
Goldman
Sachs Group, Inc. (The)
|
|
|
3.85%,
7/8/2024 |
1,235,000 |
1,213,918 |
5.70%,
11/1/2024 |
10,000 |
9,982 |
3.50%,
1/23/2025 |
362,000 |
350,744 |
(3-MONTH
CME TERM SOFR + 1.46%),
3.27%,
9/29/2025 (b) |
43,000 |
41,725 |
Series
VAR, (SOFR + 0.79%), 1.09%,
12/9/2026 (b) |
254,000 |
227,966 |
(SOFR
+ 1.11%), 2.64%,
2/24/2028 (b) |
2,482,000 |
2,245,497 |
(3-MONTH
CME TERM SOFR + 1.42%),
3.81%,
4/23/2029 (b) |
24,000 |
22,200 |
(3-MONTH
CME TERM SOFR + 1.56%),
4.22%,
5/1/2029 (b) |
78,000 |
73,419 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Capital
Markets — continued | ||
2.60%,
2/7/2030 |
258,000 |
217,780 |
(SOFR
+ 1.09%), 1.99%,
1/27/2032 (b) |
98,000 |
76,328 |
(SOFR
+ 1.28%), 2.62%,
4/22/2032 (b) |
548,000 |
443,606 |
(SOFR
+ 1.25%), 2.38%,
7/21/2032 (b) |
2,225,000 |
1,756,162 |
(SOFR
+ 1.26%), 2.65%,
10/21/2032 (b) |
71,000 |
56,971 |
6.13%,
2/15/2033 |
708,000 |
751,277 |
(SOFR
+ 1.41%), 3.10%,
2/24/2033 (b) |
380,000 |
316,205 |
6.75%,
10/1/2037 |
136,000 |
144,204 |
(3-MONTH
CME TERM SOFR + 1.69%),
4.41%,
4/23/2039 (b) |
463,000 |
399,761 |
(SOFR
+ 1.63%), 3.44%,
2/24/2043 (b) |
1,069,000 |
787,884 |
4.75%,
10/21/2045 |
63,000 |
56,561 |
Intercontinental
Exchange, Inc.
|
|
|
4.00%,
9/15/2027 |
10,000 |
9,581 |
3.00%,
6/15/2050 |
187,000 |
124,729 |
Janus
Henderson US Holdings, Inc. 4.88%,
8/1/2025 |
31,000 |
30,366 |
Lazard
Group LLC 3.75%, 2/13/2025 |
537,000 |
519,101 |
Moody's
Corp.
|
|
|
4.25%,
2/1/2029 |
30,000 |
28,891 |
3.10%,
11/29/2061 |
424,000 |
268,343 |
Morgan
Stanley
|
|
|
Series
F, 3.88%, 4/29/2024 |
1,801,000 |
1,778,114 |
(SOFR
+ 1.15%), 2.72%,
7/22/2025 (b) |
125,000 |
121,306 |
Series
I, (SOFR + 0.75%), 0.86%,
10/21/2025 (b) |
100,000 |
94,099 |
(SOFR
+ 1.99%), 2.19%,
4/28/2026 (b) |
100,000 |
94,284 |
(SOFR
+ 1.77%), 6.14%,
10/16/2026 (b) |
25,000 |
25,170 |
(SOFR
+ 0.72%), 0.98%,
12/10/2026 (b) |
2,452,000 |
2,198,593 |
3.63%,
1/20/2027 |
25,000 |
23,616 |
3.95%,
4/23/2027 |
337,000 |
317,649 |
(SOFR
+ 0.88%), 1.59%, 5/4/2027 (b) |
10,000 |
8,965 |
(SOFR
+ 1.00%), 2.48%,
1/21/2028 (b) |
250,000 |
225,511 |
3.59%,
7/22/2028 (e) |
1,051,000 |
971,925 |
(3-MONTH
CME TERM SOFR + 1.40%),
3.77%,
1/24/2029 (b) |
308,000 |
285,562 |
50
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Capital
Markets — continued | ||
(SOFR
+ 1.14%), 2.70%,
1/22/2031 (b) |
748,000 |
629,959 |
(SOFR
+ 1.03%), 1.79%,
2/13/2032 (b) |
1,534,000 |
1,179,221 |
(SOFR
+ 1.02%), 1.93%,
4/28/2032 (b) |
1,769,000 |
1,363,713 |
(SOFR
+ 1.18%), 2.24%,
7/21/2032 (b) |
10,000 |
7,846 |
(SOFR
+ 1.88%), 5.42%,
7/21/2034 (b) |
10,000 |
9,828 |
(SOFR
+ 1.36%), 2.48%,
9/16/2036 (b) |
405,000 |
305,129 |
3.97%,
7/22/2038 (e) |
83,000 |
69,181 |
(SOFR
+ 1.49%), 3.22%,
4/22/2042 (b) |
946,000 |
696,624 |
4.30%,
1/27/2045 |
664,000 |
564,439 |
(SOFR
+ 4.84%), 5.60%,
3/24/2051 (b) |
128,000 |
128,660 |
Nasdaq,
Inc. 3.85%, 6/30/2026 |
519,000 |
499,439 |
Nomura
Holdings, Inc. (Japan) |
|
|
5.71%,
1/9/2026 |
200,000 |
198,559 |
2.61%,
7/14/2031 |
294,000 |
231,051 |
Raymond
James Financial, Inc. 4.95%,
7/15/2046 |
40,000 |
34,905 |
S&P
Global, Inc. 3.25%, 12/1/2049 |
308,000 |
219,951 |
State
Street Corp.
|
|
|
3.55%,
8/18/2025 |
50,000 |
48,262 |
(SOFR
+ 0.94%), 2.35%,
11/1/2025 (b) |
500,000 |
480,042 |
(SOFR
+ 1.72%), 5.82%,
11/4/2028 (b)
(d) |
30,000 |
30,456 |
2.20%,
3/3/2031 |
215,000 |
171,215 |
(SOFR
+ 1.57%), 4.82%,
1/26/2034 (b) |
1,936,000 |
1,836,653 |
UBS
Group AG (Switzerland) 3.75%,
3/26/2025 |
520,000 |
502,150 |
|
|
41,658,555 |
Chemicals
— 0.2% | ||
Air
Products and Chemicals, Inc. 4.80%,
3/3/2033 |
50,000 |
49,663 |
Albemarle
Corp.
|
|
|
5.05%,
6/1/2032 |
10,000 |
9,416 |
5.45%,
12/1/2044 |
83,000 |
76,260 |
Cabot
Corp. 4.00%, 7/1/2029 |
104,000 |
95,848 |
CF
Industries, Inc.
|
|
|
4.95%,
6/1/2043 |
300,000 |
253,052 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Chemicals
— continued | ||
5.38%,
3/15/2044 |
113,000 |
100,240 |
Dow
Chemical Co. (The)
|
|
|
2.10%,
11/15/2030 (d) |
525,000 |
428,132 |
6.30%,
3/15/2033 (d) |
50,000 |
52,979 |
5.25%,
11/15/2041 |
480,000 |
448,048 |
DuPont
de Nemours, Inc. 4.73%,
11/15/2028 |
10,000 |
9,866 |
Eastman
Chemical Co. 5.75%, 3/8/2033 |
50,000 |
49,208 |
EIDP,
Inc.
|
|
|
1.70%,
7/15/2025 |
613,000 |
571,641 |
4.80%,
5/15/2033 |
30,000 |
28,846 |
FMC
Corp. 3.45%, 10/1/2029 |
174,000 |
151,655 |
Huntsman
International LLC 4.50%,
5/1/2029 |
112,000 |
103,708 |
LYB
International Finance III LLC
|
|
|
2.25%,
10/1/2030 (d) |
232,000 |
188,417 |
4.20%,
10/15/2049 |
359,000 |
267,079 |
NewMarket
Corp. 2.70%, 3/18/2031 |
69,000 |
55,982 |
Sherwin-Williams
Co. (The)
|
|
|
3.13%,
6/1/2024 |
10,000 |
9,798 |
4.25%,
8/8/2025 |
150,000 |
146,773 |
2.95%,
8/15/2029 |
30,000 |
26,438 |
2.20%,
3/15/2032 |
100,000 |
79,342 |
4.00%,
12/15/2042 |
233,000 |
183,471 |
4.50%,
6/1/2047 |
492,000 |
419,215 |
3.30%,
5/15/2050 |
26,000 |
17,659 |
Westlake
Corp.
|
|
|
0.88%,
8/15/2024 |
200,000 |
190,584 |
5.00%,
8/15/2046 |
490,000 |
412,709 |
4.38%,
11/15/2047 |
367,000 |
283,192 |
|
|
4,709,221 |
Commercial
Services & Supplies — 0.1% | ||
RELX
Capital, Inc. (United Kingdom) 4.75%,
5/20/2032 |
97,000 |
93,458 |
Republic
Services, Inc.
|
|
|
2.50%,
8/15/2024 |
242,000 |
234,606 |
2.38%,
3/15/2033 (d) |
1,437,000 |
1,140,796 |
Waste
Connections, Inc.
|
|
|
3.50%,
5/1/2029 |
30,000 |
27,666 |
2.20%,
1/15/2032 |
40,000 |
31,904 |
4.20%,
1/15/2033 |
293,000 |
270,551 |
2.95%,
1/15/2052 |
649,000 |
424,788 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
51
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Commercial
Services & Supplies — continued | ||
Waste
Management, Inc.
|
|
|
4.63%,
2/15/2033 |
30,000 |
28,840 |
2.95%,
6/1/2041 |
636,000 |
458,469 |
|
|
2,711,078 |
Communications
Equipment — 0.1% | ||
Cisco
Systems, Inc.
|
|
|
2.95%,
2/28/2026 |
1,941,000 |
1,862,006 |
2.50%,
9/20/2026 |
113,000 |
105,767 |
5.90%,
2/15/2039 |
12,000 |
13,001 |
Juniper
Networks, Inc. 2.00%,
12/10/2030 |
144,000 |
111,240 |
Motorola
Solutions, Inc.
|
|
|
2.30%,
11/15/2030 |
80,000 |
63,646 |
5.60%,
6/1/2032 |
30,000 |
29,548 |
Nokia
OYJ (Finland) 4.38%, 6/12/2027 |
37,000 |
34,895 |
|
|
2,220,103 |
Construction
& Engineering — 0.0% ^ | ||
Quanta
Services, Inc. 2.35%, 1/15/2032 |
244,000 |
192,852 |
Valmont
Industries, Inc. 5.25%,
10/1/2054 |
48,000 |
41,040 |
|
|
233,892 |
Construction
Materials — 0.0% ^ | ||
Eagle
Materials, Inc. 2.50%, 7/1/2031 |
30,000 |
24,241 |
Martin
Marietta Materials, Inc. Series CB,
2.50%,
3/15/2030 |
10,000 |
8,399 |
Vulcan
Materials Co. 4.70%, 3/1/2048 |
96,000 |
83,885 |
|
|
116,525 |
Consumer
Finance — 0.8% | ||
AerCap
Ireland Capital DAC (Ireland) |
|
|
3.50%,
1/15/2025 |
250,000 |
241,317 |
6.50%,
7/15/2025 |
250,000 |
251,157 |
4.45%,
10/1/2025 |
150,000 |
145,256 |
3.65%,
7/21/2027 |
150,000 |
138,107 |
3.88%,
1/23/2028 |
150,000 |
138,043 |
3.30%,
1/30/2032 |
1,001,000 |
813,686 |
3.40%,
10/29/2033 |
250,000 |
198,351 |
Ally
Financial, Inc.
|
|
|
4.75%,
6/9/2027 |
37,000 |
34,636 |
7.10%,
11/15/2027 |
104,000 |
105,383 |
2.20%,
11/2/2028 |
1,419,000 |
1,147,361 |
American
Express Co.
|
|
|
2.25%,
3/4/2025 |
10,000 |
9,508 |
4.20%,
11/6/2025 |
534,000 |
520,025 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Consumer
Finance — continued | ||
4.90%,
2/13/2026 |
30,000 |
29,619 |
(SOFR
+ 1.00%), 4.99%, 5/1/2026 (b) |
30,000 |
29,575 |
3.13%,
5/20/2026 |
68,000 |
64,279 |
1.65%,
11/4/2026 |
1,373,000 |
1,224,568 |
(SOFR
+ 0.97%), 5.39%,
7/28/2027 (b) |
30,000 |
29,830 |
American
Honda Finance Corp.
|
|
|
2.00%,
3/24/2028 |
328,000 |
286,976 |
4.60%,
4/17/2030 |
30,000 |
29,176 |
1.80%,
1/13/2031 |
287,000 |
229,923 |
Capital
One Financial Corp.
|
|
|
4.20%,
10/29/2025 |
23,000 |
22,108 |
3.75%,
7/28/2026 |
2,204,000 |
2,061,103 |
3.80%,
1/31/2028 |
237,000 |
217,488 |
(SOFR
+ 2.08%), 5.47%, 2/1/2029 (b) |
150,000 |
145,342 |
Caterpillar
Financial Services Corp. 0.80%,
11/13/2025 |
1,364,000 |
1,242,405 |
Discover
Financial Services
|
|
|
3.95%,
11/6/2024 |
1,013,000 |
986,171 |
4.50%,
1/30/2026 |
11,000 |
10,565 |
6.70%,
11/29/2032 |
50,000 |
49,739 |
General
Motors Financial Co., Inc.
|
|
|
1.20%,
10/15/2024 |
150,000 |
142,311 |
3.50%,
11/7/2024 |
283,000 |
274,872 |
2.90%,
2/26/2025 |
150,000 |
143,287 |
5.25%,
3/1/2026 |
150,000 |
147,782 |
1.50%,
6/10/2026 |
50,000 |
44,384 |
2.40%,
4/10/2028 |
150,000 |
129,499 |
2.35%,
1/8/2031 |
46,000 |
35,730 |
2.70%,
6/10/2031 |
19,000 |
14,990 |
3.10%,
1/12/2032 |
145,000 |
115,879 |
John
Deere Capital Corp.
|
|
|
4.95%,
6/6/2025 |
593,000 |
590,366 |
0.70%,
1/15/2026 |
209,000 |
189,139 |
4.75%,
1/20/2028 |
1,000,000 |
996,028 |
1.45%,
1/15/2031 |
88,000 |
69,725 |
2.00%,
6/17/2031 |
202,000 |
164,845 |
PACCAR
Financial Corp. 3.55%, 8/11/2025 |
881,000 |
856,110 |
Synchrony
Financial 3.95%, 12/1/2027 |
10,000 |
8,925 |
Toyota
Motor Credit Corp.
|
|
|
0.50%,
6/18/2024 |
200,000 |
192,091 |
0.63%,
9/13/2024 |
50,000 |
47,588 |
3.00%,
4/1/2025 |
150,000 |
144,775 |
3.05%,
3/22/2027 |
150,000 |
140,770 |
3.05%,
1/11/2028 |
500,000 |
464,152 |
52
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Consumer
Finance — continued | ||
4.55%,
5/17/2030 |
30,000 |
29,220 |
1.65%,
1/10/2031 |
616,000 |
491,068 |
1.90%,
9/12/2031 |
99,000 |
79,150 |
|
|
15,914,383 |
Consumer
Staples Distribution & Retail — 0.4% | ||
Costco
Wholesale Corp.
|
|
|
2.75%,
5/18/2024 |
91,000 |
89,184 |
3.00%,
5/18/2027 |
200,000 |
188,925 |
1.38%,
6/20/2027 |
132,000 |
116,693 |
1.75%,
4/20/2032 |
224,000 |
177,721 |
Dollar
General Corp.
