Ticker | Listing Exchange | |
JPMorgan ActiveBuilders Emerging Markets Equity ETF | JEMA | Cboe BZX Exchange, Inc. |
JPMorgan ActiveBuilders International Equity ETF | JIDA | NYSE Arca |
JPMorgan BetaBuilders Canada ETF | BBCA | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | BBAX | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders Europe ETF | BBEU | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders International Equity ETF | BBIN | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders Japan ETF | BBJP | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders U.S. Equity ETF | BBUS | Cboe BZX Exchange, Inc. |
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | BBMC | NYSE Arca |
JPMorgan BetaBuilders U.S. Small Cap Equity ETF | BBSC | NYSE Arca |
JPMorgan Carbon Transition U.S. Equity ETF | JCTR | NYSE Arca |
JPMorgan Climate Change Solutions ETF | TEMP | NYSE Arca |
JPMorgan Diversified Return Emerging Markets Equity ETF | JPEM | NYSE Arca |
JPMorgan Diversified Return International Equity ETF | JPIN | NYSE Arca |
JPMorgan Diversified Return U.S. Equity ETF | JPUS | NYSE Arca |
JPMorgan Diversified Return U.S. Mid Cap Equity ETF | JPME | NYSE Arca |
JPMorgan Diversified Return U.S. Small Cap Equity ETF | JPSE | NYSE Arca |
JPMorgan International Growth ETF | JIG | NYSE Arca |
JPMorgan U.S. Dividend ETF | JDIV | NYSE Arca |
JPMorgan U.S. Minimum Volatility ETF | JMIN | NYSE Arca |
JPMorgan U.S. Momentum Factor ETF | JMOM | NYSE Arca |
JPMorgan U.S. Quality Factor ETF | JQUA | NYSE Arca |
JPMorgan U.S. Value Factor ETF | JVAL | NYSE Arca |
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Fund Commentaries: | |
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15 |
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18 |
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21 |
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24 |
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27 |
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42 |
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48 |
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51 |
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57 |
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63 |
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66 |
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72 |
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236 |
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262 |
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272 |
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312 |
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315 |
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316 |
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319 |
2 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(19.18)% |
Market Price **
|
(19.50)% |
MSCI Emerging Markets Index (net total
return)
|
(14.15)% |
Net Assets as of 4/30/2022
|
$728,181,840 |
Fund Ticker
|
JEMA |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 3 |
4 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan ActiveBuilders Emerging Markets Equity ETF | |||||||
Net Asset Value
|
March 10, 2021 | (19.18)% | (21.64)% | (17.17)% | |||
Market Price
|
(19.50)% | (21.74)% | (17.07)% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 5 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(13.12)% |
Market Price **
|
(13.60)% |
MSCI EAFE Index (net total return)
|
(11.80)% |
Net Assets as of 4/30/2022
|
$25,275,445 |
Fund Ticker
|
JIDA |
6 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 7 |
INCEPTION DATE | SIX MONTHS* | SINCE
INCEPTION | |||
JPMorgan ActiveBuilders International Equity ETF | |||||
Net Asset Value
|
July 7, 2021 | (13.12)% | (11.25)% | ||
Market Price
|
(13.60)% | (11.42)% |
| |
* | Not annualized. |
8 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(3.59)% |
Market Price **
|
(3.77)% |
Morningstar® Canada Target Market Exposure
IndexSM
(net total return)
|
(2.99)% |
Net Assets as of 4/30/2022
|
$6,546,694,501 |
Fund Ticker
|
BBCA |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 9 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
10 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders Canada ETF | |||||||
Net Asset Value
|
August 7, 2018 | (3.59)% | 7.09% | 10.15% | |||
Market Price
|
(3.77)% | 7.14% | 10.17% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 11 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(5.55)% |
Market Price **
|
(6.07)% |
Morningstar® Developed Asia Pacific ex-Japan
Target Market Exposure IndexSM
(net total return)
|
(3.77)% |
Net Assets as of 4/30/2022
|
$4,290,527,026 |
Fund Ticker
|
BBAX |
12 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the Cboe BZX Exchange, Inc. As of April 30, 2022, the closing price was $52.00. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 13 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | |||||||
Net Asset Value
|
August 7, 2018 | (5.55)% | (6.16)% | 4.86% | |||
Market Price
|
(6.07)% | (6.58)% | 4.81% |
| |
* | Not annualized. |
14 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(12.68)% |
Market Price **
|
(13.28)% |
Morningstar® Developed Europe Target Market
Exposure IndexSM
(net total return)
|
(11.85)% |
Net Assets as of 4/30/2022
|
$9,447,598,743 |
Fund Ticker
|
BBEU |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 15 |
* | The return shown is based on net asset value and may differ from the return shown in the financial highlights, which reflects adjustments made to the net asset value in accordance with accounting principles generally accepted in the United States of America. The net asset value was $51.54 as of April 30, 2022. |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the Cboe BZX Exchange, Inc. As of April 30, 2022, the closing price was $51.34. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
16 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders Europe ETF | |||||||
Net Asset Value
|
June 15, 2018 | (12.68)% | (7.43)% | 3.55% | |||
Market Price
|
(13.28)% | (8.05)% | 3.44% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 17 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(12.64)% |
Market Price **
|
(13.05)% |
Morningstar® Developed Markets ex-North America
Target Market Exposure IndexSM
(net total return)
|
(11.75)% |
Net Assets as of 4/30/2022
|
$2,945,583,312 |
Fund Ticker
|
BBIN |
18 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the Cboe BZX Exchange, Inc. As of April 30, 2022, the closing price was $51.71. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 19 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders International Equity ETF | |||||||
Net Asset Value
|
December 3, 2019 | (12.64)% | (8.83)% | 3.93% | |||
Market Price
|
(13.05)% | (9.26)% | 3.81% |
| |
* | Not annualized. |
20 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(16.12)% |
Market Price **
|
(16.10)% |
Morningstar® Japan Target Market Exposure
IndexSM
(net total return)
|
(15.49)% |
Net Assets as of 4/30/2022
|
$7,120,028,010 |
Fund Ticker
|
BBJP |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 21 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
22 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders Japan ETF | |||||||
Net Asset Value
|
June 15, 2018 | (16.12)% | (14.25)% | 0.19% | |||
Market Price
|
(16.10)% | (14.29)% | 0.22% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 23 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(11.12)% |
Market Price **
|
(11.08)% |
Morningstar® US Target Market Exposure IndexSM
|
(11.13)% |
Net Assets as of 4/30/2022
|
$1,081,726,160 |
Fund Ticker
|
BBUS |
24 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 25 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders U.S. Equity ETF | |||||||
Net Asset Value
|
March 12, 2019 | (11.12)% | (1.74)% | 15.07% | |||
Market Price
|
(11.08)% | (1.82)% | 15.07% |
| |
* | Not annualized. |
26 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(16.16)% |
Market Price **
|
(16.31)% |
Morningstar® US Mid Cap Target Market Exposure
Extended IndexSM
|
(16.16)% |
Net Assets as of 4/30/2022
|
$1,504,652,074 |
Fund Ticker
|
BBMC |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 27 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
28 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | |||||||
Net Asset Value
|
April 14, 2020 | (16.16)% | (11.66)% | 24.53% | |||
Market Price
|
(16.31)% | (11.76)% | 24.47% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 29 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(17.64)% |
Market Price **
|
(17.81)% |
Morningstar® US Small Cap Target Market