|
|
|
4.15%,
11/1/2025 |
10,000 |
9,725 |
3.88%,
4/15/2027 |
52,000 |
49,628 |
4.13%,
5/1/2028 |
200,000 |
190,139 |
5.00%,
11/1/2032 |
50,000 |
47,538 |
4.13%,
4/3/2050 |
26,000 |
19,219 |
Dollar
Tree, Inc. 2.65%, 12/1/2031 |
167,000 |
134,674 |
Kroger
Co. (The) 5.40%, 7/15/2040 |
294,000 |
276,158 |
Sysco
Corp.
|
|
|
2.40%,
2/15/2030 |
19,000 |
16,047 |
2.45%,
12/14/2031 |
10,000 |
8,082 |
3.15%,
12/14/2051 |
351,000 |
232,754 |
Target
Corp. 2.95%, 1/15/2052 |
2,452,000 |
1,633,097 |
Walmart,
Inc.
|
|
|
1.05%,
9/17/2026 |
3,224,000 |
2,888,337 |
3.70%,
6/26/2028 |
859,000 |
827,862 |
2.95%,
9/24/2049 |
611,000 |
433,070 |
4.50%,
9/9/2052 |
122,000 |
113,397 |
|
|
7,452,250 |
Containers
& Packaging — 0.1% | ||
Avery
Dennison Corp.
|
|
|
4.88%,
12/6/2028 |
201,000 |
196,476 |
5.75%,
3/15/2033 |
50,000 |
50,457 |
Berry
Global, Inc. 1.57%, 1/15/2026 |
1,151,000 |
1,046,312 |
International
Paper Co.
|
|
|
4.80%,
6/15/2044 |
200,000 |
172,069 |
5.15%,
5/15/2046 |
195,000 |
175,153 |
Packaging
Corp. of America 3.00%,
12/15/2029 |
220,000 |
192,056 |
WestRock
MWV LLC 7.95%, 2/15/2031 |
166,000 |
186,589 |
|
|
2,019,112 |
Distributors
— 0.0% ^ | ||
Genuine
Parts Co. 1.88%, 11/1/2030 |
30,000 |
23,504 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Diversified
Consumer Services — 0.1% | ||
American
University (The) Series 2019,
3.67%,
4/1/2049 |
63,000 |
48,628 |
California
Institute of Technology 4.70%,
11/1/2111 |
58,000 |
48,248 |
Case
Western Reserve University Series
22-C,
5.41%, 6/1/2122 |
29,000 |
27,316 |
George
Washington University (The) Series
2018,
4.13%, 9/15/2048 |
104,000 |
88,127 |
Georgetown
University (The) Series B,
4.32%,
4/1/2049 |
10,000 |
8,546 |
Johns
Hopkins University Series 2013,
4.08%,
7/1/2053 |
76,000 |
64,812 |
Northwestern
University 4.64%,
12/1/2044 |
55,000 |
51,839 |
Trustees
of Boston College 3.13%,
7/1/2052 |
53,000 |
37,468 |
Trustees
of Princeton University
(The) Series
2020, 2.52%, 7/1/2050 |
894,000 |
586,290 |
Trustees
of the University of Pennsylvania
(The) 3.61%,
2/15/2119 |
816,000 |
566,467 |
University
of Miami Series 2022, 4.06%,
4/1/2052 |
921,000 |
756,486 |
University
of Southern California
|
|
|
Series
2017, 3.84%, 10/1/2047 |
20,000 |
16,589 |
5.25%,
10/1/2111 |
227,000 |
216,822 |
Washington
University (The) Series 2022,
3.52%,
4/15/2054 |
128,000 |
99,107 |
William
Marsh Rice University 3.77%,
5/15/2055 |
70,000 |
56,455 |
Yale
University Series 2020, 1.48%,
4/15/2030 |
284,000 |
232,582 |
|
|
2,905,782 |
Diversified
REITs — 0.2% | ||
Digital
Realty Trust LP 3.70%, 8/15/2027 |
20,000 |
18,649 |
Rayonier
LP 2.75%, 5/17/2031 |
171,000 |
136,643 |
Simon
Property Group LP
|
|
|
3.38%,
10/1/2024 |
500,000 |
487,698 |
3.38%,
12/1/2027 |
338,000 |
312,803 |
2.20%,
2/1/2031 |
650,000 |
517,701 |
2.25%,
1/15/2032 |
254,000 |
196,550 |
VICI
Properties LP
|
|
|
4.75%,
2/15/2028 |
1,396,000 |
1,328,802 |
5.13%,
5/15/2032 |
823,000 |
762,993 |
Vornado
Realty LP 2.15%, 6/1/2026 |
407,000 |
350,823 |
WP
Carey, Inc. 3.85%, 7/15/2029 |
200,000 |
180,163 |
|
|
4,292,825 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
53
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Diversified
Telecommunication Services — 0.8% | ||
AT&T,
Inc.
|
|
|
3.88%,
1/15/2026 |
30,000 |
28,903 |
1.70%,
3/25/2026 |
129,000 |
117,594 |
2.30%,
6/1/2027 |
30,000 |
26,858 |
1.65%,
2/1/2028 |
30,000 |
25,643 |
2.75%,
6/1/2031 |
50,000 |
41,243 |
4.50%,
5/15/2035 |
747,000 |
663,105 |
5.35%,
9/1/2040 |
720,000 |
670,383 |
3.10%,
2/1/2043 |
300,000 |
209,171 |
4.65%,
6/1/2044 |
400,000 |
330,419 |
4.35%,
6/15/2045 |
400,000 |
315,199 |
5.15%,
11/15/2046 |
59,000 |
51,769 |
4.50%,
3/9/2048 |
10,000 |
7,980 |
4.55%,
3/9/2049 |
400,000 |
321,166 |
3.65%,
6/1/2051 |
490,000 |
335,151 |
3.30%,
2/1/2052 |
55,000 |
35,833 |
3.80%,
12/1/2057 |
10,000 |
6,733 |
3.85%,
6/1/2060 |
2,059,000 |
1,399,762 |
Bell
Canada (The) (Canada) Series US-5,
2.15%,
2/15/2032 |
681,000 |
535,724 |
Bell
Telephone Co. of Canada or Bell Canada
(The) (Canada)
5.10%, 5/11/2033 |
10,000 |
9,645 |
Deutsche
Telekom International Finance
BV (Germany)
9.25%, 6/1/2032 |
136,000 |
171,028 |
Orange
SA (France) 5.38%, 1/13/2042 |
189,000 |
181,061 |
Telefonica
Emisiones SA (Spain) |
|
|
4.10%,
3/8/2027 |
1,243,000 |
1,183,161 |
7.05%,
6/20/2036 |
29,000 |
30,948 |
4.67%,
3/6/2038 |
1,264,000 |
1,045,564 |
TELUS
Corp. (Canada) 3.40%, 5/13/2032 |
1,264,000 |
1,062,933 |
Verizon
Communications, Inc.
|
|
|
1.45%,
3/20/2026 |
2,030,000 |
1,841,048 |
4.13%,
3/16/2027 |
14,000 |
13,483 |
4.33%,
9/21/2028 |
231,000 |
221,175 |
1.75%,
1/20/2031 |
2,814,000 |
2,188,624 |
2.55%,
3/21/2031 |
176,000 |
144,838 |
2.36%,
3/15/2032 |
150,000 |
118,627 |
4.86%,
8/21/2046 |
150,000 |
131,796 |
2.88%,
11/20/2050 |
451,000 |
276,486 |
3.55%,
3/22/2051 |
238,000 |
166,401 |
5.01%,
8/21/2054 |
390,000 |
346,372 |
2.99%,
10/30/2056 |
248,000 |
148,118 |
3.00%,
11/20/2060 |
2,757,000 |
1,618,634 |
|
|
16,022,578 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Electric
Utilities — 1.5% | ||
AEP
Texas, Inc. Series I, 2.10%, 7/1/2030 |
314,000 |
254,504 |
Alabama
Power Co.
|
|
|
Series
20-A, 1.45%, 9/15/2030 |
180,000 |
141,276 |
3.05%,
3/15/2032 |
975,000 |
836,650 |
3.75%,
3/1/2045 |
424,000 |
323,570 |
Series
B, 3.70%, 12/1/2047 |
87,000 |
65,383 |
American
Electric Power Co., Inc. 5.63%,
3/1/2033 |
62,000 |
62,121 |
Appalachian
Power Co.
|
|
|
Series
AA, 2.70%, 4/1/2031 |
24,000 |
19,917 |
Series
BB, 4.50%, 8/1/2032 |
150,000 |
139,364 |
Arizona
Public Service Co. 6.35%,
12/15/2032 |
30,000 |
31,594 |
Avangrid,
Inc. 3.80%, 6/1/2029 |
30,000 |
27,209 |
CenterPoint
Energy Houston Electric LLC
|
|
|
Series
ai., 4.45%, 10/1/2032 |
50,000 |
47,370 |
Series
AD, 2.90%, 7/1/2050 |
10,000 |
6,491 |
Cleveland
Electric Illuminating Co.
(The) 5.95%,
12/15/2036 |
100,000 |
98,696 |
Commonwealth
Edison Co.
|
|
|
2.55%,
6/15/2026 |
18,000 |
16,817 |
3.65%,
6/15/2046 |
100,000 |
75,195 |
Series
130, 3.13%, 3/15/2051 |
174,000 |
117,114 |
Connecticut
Light and Power Co. (The)
|
|
|
Series
A, 2.05%, 7/1/2031 |
69,000 |
55,577 |
5.25%,
1/15/2053 |
304,000 |
296,927 |
Dayton
Power & Light Co. (The) 3.95%,
6/15/2049 |
96,000 |
72,612 |
Dominion
Energy South Carolina,
Inc. 5.10%,
6/1/2065 |
1,000,000 |
930,790 |
DTE
Electric Co.
|
|
|
Series
A, 1.90%, 4/1/2028 |
227,000 |
199,126 |
Series
C, 2.63%, 3/1/2031 |
30,000 |
25,528 |
3.70%,
6/1/2046 |
300,000 |
227,783 |
3.75%,
8/15/2047 |
1,137,000 |
867,686 |
3.95%,
3/1/2049 |
240,000 |
190,254 |
Duke
Energy Carolinas LLC
|
|
|
2.45%,
2/1/2030 |
90,000 |
77,233 |
6.45%,
10/15/2032 |
30,000 |
32,077 |
3.75%,
6/1/2045 |
269,000 |
204,835 |
3.70%,
12/1/2047 |
1,076,000 |
812,895 |
3.95%,
3/15/2048 |
158,000 |
124,404 |
Duke
Energy Corp.
|
|
|
0.90%,
9/15/2025 |
90,000 |
82,160 |
3.75%,
9/1/2046 |
200,000 |
146,710 |
54
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Electric
Utilities — continued | ||
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 5 Year +
2.32%),
3.25%, 1/15/2082 (b) |
425,000 |
314,216 |
Duke
Energy Florida LLC
|
|
|
3.20%,
1/15/2027 |
31,000 |
29,310 |
6.40%,
6/15/2038 |
1,885,000 |
2,026,569 |
3.85%,
11/15/2042 |
20,000 |
15,732 |
Duke
Energy Ohio, Inc.
|
|
|
2.13%,
6/1/2030 |
200,000 |
164,598 |
5.25%,
4/1/2033 |
30,000 |
30,017 |
Duke
Energy Progress LLC
|
|
|
2.00%,
8/15/2031 |
10,000 |
7,947 |
5.25%,
3/15/2033 |
50,000 |
50,025 |
4.10%,
5/15/2042 |
275,000 |
226,439 |
Enel
Americas SA (Chile) 4.00%,
10/25/2026 |
236,000 |
223,321 |
Entergy
Arkansas LLC 2.65%, 6/15/2051 |
125,000 |
74,342 |
Entergy
Corp.
|
|
|
2.80%,
6/15/2030 |
20,000 |
16,879 |
2.40%,
6/15/2031 |
80,000 |
63,863 |
Entergy
Louisiana LLC
|
|
|
0.95%,
10/1/2024 |
99,000 |
93,982 |
1.60%,
12/15/2030 |
420,000 |
324,989 |
2.35%,
6/15/2032 |
75,000 |
59,598 |
Entergy
Mississippi LLC
|
|
|
3.85%,
6/1/2049 |
249,000 |
186,105 |
3.50%,
6/1/2051 |
503,000 |
351,872 |
Evergy
Metro, Inc. Series 2020, 2.25%,
6/1/2030 |
300,000 |
248,257 |
Evergy,
Inc. 2.45%, 9/15/2024 |
192,000 |
185,210 |
Eversource
Energy
|
|
|
Series
L, 2.90%, 10/1/2024 |
155,000 |
150,358 |
4.60%,
7/1/2027 |
100,000 |
97,306 |
Exelon
Corp.
|
|
|
3.40%,
4/15/2026 |
500,000 |
475,393 |
4.70%,
4/15/2050 |
846,000 |
717,740 |
Florida
Power & Light Co.
|
|
|
4.80%,
5/15/2033 |
30,000 |
29,299 |
3.70%,
12/1/2047 |
1,376,000 |
1,068,549 |
Georgia
Power Co. 4.95%, 5/17/2033 |
30,000 |
29,029 |
Hydro-Quebec (Canada)
8.50%,
12/1/2029 |
50,000 |
59,091 |
Iberdrola
International BV (Spain) 5.81%,
3/15/2025 |
721,000 |
722,441 |
Interstate
Power and Light Co. 3.50%,
9/30/2049 |
152,000 |
106,911 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Electric
Utilities — continued | ||
ITC
Holdings Corp.
|
|
|
3.65%,
6/15/2024 |
200,000 |
196,507 |
3.35%,
11/15/2027 |
10,000 |
9,288 |
MidAmerican
Energy Co. 2.70%, 8/1/2052 |
25,000 |
15,168 |
National
Grid USA 5.80%, 4/1/2035 |
41,000 |
40,380 |
Nevada
Power Co. Series EE, 3.13%,
8/1/2050 |
1,115,000 |
707,693 |
NextEra
Energy Capital Holdings, Inc.
|
|
|
6.05%,
3/1/2025 |
1,338,000 |
1,343,539 |
1.88%,
1/15/2027 |
794,000 |
709,875 |
3.55%,
5/1/2027 |
100,000 |
94,250 |
4.90%,
2/28/2028 |
150,000 |
147,539 |
2.75%,
11/1/2029 |
287,000 |
248,233 |
5.00%,
2/28/2030 |
30,000 |
29,436 |
2.44%,
1/15/2032 |
130,000 |
104,145 |
5.00%,
7/15/2032 |
50,000 |
48,331 |
5.05%,
2/28/2033 |
150,000 |
145,112 |
3.00%,
1/15/2052 |
97,000 |
61,624 |
Northern
States Power Co. 4.50%,
6/1/2052 |
500,000 |
432,761 |
NSTAR
Electric Co.
|
|
|
3.25%,
5/15/2029 |
172,000 |
157,574 |
3.95%,
4/1/2030 |
15,000 |
13,967 |
Oklahoma
Gas and Electric Co.
|
|
|
5.40%,
1/15/2033 |
30,000 |
29,984 |
4.15%,
4/1/2047 |
2,052,000 |
1,630,445 |
Oncor
Electric Delivery Co. LLC
|
|
|
4.55%,
9/15/2032 |
50,000 |
47,596 |
7.25%,
1/15/2033 |
459,000 |
523,247 |
Pacific
Gas and Electric Co.
|
|
|
3.30%,
12/1/2027 |
223,000 |
198,830 |
3.00%,
6/15/2028 |
285,000 |
247,651 |
3.25%,
6/1/2031 |
30,000 |
24,326 |
5.90%,
6/15/2032 |
50,000 |
47,871 |
4.45%,
4/15/2042 |
95,000 |
70,351 |
3.75%,
8/15/2042 (f) |
776,000 |
522,107 |
4.95%,
7/1/2050 |
948,000 |
733,610 |
3.50%,
8/1/2050 |
870,000 |
547,897 |
PacifiCorp
|
|
|
3.30%,
3/15/2051 |
184,000 |
117,544 |
5.35%,
12/1/2053 |
100,000 |
86,307 |
PECO
Energy Co. 3.05%, 3/15/2051 |
30,000 |
19,921 |
PG&E
Wildfire Recovery Funding LLC Series
A-4,
4.45%, 12/1/2047 |
250,000 |
218,025 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
55
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Electric
Utilities — continued | ||
Potomac
Electric Power Co. 4.15%,
3/15/2043 |
834,000 |
694,359 |
PPL
Electric Utilities Corp. 4.15%,
10/1/2045 |
271,000 |
224,329 |
Public
Service Co. of Colorado Series 36,
2.70%,
1/15/2051 |
408,000 |
245,430 |
Public
Service Electric and Gas Co.
|
|
|
3.00%,
5/15/2027 |
10,000 |
9,370 |
1.90%,
8/15/2031 |
764,000 |
610,691 |
SCE
Recovery Funding LLC Series A-2,
2.94%,
11/15/2042 |
266,000 |
209,455 |
Southern
California Edison Co. Series 20C,
1.20%,
2/1/2026 |
50,000 |
45,425 |
Southern
Co. (The)
|
|
|
4.48%,
8/1/2024 (f) |
150,000 |
148,121 |
Series
A, 3.70%, 4/30/2030 |
397,000 |
359,566 |
5.70%,
10/15/2032 |
30,000 |
30,446 |
Series
B, (US Treasury Yield Curve Rate T
Note
Constant Maturity 5 Year +
3.73%),
4.00%, 1/15/2051 (b) |
869,000 |
807,391 |
Southwestern
Electric Power Co.
|
|
|
Series
J, 3.90%, 4/1/2045 |
802,000 |
590,925 |
3.25%,
11/1/2051 |
321,000 |
207,528 |
Tampa
Electric Co.
|
|
|
2.40%,
3/15/2031 |
50,000 |
40,756 |
4.35%,
5/15/2044 |
170,000 |
138,554 |
Union
Electric Co. 3.90%, 9/15/2042 |
238,000 |
187,145 |
Virginia
Electric & Power Co. 4.00%,
1/15/2043 |
15,000 |
12,175 |
Virginia
Electric and Power Co.
|
|
|
Series
B, 2.95%, 11/15/2026 |
10,000 |
9,325 |
Series
A, 3.80%, 4/1/2028 |
258,000 |
244,312 |
Series
B, 3.80%, 9/15/2047 |
1,042,000 |
782,198 |
2.45%,
12/15/2050 |
87,000 |
50,242 |
Wisconsin
Electric Power Co.
|
|
|
2.05%,
12/15/2024 |
100,000 |
95,573 |
4.30%,
10/15/2048 |
179,000 |
149,782 |
Wisconsin
Public Service Corp. 3.30%,
9/1/2049 |
10,000 |
6,926 |
Xcel
Energy, Inc.
|
|
|
3.40%,
6/1/2030 |
30,000 |
26,603 |
4.60%,
6/1/2032 |
30,000 |
28,020 |
|
|
30,285,037 |
Electrical
Equipment — 0.0% ^ | ||
Eaton
Corp. 4.15%, 3/15/2033 |
321,000 |
302,195 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Electrical
Equipment — continued | ||
Emerson
Electric Co. 2.00%, 12/21/2028 |
45,000 |
39,100 |
Hubbell,
Inc. 2.30%, 3/15/2031 |
30,000 |
24,521 |
Legrand
France SA (France) 8.50%,
2/15/2025 |
300,000 |
312,466 |
Regal
Rexnord Corp. 6.05%,
2/15/2026 (g) |
123,000 |
122,279 |
|
|
800,561 |
Electronic
Equipment, Instruments & Components — 0.1% | ||
Allegion
US Holding Co., Inc. 5.41%,
7/1/2032 |
30,000 |
29,211 |
Amphenol
Corp.
|
|
|
2.05%,
3/1/2025 |
280,000 |
266,213 |
2.80%,
2/15/2030 |
165,000 |
143,719 |
2.20%,
9/15/2031 |
50,000 |
40,435 |
Arrow
Electronics, Inc. 2.95%, 2/15/2032 |
116,000 |
93,067 |
Avnet,
Inc. 5.50%, 6/1/2032 |
16,000 |
15,153 |
CDW
LLC
|
|
|
5.50%,
12/1/2024 |
50,000 |
49,688 |
2.67%,
12/1/2026 |
59,000 |
53,639 |
Corning,
Inc. 4.38%, 11/15/2057 |
233,000 |
188,280 |
Keysight
Technologies, Inc. 3.00%,
10/30/2029 |
30,000 |
26,272 |
TD
SYNNEX Corp. 2.65%, 8/9/2031 |
162,000 |
124,756 |
Teledyne
Technologies, Inc. 2.75%,
4/1/2031 |
299,000 |
249,275 |
Trimble,
Inc. 6.10%, 3/15/2033 |
1,112,000 |
1,123,731 |
Vontier
Corp. 1.80%, 4/1/2026 |
149,000 |
133,945 |
|
|
2,537,384 |
Energy
Equipment & Services — 0.0% ^ | ||
Halliburton
Co.
|
|
|
3.80%,
11/15/2025 |
30,000 |
29,238 |
4.85%,
11/15/2035 |
438,000 |
410,348 |
NOV,
Inc. 3.60%, 12/1/2029 |
220,000 |
197,124 |
|
|
636,710 |
Entertainment
— 0.3% | ||
Activision
Blizzard, Inc.
|
|
|
3.40%,
9/15/2026 |
30,000 |
28,665 |
3.40%,
6/15/2027 |
41,000 |
38,751 |
1.35%,
9/15/2030 |
198,000 |
158,105 |
2.50%,
9/15/2050 |
1,590,000 |
1,011,113 |
Electronic
Arts, Inc.
|
|
|
4.80%,
3/1/2026 (d) |
397,000 |
392,596 |
1.85%,
2/15/2031 |
185,000 |
147,942 |
56
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Entertainment
— continued | ||
Netflix,
Inc.
|
|
|
4.38%,
11/15/2026 |
30,000 |
29,170 |
4.88%,
4/15/2028 |
30,000 |
29,569 |
5.88%,
11/15/2028 |
30,000 |
30,849 |
Take-Two
Interactive Software, Inc. 3.70%,
4/14/2027 |
242,000 |
229,304 |
TWDC
Enterprises 18 Corp.
|
|
|
2.95%,
6/15/2027 |
10,000 |
9,378 |
3.00%,
7/30/2046 |
2,593,000 |
1,775,491 |
Walt
Disney Co. (The)
|
|
|
1.75%,
8/30/2024 |
69,000 |
66,494 |
1.75%,
1/13/2026 |
30,000 |
27,758 |
2.65%,
1/13/2031 |
210,000 |
179,810 |
2.75%,
9/1/2049 |
452,000 |
290,030 |
3.60%,
1/13/2051 |
1,114,000 |
835,728 |
Warnermedia
Holdings, Inc.
|
|
|
3.64%,
3/15/2025 |
30,000 |
29,027 |
3.76%,
3/15/2027 |
10,000 |
9,374 |
|
|
5,319,154 |
Financial
Services — 0.6% | ||
Berkshire
Hathaway, Inc. 4.50%,
2/11/2043 |
35,000 |
32,791 |
Citigroup
Global Markets Holdings,
Inc. 0.75%,
6/7/2024 |
728,000 |
700,145 |
Corebridge
Financial, Inc.
|
|
|
3.50%,
4/4/2025 |
50,000 |
48,094 |
3.65%,
4/5/2027 |
100,000 |
94,014 |
Equitable
Holdings, Inc.
|
|
|
7.00%,
4/1/2028 |
100,000 |
105,428 |
4.35%,
4/20/2028 |
513,000 |
485,513 |
Fidelity
National Information Services, Inc.
|
|
|
2.25%,
3/1/2031 |
30,000 |
24,179 |
3.10%,
3/1/2041 |
30,000 |
20,843 |
4.50%,
8/15/2046 |
165,000 |
131,182 |
Fiserv,
Inc.
|
|
|
3.85%,
6/1/2025 |
350,000 |
339,661 |
2.65%,
6/1/2030 |
30,000 |
25,246 |
5.60%,
3/2/2033 |
50,000 |
50,219 |
Global
Payments, Inc.
|
|
|
2.15%,
1/15/2027 |
10,000 |
8,918 |
2.90%,
5/15/2030 |
504,000 |
425,536 |
2.90%,
11/15/2031 |
12,000 |
9,817 |
Mastercard,
Inc.
|
|
|
3.30%,
3/26/2027 |
10,000 |
9,512 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Financial
Services — continued | ||
4.85%,
3/9/2033 |
50,000 |
50,234 |
National
Rural Utilities Cooperative Finance
Corp.
|
|
|
Series
D, 1.00%, 10/18/2024 |
723,000 |
686,349 |
4.80%,
3/15/2028 |
20,000 |
19,779 |
1.35%,
3/15/2031 |
30,000 |
22,671 |
PayPal
Holdings, Inc.
|
|
|
2.40%,
10/1/2024 |
267,000 |
258,212 |
1.65%,
6/1/2025 |
202,000 |
189,241 |
2.85%,
10/1/2029 |
30,000 |
26,485 |
5.25%,
6/1/2062 |
108,000 |
102,781 |
Private
Export Funding Corp.
|
|
|
Series
OO, 1.75%, 11/15/2024 |
100,000 |
95,645 |
Series
PP, 1.40%, 7/15/2028 |
543,000 |
468,195 |
Shell
International Finance BV
(Netherlands) |
|
|
2.00%,
11/7/2024 |
568,000 |
546,169 |
2.88%,
5/10/2026 |
180,000 |
170,696 |
2.50%,
9/12/2026 |
160,000 |
148,794 |
3.88%,
11/13/2028 |
30,000 |
28,770 |
2.38%,
11/7/2029 |
177,000 |
153,799 |
4.13%,
5/11/2035 |
42,000 |
38,311 |
6.38%,
12/15/2038 |
782,000 |
860,092 |
3.13%,
11/7/2049 |
403,000 |
280,327 |
3.00%,
11/26/2051 |
2,098,000 |
1,405,131 |
Visa,
Inc.
|
|
|
0.75%,
8/15/2027 |
1,478,000 |
1,277,892 |
2.75%,
9/15/2027 |
30,000 |
27,819 |
2.70%,
4/15/2040 |
100,000 |
74,577 |
2.00%,
8/15/2050 |
1,972,000 |
1,166,344 |
Voya
Financial, Inc.
|
|
|
3.65%,
6/15/2026 |
170,000 |
160,557 |
5.70%,
7/15/2043 |
77,000 |
71,123 |
Western
Union Co. (The) 2.85%,
1/10/2025 |
150,000 |
143,730 |
|
|
10,984,821 |
Food
Products — 0.4% | ||
Archer-Daniels-Midland
Co. 4.54%,
3/26/2042 |
205,000 |
184,185 |
Bunge
Ltd. Finance Corp.
|
|
|
3.75%,
9/25/2027 |
163,000 |
153,433 |
2.75%,
5/14/2031 |
50,000 |
41,830 |
Campbell
Soup Co. 4.80%, 3/15/2048 |
81,000 |
70,016 |
Conagra
Brands, Inc.
|
|
|
1.38%,
11/1/2027 |
499,000 |
423,820 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
57
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Food
Products — continued | ||
5.30%,
11/1/2038 |
302,000 |
278,770 |
Flowers
Foods, Inc. 2.40%, 3/15/2031 |
94,000 |
76,096 |
Hormel
Foods Corp. 1.70%, 6/3/2028 |
524,000 |
453,395 |
Ingredion,
Inc. 2.90%, 6/1/2030 |
30,000 |
25,698 |
J
M Smucker Co. (The) 3.38%,
12/15/2027 |
1,953,000 |
1,824,432 |
JBS
USA LUX SA
|
|
|
5.13%,
2/1/2028 |
150,000 |
145,799 |
3.00%,
2/2/2029 |
266,000 |
228,437 |
5.50%,
1/15/2030 |
1,030,000 |
995,573 |
3.75%,
12/1/2031 |
150,000 |
124,592 |
Kellogg
Co.
|
|
|
4.30%,
5/15/2028 |
510,000 |
490,315 |
5.25%,
3/1/2033 |
50,000 |
49,360 |
Kraft
Heinz Foods Co. 6.50%, 2/9/2040 |
488,000 |
515,908 |
McCormick
& Co., Inc.
|
|
|
0.90%,
2/15/2026 |
11,000 |
9,900 |
4.95%,
4/15/2033 |
30,000 |
29,010 |
Mondelez
International, Inc.
|
|
|
1.50%,
2/4/2031 |
210,000 |
162,806 |
3.00%,
3/17/2032 |
30,000 |
25,624 |
Pilgrim's
Pride Corp. 4.25%, 4/15/2031 |
10,000 |
8,657 |
Tyson
Foods, Inc.
|
|
|
3.55%,
6/2/2027 |
194,000 |
182,284 |
5.15%,
8/15/2044 |
211,000 |
187,861 |
Unilever
Capital Corp. (United Kingdom)
2.90%,
5/5/2027 |
2,189,000 |
2,043,131 |
|
|
8,730,932 |
Gas
Utilities — 0.1% | ||
Atmos
Energy Corp. 1.50%, 1/15/2031 |
477,000 |
372,075 |
CenterPoint
Energy Resources Corp.
|
|
|
5.40%,
3/1/2033 |
30,000 |
30,006 |
5.85%,
1/15/2041 |
65,000 |
64,911 |
National
Fuel Gas Co. 5.20%, 7/15/2025 |
488,000 |
479,764 |
Piedmont
Natural Gas Co., Inc. 5.40%,
6/15/2033 |
21,000 |
20,689 |
Southern
California Gas Co. Series VV,
4.30%,
1/15/2049 |
458,000 |
372,581 |
Washington
Gas Light Co. 3.65%,
9/15/2049 |
129,000 |
92,170 |
|
|
1,432,196 |
Ground
Transportation — 0.4% | ||
Burlington
Northern Santa Fe LLC
|
|
|
3.40%,
9/1/2024 |
447,000 |
437,653 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Ground
Transportation — continued | ||
3.55%,
2/15/2050 |
10,000 |
7,632 |
Canadian
National Railway Co. (Canada)
2.75%,
3/1/2026 |
255,000 |
241,020 |
Canadian
Pacific Railway Co. (Canada) |
|
|
1.35%,
12/2/2024 |
185,000 |
175,318 |
3.00%,
12/2/2041 |
315,000 |
261,232 |
4.30%,
5/15/2043 |
170,000 |
143,752 |
6.13%,
9/15/2115 |
123,000 |
127,497 |
CSX
Corp.
|
|
|
3.40%,
8/1/2024 |
210,000 |
205,747 |
4.10%,
11/15/2032 |
30,000 |
28,163 |
4.75%,
5/30/2042 |
686,000 |
620,721 |
4.30%,
3/1/2048 |
24,000 |
20,223 |
3.35%,
9/15/2049 |
37,000 |
26,242 |
2.50%,
5/15/2051 |
1,000,000 |
604,995 |
Norfolk
Southern Corp.
|
|
|
4.45%,
3/1/2033 |
50,000 |
47,393 |
4.45%,
6/15/2045 |
27,000 |
22,842 |
3.40%,
11/1/2049 |
228,000 |
161,353 |
2.90%,
8/25/2051 |
972,000 |
618,004 |
3.70%,
3/15/2053 |
514,000 |
382,058 |
3.16%,
5/15/2055 |
10,000 |
6,573 |
Ryder
System, Inc. 1.75%, 9/1/2026 |
220,000 |
198,099 |
Union
Pacific Corp.
|
|
|
3.70%,
3/1/2029 |
10,000 |
9,473 |
2.80%,
2/14/2032 |
78,000 |
66,600 |
3.38%,
2/1/2035 |
1,184,000 |
999,812 |
3.38%,
2/14/2042 |
1,237,000 |
965,466 |
2.95%,
3/10/2052 |
705,000 |
470,092 |
4.10%,
9/15/2067 |
727,000 |
576,080 |
|
|
7,424,040 |
Health
Care Equipment & Supplies — 0.3% | ||
Abbott
Laboratories
|
|
|
2.95%,
3/15/2025 |
122,000 |
118,099 |
6.15%,
11/30/2037 |
375,000 |
415,787 |
Baxter
International, Inc.
|
|
|
1.92%,
2/1/2027 |
99,000 |
88,064 |
2.27%,
12/1/2028 |
680,000 |
582,121 |
1.73%,
4/1/2031 |
485,000 |
373,677 |
2.54%,
2/1/2032 |
547,000 |
438,803 |
3.13%,
12/1/2051 |
1,646,000 |
1,046,797 |
Becton
Dickinson & Co.
|
|
|
2.82%,
5/20/2030 |
30,000 |
25,920 |
1.96%,
2/11/2031 |
645,000 |
518,650 |
58
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Health
Care Equipment & Supplies — continued | ||
4.30%,
8/22/2032 |
50,000 |
46,694 |
DENTSPLY
SIRONA, Inc. 3.25%, 6/1/2030 |
1,459,000 |
1,251,449 |
Koninklijke
Philips NV (Netherlands)
6.88%,
3/11/2038 |
79,000 |
85,440 |
Medtronic,
Inc. 4.00%, 4/1/2043 |
77,000 |
65,387 |
Smith
& Nephew plc (United Kingdom)
2.03%,
10/14/2030 |
30,000 |
23,734 |
Zimmer
Biomet Holdings, Inc.
|
|
|
2.60%,
11/24/2031 |
80,000 |
65,181 |
5.75%,
11/30/2039 |
82,000 |
78,936 |
|
|
5,224,739 |
Health
Care Providers & Services — 1.1% | ||
Advocate
Health & Hospitals Corp. Series
2020,
2.21%, 6/15/2030 |
52,000 |
43,105 |
Baptist
Healthcare System Obligated
Group Series
20B, 3.54%, 8/15/2050 |
54,000 |
38,565 |
Bon
Secours Mercy Health, Inc. Series 20-2,
3.21%,
6/1/2050 |
118,000 |
79,667 |
Cardinal
Health, Inc.
|
|
|
3.75%,
9/15/2025 |
150,000 |
144,839 |
4.60%,
3/15/2043 |
51,000 |
41,446 |
4.50%,
11/15/2044 |
119,000 |
95,224 |
4.37%,
6/15/2047 |
250,000 |
199,910 |
Cencora,
Inc.
|
|
|
3.25%,
3/1/2025 |
55,000 |
53,219 |
2.70%,
3/15/2031 |
233,000 |
195,848 |
Centene
Corp.
|
|
|
4.63%,
12/15/2029 |
10,000 |
9,195 |
3.38%,
2/15/2030 |
698,000 |
596,947 |
Cigna
Group (The)
|
|
|
3.25%,
4/15/2025 |
10,000 |
9,632 |
3.40%,
3/1/2027 |
10,000 |
9,396 |
5.40%,
3/15/2033 |
50,000 |
50,188 |
3.40%,
3/15/2051 |
720,000 |
502,271 |
Cleveland
Clinic Foundation (The) 4.86%,
1/1/2114 |
34,000 |
29,774 |
Cottage
Health Obligated Group Series
2020,
3.30%, 11/1/2049 |
61,000 |
43,237 |
CVS
Health Corp.
|
|
|
3.88%,
7/20/2025 |
1,335,000 |
1,294,913 |
5.00%,
2/20/2026 |
150,000 |
148,875 |
3.00%,
8/15/2026 |
180,000 |
168,532 |
3.63%,
4/1/2027 |
50,000 |
47,321 |
4.30%,
3/25/2028 |
1,000,000 |
961,083 |
3.25%,
8/15/2029 |
30,000 |
26,792 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Health
Care Providers & Services — continued | ||
1.75%,
8/21/2030 |
238,000 |
188,700 |
2.13%,
9/15/2031 |
214,000 |
168,730 |
4.78%,
3/25/2038 |
30,000 |
26,887 |
6.13%,
9/15/2039 |
500,000 |
505,384 |
4.13%,
4/1/2040 |
690,000 |
561,231 |
2.70%,
8/21/2040 |
500,000 |
334,490 |
5.05%,
3/25/2048 |
993,000 |
871,950 |
Elevance
Health, Inc.
|
|
|
1.50%,
3/15/2026 |
181,000 |
164,331 |
2.25%,
5/15/2030 |
190,000 |
158,638 |
5.50%,
10/15/2032 |
1,036,000 |
1,055,345 |
4.75%,
2/15/2033 |
150,000 |
145,172 |
4.63%,
5/15/2042 |
10,000 |
8,879 |
4.38%,
12/1/2047 |
100,000 |
84,350 |
3.70%,
9/15/2049 |
761,000 |
567,161 |
Fred
Hutchinson Cancer Center Series
2022,
4.97%, 1/1/2052 |
42,000 |
39,071 |
HCA,
Inc. 3.13%, 3/15/2027 |
2,590,000 |
2,380,067 |
Humana,
Inc.
|
|
|
3.85%,
10/1/2024 |
10,000 |
9,793 |
2.15%,
2/3/2032 |
37,000 |
28,997 |
5.88%,
3/1/2033 |
50,000 |
51,717 |
4.80%,
3/15/2047 |
190,000 |
167,881 |
Iowa
Health System Series 2020, 3.67%,
2/15/2050 |
194,000 |
141,155 |
Laboratory
Corp. of America Holdings
|
|
|
2.30%,
12/1/2024 |
25,000 |
23,905 |
3.60%,
2/1/2025 |
48,000 |
46,554 |
4.70%,
2/1/2045 |
202,000 |
172,936 |
Mass
General Brigham, Inc. Series 2020,
3.34%,
7/1/2060 |
227,000 |
155,577 |
McKesson
Corp. 5.10%, 7/15/2033 |
478,000 |
474,188 |
McLaren
Health Care Corp. Series A,
4.39%,
5/15/2048 |
51,000 |
42,597 |
Memorial
Sloan-Kettering Cancer
Center 5.00%,
7/1/2042 |
147,000 |
140,691 |
Mount
Nittany Medical Center Obligated
Group Series
2022, 3.80%,
11/15/2052 |
43,000 |
32,229 |
MyMichigan
Health Series 2020, 3.41%,
6/1/2050 |
273,000 |
188,161 |
New
York and Presbyterian Hospital
(The) Series
2019, 3.95%, 8/1/2119 |
268,000 |
188,761 |
Northwell
Healthcare, Inc. 4.26%,
11/1/2047 |
91,000 |
72,007 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
59
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Health
Care Providers & Services — continued | ||
OhioHealth
Corp. Series 2020, 3.04%,
11/15/2050 |
79,000 |
55,306 |
Quest
Diagnostics, Inc. 2.95%, 6/30/2030 |
30,000 |
25,995 |
Summa
Health 3.51%, 11/15/2051 |
318,000 |
216,379 |
Toledo
Hospital (The) 5.75%, 11/15/2038 |
81,000 |
78,345 |
Trinity
Health Corp. 4.13%, 12/1/2045 |
1,582,000 |
1,311,123 |
UMass
Memorial Health Care Obligated
Group 5.36%,
7/1/2052 |
811,000 |
758,697 |
UnitedHealth
Group, Inc.
|
|
|
2.38%,
8/15/2024 (d) |
590,000 |
573,607 |
3.45%,
1/15/2027 |
30,000 |
28,619 |
3.38%,
4/15/2027 |
20,000 |
18,955 |
4.25%,
1/15/2029 |
30,000 |
29,076 |
2.00%,
5/15/2030 |
90,000 |
75,083 |
4.50%,
4/15/2033 |
18,000 |
17,334 |
5.80%,
3/15/2036 |
147,000 |
155,614 |
2.90%,
5/15/2050 |
520,000 |
345,585 |
3.25%,
5/15/2051 |
1,923,000 |
1,363,710 |
3.13%,
5/15/2060 |
1,845,000 |
1,213,648 |
UPMC Series
D-1, 3.60%, 4/3/2025 |
2,335,000 |
2,251,254 |
|
|
22,505,844 |
Health
Care REITs — 0.1% | ||
Healthpeak
OP LLC
|
|
|
3.25%,
7/15/2026 |
150,000 |
141,867 |
2.88%,
1/15/2031 (d) |
514,000 |
430,352 |
6.75%,
2/1/2041 |
82,000 |
85,666 |
Omega
Healthcare Investors, Inc. 4.50%,
1/15/2025 |
400,000 |
390,022 |
Physicians
Realty LP 4.30%, 3/15/2027 |
202,000 |
193,296 |
Ventas
Realty LP
|
|
|
4.00%,
3/1/2028 |
317,000 |
294,614 |
5.70%,
9/30/2043 |
156,000 |
143,195 |
Welltower
OP LLC
|
|
|
4.00%,
6/1/2025 |
250,000 |
242,427 |
2.75%,
1/15/2031 |
50,000 |
41,256 |
4.95%,
9/1/2048 |
160,000 |
139,245 |
|
|
2,101,940 |
Hotels,
Restaurants & Leisure — 0.2% | ||
Booking
Holdings, Inc.
|
|
|
3.55%,
3/15/2028 |
307,000 |
289,679 |
4.63%,
4/13/2030 |
650,000 |
635,432 |
Darden
Restaurants, Inc. 3.85%,
5/1/2027 (d) |
22,000 |
20,870 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Hotels,
Restaurants & Leisure — continued | ||
Expedia
Group, Inc.
|
|
|
5.00%,
2/15/2026 |
517,000 |
510,652 |
3.25%,
2/15/2030 |
601,000 |
523,267 |
2.95%,
3/15/2031 |
30,000 |
25,089 |
Hyatt
Hotels Corp. 5.75%, 4/23/2030 (f) |
100,000 |
100,100 |
Marriott
International, Inc. Series GG,
3.50%,
10/15/2032 |
30,000 |
25,481 |
McDonald's
Corp.
|
|
|
1.45%,
9/1/2025 |
15,000 |
13,931 |
4.60%,
9/9/2032 |
30,000 |
29,291 |
4.70%,
12/9/2035 |
101,000 |
96,458 |
4.60%,
5/26/2045 |
656,000 |
580,257 |
Starbucks
Corp.
|
|
|
2.00%,
3/12/2027 |
274,000 |
247,225 |
3.00%,
2/14/2032 |
793,000 |
680,194 |
4.80%,
2/15/2033 |
50,000 |
48,802 |
|
|
3,826,728 |
Household
Durables — 0.1% | ||
DR
Horton, Inc. 2.50%, 10/15/2024 |
200,000 |
192,848 |
Leggett
& Platt, Inc. 4.40%, 3/15/2029 |
179,000 |
169,164 |
Lennar
Corp. 4.75%, 11/29/2027 |
150,000 |
145,368 |
NVR,
Inc. 3.00%, 5/15/2030 |
115,000 |
98,458 |
PulteGroup,
Inc.
|
|
|
7.88%,
6/15/2032 |
85,000 |
97,191 |
6.00%,
2/15/2035 |
30,000 |
30,153 |
Toll
Brothers Finance Corp. 4.88%,
11/15/2025 |
50,000 |
48,926 |
Whirlpool
Corp.
|
|
|
4.70%,
5/14/2032 |
100,000 |
94,556 |
5.50%,
3/1/2033 |
30,000 |
29,752 |
|
|
906,416 |
Household
Products — 0.1% | ||
Church
& Dwight Co., Inc.
|
|
|
5.60%,
11/15/2032 |
250,000 |
258,576 |
3.95%,
8/1/2047 |
104,000 |
84,356 |
Clorox
Co. (The) 4.40%, 5/1/2029 |
219,000 |
211,922 |
Colgate-Palmolive
Co.
|
|
|
3.25%,
8/15/2032 |
229,000 |
206,865 |
4.60%,
3/1/2033 |
80,000 |
80,026 |
Kimberly-Clark
Corp.
|
|
|
3.10%,
3/26/2030 |
40,000 |
36,086 |
6.63%,
8/1/2037 |
1,000,000 |
1,149,195 |
5.30%,
3/1/2041 |
181,000 |
183,257 |
60
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Household
Products — continued | ||
Procter
& Gamble Co. (The)
|
|
|
4.10%,
1/26/2026 |
150,000 |
147,950 |
3.00%,
3/25/2030 |
30,000 |
27,402 |
4.05%,
1/26/2033 |
533,000 |
517,986 |
|
|
2,903,621 |
Independent
Power and Renewable Electricity Producers — 0.0%
^ | ||
AES
Corp. (The)
|
|
|
1.38%,
1/15/2026 |
120,000 |
107,858 |
2.45%,
1/15/2031 |
30,000 |
23,828 |
Constellation
Energy Generation LLC
|
|
|
6.25%,
10/1/2039 |
10,000 |
10,127 |
5.75%,
10/1/2041 |
90,000 |
86,055 |
5.60%,
6/15/2042 |
106,000 |
100,139 |
Oglethorpe
Power Corp. 3.75%, 8/1/2050 |
163,000 |
115,906 |
|
|
443,913 |
Industrial
Conglomerates — 0.1% | ||
3M
Co.
|
|
|
2.88%,
10/15/2027 (d) |
150,000 |
138,132 |
3.63%,
9/14/2028 |
29,000 |
27,128 |
3.63%,
10/15/2047 |
306,000 |
228,587 |
3.25%,
8/26/2049 (d) |
495,000 |
342,582 |
GE
Capital Funding LLC 4.55%,
5/15/2032 (d) |
278,000 |
265,104 |
Honeywell
International, Inc.
|
|
|
2.70%,
8/15/2029 |
176,000 |
156,645 |
5.00%,
2/15/2033 |
426,000 |
429,303 |
4.50%,
1/15/2034 |
544,000 |
525,524 |
Pentair
Finance SARL 4.50%, 7/1/2029 |
30,000 |
28,042 |
|
|
2,141,047 |
Industrial
REITs — 0.0% ^ | ||
LXP
Industrial Trust 2.70%, 9/15/2030 |
10,000 |
7,912 |
Prologis
LP
|
|
|
4.88%,
6/15/2028 |
50,000 |
49,487 |
3.88%,
9/15/2028 |
130,000 |
122,857 |
1.75%,
7/1/2030 |
150,000 |
119,863 |
1.75%,
2/1/2031 |
542,000 |
427,626 |
5.13%,
1/15/2034 |
50,000 |
49,167 |
Rexford
Industrial Realty LP 2.13%,
12/1/2030 |
26,000 |
20,295 |
|
|
797,207 |
Insurance
— 0.7% | ||
Allstate
Corp. (The)
|
|
|
3.28%,
12/15/2026 |
637,000 |
602,017 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Insurance
— continued | ||
1.45%,
12/15/2030 |
329,000 |
252,062 |
4.50%,
6/15/2043 |
242,000 |
203,199 |
American
International Group, Inc.
|
|
|
3.88%,
1/15/2035 |
430,000 |
371,501 |
4.75%,
4/1/2048 |
149,000 |
131,084 |
Aon
Corp.
|
|
|
2.60%,
12/2/2031 |
50,000 |
41,024 |
3.90%,
2/28/2052 |
175,000 |
133,937 |
Aon
Global Ltd.
|
|
|
3.88%,
12/15/2025 |
62,000 |
59,999 |
4.75%,
5/15/2045 |
251,000 |
218,775 |
Arch
Capital Finance LLC 4.01%,
12/15/2026 |
30,000 |
28,622 |
Arch
Capital Group Ltd. 3.64%, 6/30/2050 |
167,000 |
120,404 |
Arthur
J Gallagher & Co. 2.40%,
11/9/2031 |
130,000 |
103,092 |
Berkshire
Hathaway Finance Corp. 2.50%,
1/15/2051 |
273,000 |
170,170 |
Brighthouse
Financial, Inc. 3.70%,
6/22/2027 |
25,000 |
23,108 |
Brown
& Brown, Inc. 4.50%, 3/15/2029 |
253,000 |
238,040 |
Chubb
INA Holdings, Inc.
|
|
|
3.35%,
5/3/2026 |
10,000 |
9,580 |
3.05%,
12/15/2061 |
269,000 |
174,288 |
CNA
Financial Corp.
|
|
|
3.90%,
5/1/2029 |
10,000 |
9,305 |
5.50%,
6/15/2033 |
126,000 |
123,085 |
Hanover
Insurance Group, Inc.
(The) 4.50%,
4/15/2026 |
432,000 |
419,379 |
Hartford
Financial Services Group, Inc.
(The) 2.80%,
8/19/2029 |
668,000 |
584,312 |
Lincoln
National Corp.
|
|
|
3.80%,
3/1/2028 (d) |
269,000 |
246,671 |
3.05%,
1/15/2030 (d) |
1,413,000 |
1,188,355 |
3.40%,
1/15/2031 (d) |
674,000 |
568,451 |
7.00%,
6/15/2040 |
152,000 |
159,577 |
Loews
Corp. 3.75%, 4/1/2026 |
414,000 |
398,695 |
Manulife
Financial Corp. (Canada) |
|
|
(USD
ICE Swap Rate 5 Year + 1.65%),
4.06%,
2/24/2032 (b) |
98,000 |
91,751 |
3.70%,
3/16/2032 |
233,000 |
208,984 |
Markel
Group, Inc.
|
|
|
3.35%,
9/17/2029 |
73,000 |
65,368 |
4.30%,
11/1/2047 |
157,000 |
121,161 |
Marsh
& McLennan Cos., Inc.
|
|
|
3.75%,
3/14/2026 |
72,000 |
69,564 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
61
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Insurance
— continued | ||
2.25%,
11/15/2030 |
1,794,000 |
1,480,948 |
MetLife,
Inc.
|
|
|
6.38%,
6/15/2034 |
750,000 |
805,502 |
5.70%,
6/15/2035 |
831,000 |
850,593 |
4.13%,
8/13/2042 |
60,000 |
49,723 |
4.88%,
11/13/2043 |
586,000 |
534,323 |
4.05%,
3/1/2045 |
222,000 |
181,479 |
Nationwide
Financial Services, Inc. 6.75%,
5/15/2037 |
260,000 |
249,524 |
Principal
Financial Group, Inc. 5.38%,
3/15/2033 |
50,000 |
49,501 |
Progressive
Corp. (The) 4.00%, 3/1/2029 |
44,000 |
42,301 |
Prudential
Financial, Inc.
|
|
|
(ICE
LIBOR USD 3 Month + 3.03%),
5.38%,
5/15/2045 (b) |
677,000 |
662,126 |
3.94%,
12/7/2049 |
731,000 |
561,450 |
3.70%,
3/13/2051 |
93,000 |
69,312 |
Reinsurance
Group of America, Inc. 3.90%,
5/15/2029 |
28,000 |
25,649 |
Selective
Insurance Group, Inc. 5.38%,
3/1/2049 |
34,000 |
30,554 |
Travelers
Cos., Inc. (The)
|
|
|
4.60%,
8/1/2043 |
127,000 |
114,141 |
3.05%,
6/8/2051 |
23,000 |
15,860 |
Willis
North America, Inc. 3.60%,
5/15/2024 |
100,000 |
98,207 |
|
|
12,956,753 |
Interactive
Media & Services — 0.2% | ||
Alphabet,
Inc.
|
|
|
0.45%,
8/15/2025 |
1,754,000 |
1,609,615 |
2.05%,
8/15/2050 |
742,000 |
443,971 |
Baidu,
Inc. (China) |
|
|
1.72%,
4/9/2026 |
946,000 |
857,060 |
2.38%,
10/9/2030 |
200,000 |
162,262 |
Meta
Platforms, Inc. 4.45%, 8/15/2052 |
307,000 |
260,232 |
|
|
3,333,140 |
IT
Services — 0.2% | ||
Amdocs
Ltd. 2.54%, 6/15/2030 |
203,000 |
166,721 |
Genpact
Luxembourg SARL 1.75%,
4/10/2026 |
380,000 |
343,476 |
International
Business Machines Corp.
|
|
|
4.50%,
2/6/2026 |
450,000 |
442,685 |
3.45%,
2/19/2026 |
150,000 |
143,790 |
4.40%,
7/27/2032 |
100,000 |
95,218 |
5.88%,
11/29/2032 |
1,233,000 |
1,307,978 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
IT
Services — continued | ||
4.75%,
2/6/2033 (d) |
150,000 |
146,316 |
4.00%,
6/20/2042 |
97,000 |
79,695 |
Kyndryl
Holdings, Inc. 2.05%, 10/15/2026 |
286,000 |
251,438 |
VeriSign,
Inc. 2.70%, 6/15/2031 |
164,000 |
134,334 |
|
|
3,111,651 |
Leisure
Products — 0.0% ^ | ||
Brunswick
Corp. 4.40%, 9/15/2032 |
30,000 |
25,752 |
Hasbro,
Inc. 3.90%, 11/19/2029 |
227,000 |
206,163 |
|
|
231,915 |
Life
Sciences Tools & Services — 0.1% | ||
Revvity,
Inc. 2.55%, 3/15/2031 |
15,000 |
12,264 |
Thermo
Fisher Scientific, Inc.
|
|
|
1.75%,
10/15/2028 |
2,962,000 |
2,549,937 |
2.00%,
10/15/2031 |
225,000 |
181,232 |
|
|
2,743,433 |
Machinery
— 0.2% | ||
CNH
Industrial Capital LLC 5.45%,
10/14/2025 |
150,000 |
149,510 |
Cummins,
Inc.
|
|
|
1.50%,
9/1/2030 |
76,000 |
61,084 |
2.60%,
9/1/2050 (d) |
1,155,000 |
714,705 |
Dover
Corp. 3.15%, 11/15/2025 |
645,000 |
613,933 |
Flowserve
Corp. 2.80%, 1/15/2032 |
50,000 |
39,672 |
IDEX
Corp. 3.00%, 5/1/2030 |
30,000 |
26,061 |
Illinois
Tool Works, Inc. 4.88%, 9/15/2041 |
128,000 |
124,118 |
Otis
Worldwide Corp. 2.29%, 4/5/2027 |
10,000 |
9,086 |
Parker-Hannifin
Corp. 4.25%, 9/15/2027 |
150,000 |
145,632 |
Snap-on,
Inc. 3.10%, 5/1/2050 |
256,000 |
180,748 |
Stanley
Black & Decker, Inc. 2.30%,
2/24/2025 |
1,434,000 |
1,364,910 |
Xylem,
Inc. 4.38%, 11/1/2046 |
66,000 |
53,497 |
|
|
3,482,956 |
Media
— 0.5% | ||
Charter
Communications Operating LLC
|
|
|
2.25%,
1/15/2029 |
330,000 |
273,782 |
6.83%,
10/23/2055 |
878,000 |
818,697 |
3.95%,
6/30/2062 |
1,095,000 |
659,190 |
Comcast
Corp.
|
|
|
3.38%,
8/15/2025 |
372,000 |
359,586 |
3.95%,
10/15/2025 |
30,000 |
29,217 |
3.15%,
3/1/2026 |
489,000 |
466,987 |
3.30%,
2/1/2027 |
306,000 |
289,298 |
3.30%,
4/1/2027 |
30,000 |
28,301 |
62
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Media
— continued | ||
4.40%,
8/15/2035 |
38,000 |
35,133 |
3.20%,
7/15/2036 |
445,000 |
359,597 |
3.25%,
11/1/2039 |
2,735,000 |
2,106,027 |
4.00%,
11/1/2049 |
491,000 |
391,019 |
2.80%,
1/15/2051 |
69,000 |
43,585 |
2.89%,
11/1/2051 |
250,000 |
159,750 |
Discovery
Communications LLC 4.90%,
3/11/2026 |
150,000 |
147,364 |
Fox
Corp. 4.71%, 1/25/2029 |
1,112,000 |
1,071,889 |
Interpublic
Group of Cos., Inc. (The) 2.40%,
3/1/2031 |
40,000 |
32,301 |
Omnicom
Group, Inc.
|
|
|
2.45%,
4/30/2030 |
30,000 |
24,866 |
2.60%,
8/1/2031 |
435,000 |
355,879 |
Paramount
Global
|
|
|
3.70%,
6/1/2028 |
30,000 |
26,858 |
4.20%,
5/19/2032 (d) |
2,074,000 |
1,725,320 |
4.38%,
3/15/2043 |
541,000 |
372,663 |
Time
Warner Cable LLC
|
|
|
6.55%,
5/1/2037 |
22,000 |
20,877 |
5.50%,
9/1/2041 |
92,000 |
75,441 |
|
|
9,873,627 |
Metals
& Mining — 0.3% | ||
ArcelorMittal
SA (Luxembourg) |
|
|
6.55%,
11/29/2027 |
150,000 |
153,627 |
4.25%,
7/16/2029 |
20,000 |
18,941 |
Barrick
Gold Corp. (Canada) 6.45%,
10/15/2035 |
63,000 |
65,941 |
BHP
Billiton Finance USA Ltd. (Australia)
4.75%,
2/28/2028 |
150,000 |
148,601 |
Freeport-McMoRan,
Inc.
|
|
|
4.38%,
8/1/2028 |
763,000 |
708,758 |
5.45%,
3/15/2043 |
798,000 |
715,120 |
Newmont
Corp.
|
|
|
2.25%,
10/1/2030 |
252,000 |
204,736 |
4.88%,
3/15/2042 |
2,000,000 |
1,797,820 |
5.45%,
6/9/2044 |
176,000 |
167,395 |
Rio
Tinto Finance USA plc (Australia) |
|
|
5.00%,
3/9/2033 |
50,000 |
49,670 |
4.75%,
3/22/2042 |
274,000 |
253,842 |
Southern
Copper Corp. (Mexico) |
|
|
7.50%,
7/27/2035 |
423,000 |
479,856 |
6.75%,
4/16/2040 |
229,000 |
248,582 |
Steel
Dynamics, Inc. 3.25%, 10/15/2050 |
39,000 |
25,196 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Metals
& Mining — continued | ||
Teck
Resources Ltd. (Canada) 5.40%,
2/1/2043 |
10,000 |
8,767 |
Vale
Overseas Ltd. (Brazil) |
|
|
3.75%,
7/8/2030 |
100,000 |
87,631 |
6.88%,
11/21/2036 |
10,000 |
10,394 |
Yamana
Gold, Inc. (Canada) 2.63%,
8/15/2031 |
1,899,000 |
1,497,318 |
|
|
6,642,195 |
Multi-Utilities
— 0.5% | ||
Ameren
Corp. 1.75%, 3/15/2028 |
3,719,000 |
3,194,632 |
Avista
Corp. 4.00%, 4/1/2052 |
172,000 |
131,338 |
Berkshire
Hathaway Energy Co.
|
|
|
1.65%,
5/15/2031 (d) |
348,000 |
269,073 |
2.85%,
5/15/2051 |
517,000 |
320,316 |
Black
Hills Corp.
|
|
|
3.95%,
1/15/2026 |
100,000 |
95,824 |
5.95%,
3/15/2028 |
996,000 |
1,010,599 |
2.50%,
6/15/2030 |
30,000 |
24,596 |
CenterPoint
Energy, Inc. 2.95%, 3/1/2030 |
30,000 |
25,813 |
Consolidated
Edison Co. of New York, Inc.
|
|
|
2.40%,
6/15/2031 |
65,000 |
53,903 |
Series
12-A, 4.20%, 3/15/2042 |
23,000 |
19,153 |
3.70%,
11/15/2059 |
1,861,000 |
1,314,977 |
Consumers
Energy Co.
|
|
|
3.95%,
5/15/2043 |
406,000 |
330,357 |
3.25%,
8/15/2046 |
160,000 |
114,922 |
3.10%,
8/15/2050 |
10,000 |
6,855 |
Dominion
Energy, Inc.
|
|
|
Series
D, 2.85%, 8/15/2026 |
150,000 |
139,488 |
Series
C, 3.38%, 4/1/2030 |
30,000 |
26,469 |
Series
A, 4.35%, 8/15/2032 |
150,000 |
138,623 |
Series
C, 4.05%, 9/15/2042 |
40,000 |
30,917 |
4.70%,
12/1/2044 |
249,000 |
209,163 |
DTE
Energy Co. 2.95%, 3/1/2030 |
538,000 |
462,496 |
NiSource,
Inc.
|
|
|
0.95%,
8/15/2025 |
10,000 |
9,164 |
3.49%,
5/15/2027 |
10,000 |
9,384 |
2.95%,
9/1/2029 |
30,000 |
26,399 |
5.40%,
6/30/2033 |
30,000 |
29,720 |
5.25%,
2/15/2043 |
283,000 |
262,872 |
NorthWestern
Corp. 4.18%, 11/15/2044 |
54,000 |
43,121 |
PG&E
Energy Recovery Funding LLC Series
A-1,
1.46%, 7/15/2031 |
414,449 |
358,795 |
Public
Service Enterprise Group,
Inc. 1.60%,
8/15/2030 |
84,000 |
66,059 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
63
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Multi-Utilities
— continued | ||
Puget
Sound Energy, Inc.
|
|
|
5.80%,
3/15/2040 |
80,000 |
79,220 |
3.25%,
9/15/2049 |
232,000 |
158,348 |
San
Diego Gas & Electric Co. Series XXX,
3.00%,
3/15/2032 |
50,000 |
42,519 |
Sempra
|
|
|
5.50%,
8/1/2033 |
30,000 |
29,753 |
(US
Treasury Yield Curve Rate T
Note
Constant Maturity 5 Year +
2.87%),
4.13%, 4/1/2052 (b) |
9,000 |
7,287 |
Southern
Co. Gas Capital Corp.
|
|
|
5.15%,
9/15/2032 |
850,000 |
829,719 |
4.40%,
5/30/2047 |
100,000 |
80,580 |
|
|
9,952,454 |
Office
REITs — 0.2% | ||
Alexandria
Real Estate Equities, Inc.
|
|
|
3.95%,
1/15/2028 |
50,000 |
46,928 |
2.00%,
5/18/2032 |
229,000 |
173,464 |
3.55%,
3/15/2052 |
11,000 |
7,508 |
Boston
Properties LP
|
|
|
3.20%,
1/15/2025 |
10,000 |
9,592 |
3.65%,
2/1/2026 |
150,000 |
141,332 |
2.75%,
10/1/2026 |
65,000 |
58,639 |
3.25%,
1/30/2031 |
660,000 |
537,368 |
2.55%,
4/1/2032 |
708,000 |
530,330 |
2.45%,
10/1/2033 |
532,000 |
376,837 |
Highwoods
Realty LP 4.13%, 3/15/2028 |
158,000 |
142,059 |
Hudson
Pacific Properties LP
|
|
|
5.95%,
2/15/2028 |
91,000 |
76,895 |
3.25%,
1/15/2030 |
814,000 |
552,746 |
Kilroy
Realty LP
|
|
|
4.75%,
12/15/2028 |
50,000 |
45,028 |
2.65%,
11/15/2033 |
1,723,000 |
1,196,468 |
|
|
3,895,194 |
Oil,
Gas & Consumable Fuels — 1.7% | ||
Boardwalk
Pipelines LP 4.80%, 5/3/2029 |
183,000 |
174,138 |
BP
Capital Markets America, Inc.
|
|
|
3.80%,
9/21/2025 |
30,000 |
29,205 |
1.75%,
8/10/2030 |
150,000 |
121,652 |
2.72%,
1/12/2032 |
230,000 |
192,518 |
3.06%,
6/17/2041 |
25,000 |
18,301 |
3.00%,
2/24/2050 |
923,000 |
614,535 |
2.94%,
6/4/2051 |
198,000 |
129,430 |
3.00%,
3/17/2052 |
185,000 |
121,458 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Oil,
Gas & Consumable Fuels — continued | ||
BP
Capital Markets plc (United Kingdom)
3.28%,
9/19/2027 |
30,000 |
28,249 |
Canadian
Natural Resources Ltd. (Canada) |
|
|
2.05%,
7/15/2025 |
2,136,000 |
2,001,278 |
3.85%,
6/1/2027 |
30,000 |
28,389 |
2.95%,
7/15/2030 |
30,000 |
25,602 |
Cenovus
Energy, Inc. (Canada) |
|
|
2.65%,
1/15/2032 |
25,000 |
20,108 |
5.40%,
6/15/2047 |
183,000 |
164,442 |
Cheniere
Energy, Inc. 4.63%, 10/15/2028 |
391,000 |
368,199 |
Chevron
Corp.
|
|
|
1.55%,
5/11/2025 |
74,000 |
69,620 |
2.00%,
5/11/2027 |
10,000 |
9,064 |
Chevron
USA, Inc. 0.69%, 8/12/2025 |
1,996,000 |
1,836,041 |
CNOOC
Finance 2014 ULC (China) 4.25%,
4/30/2024 |
250,000 |
247,464 |
CNOOC
Finance 2015 USA LLC (China)
3.50%,
5/5/2025 (d) |
401,000 |
388,098 |
CNOOC
Petroleum North America
ULC (China)
5.88%, 3/10/2035 |
275,000 |
283,942 |
Continental
Resources, Inc. 4.38%,
1/15/2028 |
229,000 |
215,503 |
Devon
Energy Corp.
|
|
|
4.50%,
1/15/2030 |
1,048,000 |
979,881 |
7.95%,
4/15/2032 |
30,000 |
34,041 |
Diamondback
Energy, Inc.
|
|
|
3.13%,
3/24/2031 |
50,000 |
42,965 |
4.40%,
3/24/2051 |
53,000 |
41,166 |
6.25%,
3/15/2053 |
10,000 |
9,967 |
Enbridge,
Inc. (Canada) |
|
|
2.50%,
2/14/2025 |
50,000 |
47,767 |
2.50%,
8/1/2033 |
1,389,000 |
1,077,234 |
3.40%,
8/1/2051 |
10,000 |
6,717 |
Energy
Transfer LP
|
|
|
4.75%,
1/15/2026 |
30,000 |
29,382 |
5.50%,
6/1/2027 |
150,000 |
149,146 |
4.95%,
6/15/2028 |
30,000 |
29,050 |
5.25%,
4/15/2029 |
1,000,000 |
976,561 |
5.75%,
2/15/2033 |
30,000 |
29,794 |
5.35%,
5/15/2045 |
851,000 |
727,162 |
6.25%,
4/15/2049 |
321,000 |
306,830 |
5.00%,
5/15/2050 |
299,000 |
246,046 |
Enterprise
Products Operating LLC
|
|
|
4.45%,
2/15/2043 |
1,238,000 |
1,051,975 |
64
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Oil,
Gas & Consumable Fuels — continued | ||
(3-MONTH
CME TERM SOFR + 2.83%),
5.38%,
2/15/2078 (b) |
398,000 |
330,765 |
EOG
Resources, Inc.
|
|
|
3.15%,
4/1/2025 |
1,115,000 |
1,078,465 |
4.15%,
1/15/2026 |
1,268,000 |
1,241,405 |
3.90%,
4/1/2035 |
30,000 |
26,508 |
Equinor
ASA (Norway) 2.88%, 4/6/2025 |
897,000 |
865,330 |
Exxon
Mobil Corp.
|
|
|
2.99%,
3/19/2025 |
297,000 |
287,562 |
3.29%,
3/19/2027 |
30,000 |
28,609 |
3.48%,
3/19/2030 |
1,000,000 |
925,141 |
4.11%,
3/1/2046 |
483,000 |
410,098 |
3.45%,
4/15/2051 |
230,000 |
171,065 |
Hess
Corp. 7.30%, 8/15/2031 |
287,000 |
312,927 |
Kinder
Morgan Energy Partners LP
|
|
|
6.50%,
2/1/2037 |
105,000 |
104,904 |
6.95%,
1/15/2038 |
98,000 |
104,867 |
6.38%,
3/1/2041 |
250,000 |
247,268 |
Kinder
Morgan, Inc.
|
|
|
2.00%,
2/15/2031 |
326,000 |
256,215 |
4.80%,
2/1/2033 |
2,001,000 |
1,865,056 |
5.55%,
6/1/2045 |
217,000 |
196,303 |
5.20%,
3/1/2048 |
842,000 |
725,342 |
Marathon
Oil Corp.
|
|
|
4.40%,
7/15/2027 |
195,000 |
185,923 |
6.80%,
3/15/2032 |
98,000 |
102,158 |
Marathon
Petroleum Corp.
|
|
|
5.13%,
12/15/2026 |
83,000 |
82,614 |
6.50%,
3/1/2041 |
170,000 |
173,613 |
MPLX
LP
|
|
|
4.88%,
12/1/2024 |
185,000 |
182,639 |
5.20%,
3/1/2047 |
490,000 |
422,272 |
4.70%,
4/15/2048 |
165,000 |
132,486 |
Occidental
Petroleum Corp.
|
|
|
5.50%,
12/1/2025 |
30,000 |
29,721 |
5.55%,
3/15/2026 |
30,000 |
29,739 |
8.50%,
7/15/2027 |
559,000 |
604,286 |
ONEOK,
Inc.
|
|
|
4.55%,
7/15/2028 |
560,000 |
533,981 |
3.10%,
3/15/2030 |
27,000 |
23,177 |
4.45%,
9/1/2049 |
100,000 |
74,990 |
Ovintiv,
Inc.
|
|
|
5.65%,
5/15/2028 |
497,000 |
493,924 |
6.25%,
7/15/2033 |
28,000 |
27,940 |
Phillips
66 2.15%, 12/15/2030 |
250,000 |
202,530 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Oil,
Gas & Consumable Fuels — continued | ||
Phillips
66 Co. 3.75%, 3/1/2028 |
1,141,000 |
1,074,001 |
Pioneer
Natural Resources Co. 1.13%,
1/15/2026 |
814,000 |
737,630 |
Plains
All American Pipeline LP
|
|
|
3.55%,
12/15/2029 |
30,000 |
26,407 |
6.65%,
1/15/2037 |
36,000 |
36,536 |
Sabine
Pass Liquefaction LLC
|
|
|
5.88%,
6/30/2026 |
150,000 |
150,688 |
4.20%,
3/15/2028 |
150,000 |
142,142 |
Targa
Resources Partners LP
|
|
|
6.50%,
7/15/2027 |
450,000 |
452,456 |
4.00%,
1/15/2032 |
50,000 |
43,328 |
TC
PipeLines LP
|
|
|
4.38%,
3/13/2025 |
400,000 |
389,953 |
3.90%,
5/25/2027 |
79,000 |
74,593 |
Tosco
Corp. 8.13%, 2/15/2030 |
343,000 |
395,678 |
TotalEnergies
Capital International SA
(France) |
|
|
2.43%,
1/10/2025 |
27,000 |
25,970 |
3.39%,
6/29/2060 |
180,000 |
124,468 |
TransCanada
PipeLines Ltd. (Canada) |
|
|
2.50%,
10/12/2031 |
225,000 |
179,264 |
4.75%,
5/15/2038 |
726,000 |
635,040 |
5.00%,
10/16/2043 |
20,000 |
17,322 |
Transcontinental
Gas Pipe Line Co.
LLC 4.45%,
8/1/2042 |
272,000 |
226,413 |
Valero
Energy Corp.
|
|
|
3.40%,
9/15/2026 |
648,000 |
612,685 |
2.80%,
12/1/2031 |
220,000 |
180,519 |
3.65%,
12/1/2051 |
504,000 |
343,782 |
Western
Midstream Operating LP
|
|
|
4.75%,
8/15/2028 |
30,000 |
28,410 |
5.30%,
3/1/2048 |
624,000 |
510,723 |
Williams
Cos., Inc. (The)
|
|
|
3.75%,
6/15/2027 |
1,037,000 |
976,392 |
8.75%,
3/15/2032 (f) |
30,000 |
35,122 |
5.65%,
3/15/2033 |
75,000 |
75,277 |
5.40%,
3/4/2044 |
10,000 |
9,017 |
4.90%,
1/15/2045 |
143,000 |
121,819 |
3.50%,
10/15/2051 |
281,000 |
188,579 |
|
|
33,166,957 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
65
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Paper
& Forest Products — 0.0% ^ | ||
Fibria
Overseas Finance Ltd. (Brazil)
5.50%,
1/17/2027 |
200,000 |
199,777 |
Suzano
Austria GmbH (Brazil) 6.00%,
1/15/2029 |
364,000 |
361,434 |
|
|
561,211 |
Passenger
Airlines — 0.0% ^ | ||
Southwest
Airlines Co.
|
|
|
5.13%,
6/15/2027 |
150,000 |
148,122 |
2.63%,
2/10/2030 |
30,000 |
25,324 |
|
|
173,446 |
Personal
Care Products — 0.1% | ||
Estee
Lauder Cos., Inc. (The)
|
|
|
4.38%,
5/15/2028 |
300,000 |
292,748 |
2.38%,
12/1/2029 |
30,000 |
25,693 |
4.38%,
6/15/2045 |
64,000 |
54,898 |
Kenvue,
Inc.
|
|
|
5.35%,
3/22/2026 (g) |
300,000 |
301,492 |
5.05%,
3/22/2028 (g) |
300,000 |
300,751 |
5.00%,
3/22/2030 (g) |
330,000 |
330,124 |
4.90%,
3/22/2033 (g) |
330,000 |
328,068 |
|
|
1,633,774 |
Pharmaceuticals
— 0.8% | ||
Astrazeneca
Finance LLC (United Kingdom) |
|
|
1.75%,
5/28/2028 |
3,642,000 |
3,158,182 |
4.90%,
3/3/2030 |
30,000 |
29,835 |
AstraZeneca
plc (United Kingdom) 3.38%,
11/16/2025 |
199,000 |
191,184 |
Bristol-Myers
Squibb Co.
|
|
|
1.13%,
11/13/2027 |
168,000 |
145,814 |
3.40%,
7/26/2029 |
30,000 |
27,769 |
1.45%,
11/13/2030 |
35,000 |
27,756 |
2.35%,
11/13/2040 |
100,000 |
67,441 |
3.25%,
8/1/2042 |
10,000 |
7,461 |
4.63%,
5/15/2044 |
27,000 |
24,452 |
4.25%,
10/26/2049 |
820,000 |
692,086 |
3.90%,
3/15/2062 |
300,000 |
227,345 |
Eli
Lilly & Co.
|
|
|
4.70%,
2/27/2033 |
150,000 |
149,650 |
2.25%,
5/15/2050 |
2,409,000 |
1,483,736 |
2.50%,
9/15/2060 |
336,000 |
199,892 |
Johnson
& Johnson
|
|
|
0.55%,
9/1/2025 |
2,426,000 |
2,222,193 |
2.95%,
3/3/2027 |
92,000 |
87,091 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Pharmaceuticals
— continued | ||
0.95%,
9/1/2027 |
149,000 |
129,878 |
3.40%,
1/15/2038 |
267,000 |
226,524 |
2.10%,
9/1/2040 |
160,000 |
109,404 |
3.70%,
3/1/2046 |
302,000 |
250,773 |
Merck
& Co., Inc.
|
|
|
1.70%,
6/10/2027 |
613,000 |
549,535 |
3.40%,
3/7/2029 |
785,000 |
730,721 |
3.60%,
9/15/2042 |
10,000 |
8,165 |
Pfizer
Investment Enterprises Pte.
Ltd. 4.75%,
5/19/2033 |
30,000 |
29,519 |
Pfizer,
Inc.
|
|
|
3.00%,
12/15/2026 |
10,000 |
9,469 |
3.60%,
9/15/2028 (d) |
835,000 |
795,040 |
3.45%,
3/15/2029 |
220,000 |
206,245 |
1.75%,
8/18/2031 |
325,000 |
261,419 |
4.00%,
12/15/2036 |
318,000 |
288,411 |
Royalty
Pharma plc
|
|
|
1.75%,
9/2/2027 |
989,000 |
853,289 |
3.30%,
9/2/2040 |
80,000 |
55,017 |
3.55%,
9/2/2050 |
47,000 |
30,650 |
Takeda
Pharmaceutical Co. Ltd. (Japan) |
|
|
2.05%,
3/31/2030 |
894,000 |
735,116 |
3.03%,
7/9/2040 |
500,000 |
362,583 |
Utah
Acquisition Sub, Inc. 5.25%,
6/15/2046 |
120,000 |
94,938 |
Viatris,
Inc.
|
|
|
2.30%,
6/22/2027 |
450,000 |
393,535 |
3.85%,
6/22/2040 |
1,108,000 |
774,987 |
4.00%,
6/22/2050 |
795,000 |
526,141 |
Wyeth
LLC 5.95%, 4/1/2037 |
557,000 |
596,066 |
Zoetis,
Inc. 2.00%, 5/15/2030 |
30,000 |
24,704 |
|
|
16,784,016 |
Professional
Services — 0.1% | ||
Automatic
Data Processing, Inc. 1.25%,
9/1/2030 |
15,000 |
11,951 |
Broadridge
Financial Solutions, Inc. 2.90%,
12/1/2029 |
30,000 |
25,861 |
Equifax,
Inc. 2.35%, 9/15/2031 |
390,000 |
305,928 |
Thomson
Reuters Corp. (Canada) 3.35%,
5/15/2026 |
606,000 |
575,669 |
Verisk
Analytics, Inc. 5.75%, 4/1/2033 |
30,000 |
30,591 |
|
|
950,000 |
Real
Estate Management & Development — 0.0% ^ | ||
CBRE
Services, Inc. 2.50%, 4/1/2031 |
22,000 |
17,647 |
66
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Residential
REITs — 0.1% | ||
American
Homes 4 Rent LP 4.90%,
2/15/2029 |
224,000 |
215,375 |
AvalonBay
Communities, Inc.
|
|
|
3.50%,
11/15/2024 |
178,000 |
173,938 |
2.30%,
3/1/2030 |
516,000 |
431,190 |
2.45%,
1/15/2031 |
32,000 |
26,597 |
Camden
Property Trust 4.10%,
10/15/2028 |
245,000 |
233,206 |
ERP
Operating LP 4.15%, 12/1/2028 |
427,000 |
406,611 |
Essex
Portfolio LP
|
|
|
1.70%,
3/1/2028 |
16,000 |
13,574 |
4.50%,
3/15/2048 |
109,000 |
85,293 |
Spirit
Realty LP 3.20%, 1/15/2027 |
276,000 |
251,342 |
Sun
Communities Operating LP
|
|
|
2.70%,
7/15/2031 |
90,000 |
71,464 |
4.20%,
4/15/2032 |
130,000 |
114,283 |
UDR,
Inc. 3.00%, 8/15/2031 |
222,000 |
186,254 |
|
|
2,209,127 |
Retail
REITs — 0.0% ^ | ||
Kimco
Realty OP LLC 4.60%, 2/1/2033 |
288,000 |
264,345 |
Realty
Income Corp. 0.75%, 3/15/2026 |
11,000 |
9,771 |
|
|
274,116 |
Semiconductors
& Semiconductor Equipment — 0.5% | ||
Analog
Devices, Inc.
|
|
|
2.10%,
10/1/2031 |
150,000 |
122,511 |
2.80%,
10/1/2041 |
95,000 |
67,396 |
2.95%,
10/1/2051 |
189,000 |
126,728 |
Applied
Materials, Inc. 2.75%, 6/1/2050 |
243,000 |
165,398 |
Broadcom,
Inc.
|
|
|
4.11%,
9/15/2028 |
46,000 |
43,270 |
4.30%,
11/15/2032 |
47,000 |
42,471 |
3.14%,
11/15/2035 (g) |
200,000 |
152,465 |
3.19%,
11/15/2036 (g) |
10,000 |
7,516 |
4.93%,
5/15/2037 (g) |
1,104,000 |
993,067 |
3.50%,
2/15/2041 (g) |
350,000 |
256,171 |
Intel
Corp.
|
|
|
3.15%,
5/11/2027 |
30,000 |
28,087 |
2.45%,
11/15/2029 |
30,000 |
26,035 |
4.15%,
8/5/2032 |
150,000 |
141,091 |
2.80%,
8/12/2041 |
1,570,000 |
1,088,219 |
4.25%,
12/15/2042 |
2,000,000 |
1,687,629 |
3.73%,
12/8/2047 |
20,000 |
15,127 |
5.70%,
2/10/2053 |
255,000 |
252,395 |
KLA
Corp. 3.30%, 3/1/2050 |
289,000 |
207,516 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Semiconductors
& Semiconductor Equipment — continued | ||
Lam
Research Corp.
|
|
|
3.75%,
3/15/2026 |
30,000 |
29,084 |
2.88%,
6/15/2050 |
20,000 |
13,362 |
Marvell
Technology, Inc. 2.45%,
4/15/2028 |
150,000 |
131,768 |
Micron
Technology, Inc.
|
|
|
4.98%,
2/6/2026 |
507,000 |
499,512 |
3.48%,
11/1/2051 |
100,000 |
64,720 |
NXP
BV (China) |
|
|
4.30%,
6/18/2029 |
30,000 |
28,105 |
2.65%,
2/15/2032 |
125,000 |
100,054 |
3.25%,
5/11/2041 |
1,261,000 |
896,873 |
QUALCOMM,
Inc.
|
|
|
5.40%,
5/20/2033 (d) |
30,000 |
31,043 |
4.50%,
5/20/2052 |
10,000 |
8,712 |
Skyworks
Solutions, Inc. 1.80%, 6/1/2026 |
13,000 |
11,655 |
Texas
Instruments, Inc.
|
|
|
2.90%,
11/3/2027 |
1,758,000 |
1,634,989 |
2.70%,
9/15/2051 |
30,000 |
19,795 |
TSMC
Arizona Corp. (Taiwan) 1.75%,
10/25/2026 |
1,030,000 |
926,659 |
|
|
9,819,423 |
Software
— 0.5% | ||
Adobe,
Inc. 2.15%, 2/1/2027 |
30,000 |
27,541 |
Microsoft
Corp.
|
|
|
3.30%,
2/6/2027 |
150,000 |
144,120 |
3.50%,
2/12/2035 |
146,000 |
132,681 |
4.20%,
11/3/2035 |
182,000 |
175,739 |
2.53%,
6/1/2050 |
520,000 |
343,692 |
4.00%,
2/12/2055 |
1,111,000 |
970,918 |
Oracle
Corp.
|
|
|
2.50%,
4/1/2025 |
700,000 |
666,648 |
2.95%,
5/15/2025 |
951,000 |
910,460 |
2.80%,
4/1/2027 |
30,000 |
27,550 |
3.25%,
11/15/2027 |
688,000 |
637,422 |
3.65%,
3/25/2041 |
30,000 |
22,625 |
4.00%,
7/15/2046 |
200,000 |
149,963 |
3.60%,
4/1/2050 |
1,222,000 |
841,291 |
3.95%,
3/25/2051 |
2,119,000 |
1,545,269 |
5.55%,
2/6/2053 |
10,000 |
9,294 |
3.85%,
4/1/2060 |
10,000 |
6,777 |
4.10%,
3/25/2061 |
298,000 |
211,671 |
Roper
Technologies, Inc.
|
|
|
1.00%,
9/15/2025 |
200,000 |
183,138 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
67
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Software
— continued | ||
1.40%,
9/15/2027 |
30,000 |
25,982 |
2.95%,
9/15/2029 |
30,000 |
26,505 |
1.75%,
2/15/2031 |
79,000 |
61,958 |
Salesforce,
Inc.
|
|
|
1.50%,
7/15/2028 |
30,000 |
25,803 |
1.95%,
7/15/2031 |
3,211,000 |
2,611,690 |
VMware,
Inc.
|
|
|
3.90%,
8/21/2027 |
190,000 |
178,818 |
1.80%,
8/15/2028 |
100,000 |
83,808 |
2.20%,
8/15/2031 |
156,000 |
121,398 |
Workday,
Inc. 3.70%, 4/1/2029 |
250,000 |
230,931 |
|
|
10,373,692 |
Specialized
REITs — 0.2% | ||
American
Tower Corp.
|
|
|
3.38%,
10/15/2026 |
30,000 |
28,117 |
2.75%,
1/15/2027 |
130,000 |
118,794 |
3.65%,
3/15/2027 |
30,000 |
28,157 |
3.55%,
7/15/2027 |
18,000 |
16,687 |
3.60%,
1/15/2028 |
30,000 |
27,673 |
5.50%,
3/15/2028 |
30,000 |
29,862 |
5.25%,
7/15/2028 |
30,000 |
29,534 |
Crown
Castle, Inc.
|
|
|
3.65%,
9/1/2027 |
150,000 |
139,758 |
3.80%,
2/15/2028 |
20,000 |
18,609 |
4.80%,
9/1/2028 |
30,000 |
29,126 |
4.30%,
2/15/2029 |
56,000 |
52,628 |
3.10%,
11/15/2029 |
920,000 |
800,501 |
2.25%,
1/15/2031 |
185,000 |
148,405 |
2.10%,
4/1/2031 |
350,000 |
275,713 |
2.90%,
4/1/2041 |
430,000 |
289,645 |
3.25%,
1/15/2051 |
1,000,000 |
650,103 |
Equinix,
Inc.
|
|
|
2.63%,
11/18/2024 |
392,000 |
377,836 |
2.50%,
5/15/2031 |
566,000 |
459,049 |
3.90%,
4/15/2032 |
125,000 |
111,224 |
3.00%,
7/15/2050 |
42,000 |
26,368 |
Extra
Space Storage LP
|
|
|
2.20%,
10/15/2030 |
139,000 |
110,885 |
2.35%,
3/15/2032 |
10,000 |
7,771 |
Public
Storage Operating Co. 1.50%,
11/9/2026 |
200,000 |
179,976 |
|
|
3,956,421 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Specialty
Retail — 0.3% | ||
AutoNation,
Inc.
|
|
|
1.95%,
8/1/2028 |
225,000 |
186,368 |
4.75%,
6/1/2030 |
30,000 |
27,914 |
3.85%,
3/1/2032 |
150,000 |
126,866 |
AutoZone,
Inc.
|
|
|
4.00%,
4/15/2030 |
275,000 |
254,556 |
5.20%,
8/1/2033 |
30,000 |
29,307 |
Best
Buy Co., Inc. 1.95%, 10/1/2030 |
30,000 |
24,038 |
Dick's
Sporting Goods, Inc. 4.10%,
1/15/2052 |
403,000 |
261,477 |
Home
Depot, Inc. (The)
|
|
|
2.13%,
9/15/2026 |
500,000 |
461,105 |
2.80%,
9/14/2027 |
1,000,000 |
928,589 |
1.88%,
9/15/2031 |
50,000 |
40,206 |
3.50%,
9/15/2056 |
1,023,000 |
749,184 |
Lowe's
Cos., Inc.
|
|
|
5.15%,
7/1/2033 |
30,000 |
29,645 |
4.38%,
9/15/2045 |
557,000 |
457,175 |
4.05%,
5/3/2047 |
191,000 |
149,036 |
O'Reilly
Automotive, Inc. 3.90%, 6/1/2029 |
428,000 |
401,778 |
Ross
Stores, Inc. 0.88%, 4/15/2026 |
150,000 |
133,848 |
TJX
Cos., Inc. (The)
|
|
|
1.15%,
5/15/2028 (d) |
859,000 |
729,826 |
3.88%,
4/15/2030 |
238,000 |
224,545 |
Tractor
Supply Co. 5.25%, 5/15/2033 |
10,000 |
9,780 |
|
|
5,225,243 |
Technology
Hardware, Storage & Peripherals — 0.4% | ||
Apple,
Inc.
|
|
|
1.13%,
5/11/2025 |
350,000 |
327,436 |
3.20%,
5/13/2025 |
29,000 |
28,133 |
0.70%,
2/8/2026 |
1,780,000 |
1,609,656 |
3.00%,
11/13/2027 |
30,000 |
28,153 |
1.20%,
2/8/2028 |
30,000 |
25,912 |
3.25%,
8/8/2029 |
30,000 |
27,901 |
2.20%,
9/11/2029 |
30,000 |
26,223 |
2.38%,
2/8/2041 |
1,168,000 |
834,228 |
3.45%,
2/9/2045 |
2,180,000 |
1,762,485 |
4.38%,
5/13/2045 |
2,104,000 |
1,934,822 |
2.95%,
9/11/2049 |
10,000 |
7,135 |
2.65%,
5/11/2050 |
176,000 |
117,195 |
2.65%,
2/8/2051 |
243,000 |
161,064 |
2.55%,
8/20/2060 |
163,000 |
102,453 |
2.85%,
8/5/2061 |
10,000 |
6,470 |
68
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Corporate
Bonds — continued | ||
Technology
Hardware, Storage & Peripherals — continued | ||
Dell
International LLC
|
|
|
5.85%,
7/15/2025 |
200,000 |
200,349 |
4.90%,
10/1/2026 |
250,000 |
245,380 |
5.25%,
2/1/2028 |
150,000 |
149,651 |
3.38%,
12/15/2041 (g) |
458,000 |
321,892 |
Hewlett
Packard Enterprise Co.
|
|
|
4.90%,
10/15/2025 (f) |
150,000 |
147,982 |
1.75%,
4/1/2026 |
27,000 |
24,630 |
HP,
Inc.
|
|
|
3.00%,
6/17/2027 |
23,000 |
21,141 |
2.65%,
6/17/2031 |
303,000 |
244,509 |
5.50%,
1/15/2033 |
150,000 |
145,605 |
NetApp,
Inc. 2.70%, 6/22/2030 |
30,000 |
25,009 |
Western
Digital Corp. 2.85%, 2/1/2029 |
408,000 |
328,671 |
|
|
8,854,085 |
Textiles,
Apparel & Luxury Goods — 0.1% | ||
NIKE,
Inc.
|
|
|
2.38%,
11/1/2026 |
10,000 |
9,263 |
3.38%,
11/1/2046 |
22,000 |
17,011 |
PVH
Corp. 4.63%, 7/10/2025 |
351,000 |
339,501 |
Ralph
Lauren Corp. 3.75%, 9/15/2025 |
543,000 |
525,963 |
Tapestry,
Inc. 4.13%, 7/15/2027 |
188,000 |
175,543 |
VF
Corp. 2.95%, 4/23/2030 (d) |
205,000 |
170,142 |
|
|
1,237,423 |
Tobacco
— 0.3% | ||
Altria
Group, Inc.
|
|
|
2.45%,
2/4/2032 |
12,000 |
9,364 |
3.40%,
2/4/2041 |
56,000 |
38,103 |
5.38%,
1/31/2044 |
658,000 |
611,936 |
3.88%,
9/16/2046 |
50,000 |
34,397 |
BAT
Capital Corp. (United Kingdom) |
|
|
2.26%,
3/25/2028 |
248,000 |
213,421 |
3.46%,
9/6/2029 |
250,000 |
218,010 |
4.39%,
8/15/2037 |
1,662,000 |
1,313,798 |
4.76%,
9/6/2049 |
216,000 |
160,027 |
3.98%,
9/25/2050 |
30,000 |
19,821 |
Philip
Morris International, Inc.
|
|
|
3.25%,
11/10/2024 |
1,737,000 |
1,691,437 |
3.38%,
8/15/2029 |
40,000 |
35,956 |
4.88%,
11/15/2043 |
449,000 |
394,534 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Tobacco
— continued | ||
4.25%,
11/10/2044 |
239,000 |
193,350 |
Reynolds
American, Inc. (United Kingdom)
5.70%,
8/15/2035 |
30,000 |
27,693 |
|
|
4,961,847 |
Trading
Companies & Distributors — 0.0% ^ | ||
Air
Lease Corp. 4.25%, 9/15/2024 |
306,000 |
300,209 |
WW
Grainger, Inc. 1.85%, 2/15/2025 |
121,000 |
114,989 |
|
|
415,198 |
Water
Utilities — 0.1% | ||
American
Water Capital Corp.
|
|
|
3.45%,
6/1/2029 |
870,000 |
797,730 |
6.59%,
10/15/2037 |
275,000 |
305,803 |
Essential
Utilities, Inc. 4.28%, 5/1/2049 |
127,000 |
98,871 |
|
|
1,202,404 |
Wireless
Telecommunication Services — 0.5% | ||
America
Movil SAB de CV (Mexico) 3.63%,
4/22/2029 |
934,000 |
855,064 |
Rogers
Communications, Inc. (Canada) |
|
|
2.95%,
3/15/2025 |
315,000 |
300,231 |
2.90%,
11/15/2026 |
392,000 |
360,932 |
3.20%,
3/15/2027 |
82,000 |
75,745 |
3.80%,
3/15/2032 |
93,000 |
79,492 |
5.00%,
3/15/2044 |
339,000 |
287,814 |
T-Mobile
USA, Inc.
|
|
|
2.63%,
4/15/2026 |
150,000 |
139,384 |
4.75%,
2/1/2028 |
203,000 |
197,320 |
2.55%,
2/15/2031 |
377,000 |
310,537 |
2.88%,
2/15/2031 |
215,000 |
180,938 |
2.25%,
11/15/2031 |
2,007,000 |
1,591,877 |
4.38%,
4/15/2040 |
1,503,000 |
1,289,850 |
3.00%,
2/15/2041 |
3,674,000 |
2,589,865 |
Vodafone
Group plc (United Kingdom)
4.38%,
5/30/2028 |
1,776,000 |
1,742,722 |
|
|
10,001,771 |
Total
Corporate Bonds
(Cost
$509,419,698) |
|
494,521,780 |
Commercial
Mortgage-Backed Securities — 1.9% | ||
BANK |
|
|
Series
2017-BNK4, Class ASB, 3.42%,
5/15/2050 |
20,917 |
20,042 |
Series
2019-BN16, Class A4, 4.01%,
2/15/2052 |
60,000 |
55,608 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
69
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Commercial
Mortgage-Backed Securities — continued | ||
Series
2019-BN21, Class A5, 2.85%,
10/17/2052 |
60,000 |
51,393 |
Series
2019-BN23, Class A3, 2.92%,
12/15/2052 |
142,000 |
122,305 |
Series
2018-BN10, Class A5, 3.69%,
2/15/2061 |
20,000 |
18,527 |
Series
2018-BN10, Class AS, 3.90%,
2/15/2061 (e) |
180,000 |
161,527 |
Series
2019-BN19, Class A3, 3.18%,
8/15/2061 |
100,000 |
86,070 |
Series
2018-BN13, Class C, 4.68%,
8/15/2061 (e) |
500,000 |
357,943 |
Series
2019-BN22, Class A4, 2.98%,
11/15/2062 |
260,000 |
224,954 |
Series
2020-BN26, Class A4, 2.40%,
3/15/2063 |
500,000 |
414,790 |
Series
2021-BN36, Class A5, 2.47%,
9/15/2064 |
500,000 |
403,072 |
Bank
of America Merrill Lynch Commercial
Mortgage
Trust Series 2017-BNK3,
Class
A4, 3.57%, 2/15/2050 |
20,000 |
18,670 |
BBCMS
Mortgage Trust Series 2018-C2,
Class
A5, 4.31%, 12/15/2051 |
40,000 |
37,657 |
Benchmark
Mortgage Trust |
|
|
Series
2018-B1, Class A5, 3.67%,
1/15/2051 (e) |
50,000 |
45,732 |
Series
2018-B2, Class B, 4.43%,
2/15/2051 (e) |
20,000 |
16,755 |
Series
2018-B5, Class A4, 4.21%,
7/15/2051 |
110,000 |
103,037 |
Series
2018-B6, Class A2, 4.20%,
10/10/2051 |
33,065 |
32,746 |
Series
2018-B8, Class A5, 4.23%,
1/15/2052 |
40,000 |
36,819 |
Series
2019-B11, Class A2, 3.41%,
5/15/2052 |
207,429 |
201,934 |
Series
2020-B16, Class AM, 2.94%,
2/15/2053 (e) |
180,000 |
147,951 |
Series
2021-B31, Class A5, 2.67%,
12/15/2054 |
600,000 |
486,769 |
Series
2019-B13, Class A3, 2.70%,
8/15/2057 |
450,000 |
383,643 |
Cantor
Commercial Real Estate Lending
Series
2019-CF2, Class AS, 3.12%,
11/15/2052 |
75,000 |
62,136 |
CD
Mortgage Trust |
|
|
Series
2017-CD6, Class ASB, 3.33%,
11/13/2050 |
17,008 |
16,190 |
Series
2017-CD6, Class AM, 3.71%,
11/13/2050 (e) |
30,000 |
26,313 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Series
2018-CD7, Class A3, 4.01%,
8/15/2051 |
397,874 |
363,852 |
CFCRE
Commercial Mortgage Trust |
|
|
Series
2017-C8, Class A4, 3.57%,
6/15/2050 |
30,000 |
27,639 |
Series
2016-C7, Class ASB, 3.64%,
12/10/2054 |
12,140 |
11,690 |
Citigroup
Commercial Mortgage Trust |
|
|
Series
2014-GC21, Class AAB, 3.48%,
5/10/2047 |
2,312 |
2,299 |
Series
2014-GC23, Class B, 4.17%,
7/10/2047 (e) |
30,000 |
28,707 |
Series
2015-GC29, Class C, 4.28%,
4/10/2048 (e) |
40,000 |
37,201 |
Series
2016-C1, Class AAB, 3.00%,
5/10/2049 |
50,975 |
49,102 |
Series
2019-GC43, Class A4, 3.04%,
11/10/2052 |
1,000,000 |
860,835 |
Commercial
Mortgage Trust |
|
|
Series
2013-CR13, Class B, 5.03%,
11/10/2046 (e) |
364,000 |
359,457 |
Series
2014-UBS5, Class AM, 4.19%,
9/10/2047 (e) |
40,000 |
38,644 |
Series
2014-CR20, Class A3, 3.33%,
11/10/2047 |
36,746 |
35,941 |
Series
2014-UBS6, Class A4, 3.38%,
12/10/2047 |
113,898 |
110,786 |
Series
2015-LC19, Class A4, 3.18%,
2/10/2048 |
250,000 |
239,804 |
Series
2015-LC21, Class AM, 4.04%,
7/10/2048 (e) |
30,000 |
28,366 |
Series
2015-CR25, Class A4, 3.76%,
8/10/2048 |
30,000 |
28,675 |
Series
2015-PC1, Class A5, 3.90%,
7/10/2050 |
300,000 |
288,799 |
CSAIL
Commercial Mortgage Trust |
|
|
Series
2015-C3, Class A4, 3.72%,
8/15/2048 |
30,000 |
28,604 |
Series
2016-C5, Class A5, 3.76%,
11/15/2048 |
27,000 |
25,795 |
Series
2019-C15, Class A4, 4.05%,
3/15/2052 |
210,000 |
192,270 |
DBGS
Mortgage Trust Series 2018-C1,
Class
A4, 4.47%, 10/15/2051 |
20,000 |
18,568 |
DBJPM
Mortgage Trust Series 2017-C6,
Class
A5, 3.33%, 6/10/2050 |
20,000 |
18,189 |
70
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Commercial
Mortgage-Backed Securities — continued | ||
FHLMC,
Multi-Family Structured
Pass-Through
Certificates |
|
|
Series
K725, Class AM, 3.10%,
2/25/2024 (e) |
50,000 |
49,297 |
Series
K728, Class A2, 3.06%,
8/25/2024 (e) |
48,161 |
47,084 |
Series
K040, Class A2, 3.24%,
9/25/2024 |
70,000 |
68,344 |
Series
K731, Class A2, 3.60%,
2/25/2025 (e) |
45,357 |
44,197 |
Series
K733, Class A2, 3.75%,
8/25/2025 |
497,761 |
483,209 |
Series
K051, Class A2, 3.31%,
9/25/2025 |
40,000 |
38,562 |
Series
K054, Class A2, 2.75%,
1/25/2026 |
1,000,000 |
947,167 |
Series
K734, Class A2, 3.21%,
2/25/2026 |
370,000 |
354,065 |
Series
K056, Class A2, 2.53%,
5/25/2026 |
1,000,000 |
936,993 |
Series
K735, Class A2, 2.86%,
5/25/2026 |
49,230 |
46,543 |
Series
K057, Class A2, 2.57%,
7/25/2026 |
63,000 |
58,998 |
Series
K063, Class A1, 3.05%,
8/25/2026 |
26,977 |
25,951 |
Series
K059, Class A2, 3.12%,
9/25/2026 (e) |
2,000,000 |
1,894,157 |
Series
K062, Class A2, 3.41%,
12/25/2026 |
1,000,000 |
951,673 |
Series
K064, Class A2, 3.22%,
3/25/2027 |
1,000,000 |
944,111 |
Series
K072, Class A2, 3.44%,
12/25/2027 |
400,000 |
377,883 |
Series
K092, Class A1, 3.13%,
10/25/2028 |
1,807,228 |
1,714,886 |
Series
K084, Class A2, 3.78%,
10/25/2028 (e) |
500,000 |
476,530 |
Series
K087, Class A2, 3.77%,
12/25/2028 |
2,000,000 |
1,905,224 |
Series
K091, Class A2, 3.51%,
3/25/2029 |
1,000,000 |
937,868 |
Series
K097, Class A2, 2.51%,
7/25/2029 |
2,000,000 |
1,765,065 |
Series
K096, Class A2, 2.52%,
7/25/2029 |
295,000 |
260,883 |
Series
K099, Class A2, 2.60%,
9/25/2029 |
400,000 |
353,980 |
Series
K100, Class A2, 2.67%,
9/25/2029 |
400,000 |
355,023 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Series
K102, Class A2, 2.54%,
10/25/2029 |
400,000 |
352,012 |
Series
K113, Class A2, 1.34%,
6/25/2030 |
700,000 |
561,576 |
Series
K158, Class A1, 3.90%,
7/25/2030 |
1,124,830 |
1,081,892 |
Series
K117, Class A2, 1.41%,
8/25/2030 |
1,265,000 |
1,011,698 |
Series
K159, Class A2, 3.95%,
11/25/2030 (e) |
400,000 |
377,987 |
Series
K123, Class A2, 1.62%,
12/25/2030 |
500,000 |
402,530 |
Series
K125, Class A2, 1.85%,
1/25/2031 |
300,000 |
244,720 |
Series
K127, Class A2, 2.11%,
1/25/2031 |
600,000 |
498,701 |
Series
K-1512, Class A2, 2.99%,
5/25/2031 |
75,000 |
66,280 |
Series
K155, Class A3, 3.75%,
4/25/2033 |
545,000 |
499,919 |
Series
K157, Class A2, 3.99%,
5/25/2033 (e) |
250,000 |
237,176 |
Series
K156, Class A3, 3.70%,
6/25/2033 (e) |
91,000 |
83,092 |
Series
K-1512, Class A3, 3.06%,
4/25/2034 |
150,000 |
127,087 |
Series
K-1513, Class A3, 2.80%,
8/25/2034 |
325,000 |
266,888 |
Series
K-1514, Class A2, 2.86%,
10/25/2034 |
400,000 |
328,293 |
Series
K-1518, Class A2, 1.86%,
10/25/2035 |
1,100,000 |
794,537 |
FNMA
ACES |
|
|
Series
2014-M2, Class A2, 3.51%,
12/25/2023 (e) |
11,296 |
11,214 |
Series
2014-M3, Class A2, 3.50%,
1/25/2024 (e) |
3,001 |
2,969 |
Series
2017-M10, Class AV2, 2.62%,
7/25/2024 (e) |
40,337 |
39,506 |
Series
2017-M1, Class A2, 2.50%,
10/25/2026 (e) |
150,769 |
140,013 |
Series
2017-M2, Class A2, 2.90%,
2/25/2027 (e) |
289,977 |
271,575 |
Series
2017-M7, Class A2, 2.96%,
2/25/2027 (e) |
279,052 |
261,798 |
Series
2017-M12, Class A2, 3.16%,
6/25/2027 (e) |
133,227 |
124,977 |
Series
2017-M14, Class A2, 2.96%,
11/25/2027 (e) |
1,000,744 |
925,743 |
August
31, 2023
|
J.P.
Morgan Exchange-Traded Funds
|
71
|
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
Commercial
Mortgage-Backed Securities — continued | ||
Series
2018-M10, Class A2, 3.47%,
7/25/2028 (e) |
40,000 |
37,635 |
Series
2018-M14, Class A2, 3.70%,
8/25/2028 (e) |
429,559 |
407,415 |
Series
2019-M1, Class A2, 3.67%,
9/25/2028 (e) |
74,744 |
70,810 |
Series
2019-M22, Class A2, 2.52%,
8/25/2029 |
581,159 |
513,697 |
Series
2021-M2S, Class A2, 1.87%,
10/25/2031 (e) |
700,000 |
562,346 |
GS
Mortgage Securities Trust |
|
|
Series
2014-GC24, Class AAB, 3.65%,
9/10/2047 |
4,308 |
4,258 |
Series
2014-GC24, Class AS, 4.16%,
9/10/2047 (e) |
170,000 |
159,007 |
Series
2015-GC28, Class A4, 3.14%,
2/10/2048 |
36,839 |
35,903 |
Series
2015-GC30, Class A4, 3.38%,
5/10/2050 |
25,000 |
23,815 |
Series
2018-GS9, Class A4, 3.99%,
3/10/2051 (e) |
200,000 |
186,114 |
Series
2019-GSA1, Class A4, 3.05%,
11/10/2052 |
260,000 |
225,173 |
JPMBB
Commercial Mortgage Securities
Trust |
|
|
Series
2013-C12, Class C, 4.10%,
7/15/2045 (e) |
23,955 |
21,534 |
Series
2015-C29, Class B, 4.12%,
5/15/2048 (e) |
40,000 |
36,726 |
Series
2015-C31, Class A3, 3.80%,
8/15/2048 |
552,527 |
528,125 |
JPMCC
Commercial Mortgage Securities
Trust
Series 2017-JP5, Class A5, 3.72%,
3/15/2050 |
600,000 |
557,773 |
JPMDB
Commercial Mortgage Securities
Trust |
|
|
Series
2016-C2, Class B, 3.99%,
6/15/2049 (e) |
20,000 |
16,023 |
Series
2017-C5, Class B, 4.01%,
3/15/2050 (e) |
20,000 |
15,363 |
Morgan
Stanley Bank of America Merrill
Lynch
Trust |
|
|
Series
2015-C22, Class AS, 3.56%,
4/15/2048 |
40,000 |
37,658 |
Series
2015-C25, Class ASB, 3.38%,
10/15/2048 |
17,612 |
17,091 |
Series
2015-C25, Class A5, 3.64%,
10/15/2048 |
40,000 |
38,008 |
Series
2016-C31, Class A5, 3.10%,
11/15/2049 |
450,000 |
410,187 |
INVESTMENTS |
PRINCIPAL
AMOUNT($) |
VALUE($) |
| ||
Series
2016-C32, Class A4, 3.72%,
12/15/2049 |
295,000 |
275,483 |
Morgan
Stanley Capital I Trust |
|
|
Series
2016-UB12, Class A3, 3.34%,
12/15/2049 |
540,925 |
504,964 |
Series
2017-H1, Class C, 4.28%,
6/15/2050 (e) |
25,000 |
21,513 |
Series
2019-L2, Class A4, 4.07%,
3/15/2052 |
50,000 |
46,339 |
Series
2019-L3, Class A4, 3.13%,
11/15/2052 |
100,000 |
86,748 |
UBS
Commercial Mortgage Trust |
|
|
Series
2017-C2, Class A4, 3.49%,
8/15/2050 |
700,000 |
643,140 |
Series
2017-C4, Class ASB, 3.37%,
10/15/2050 |
32,414 |
30,945 |
Series
2017-C5, Class AS, 3.78%,
11/15/2050 (e) |
70,000 |
61,951 |
Series
2017-C7, Class AS, 4.06%,
12/15/2050 (e) |
50,000 |
44,738 |
Wells
Fargo Commercial Mortgage Trust |
|
|
Series
2015-C27, Class A4, 3.19%,
2/15/2048 |
28,047 |
26,888 |
Series
2015-C28, Class A4, 3.54%,
5/15/2048 |
20,000 |
19,120 |
Series
2015-C29, Class A4, 3.64%,
6/15/2048 |
120,000 |
114,699 |
Series
2017-C38, Class A5, 3.45%,
7/15/2050 |
500,000 |
459,519 |
Series
2018-C45, Class A3, 3.92%,
6/15/2051 |
38,984 |
36,068 |
Series
2019-C51, Class A3, 3.06%,
6/15/2052 |
500,000 |
436,478 |
Series
2019-C52, Class A5, 2.89%,
8/15/2052 |
500,000 |
429,960 |
Series
2019-C53, Class A4, 3.04%,
10/15/2052 |
125,000 |
108,066 |
Series
2020-C55, Class A5, 2.73%,
2/15/2053 |
240,000 |
202,883 |
WFRBS
Commercial Mortgage Trust |
|
|
Series
2014-C22, Class A4, 3.49%,
9/15/2057 |
31,287 |
30,473 |
Series
2014-C22, Class A5, 3.75%,
9/15/2057 |
25,000 |
24,170 |
Total
Commercial Mortgage-Backed
Securities
(Cost
$41,136,300) |
|
37,586,488 |
72
|
J.P.
Morgan Exchange-Traded Funds
|
August
31, 2023
|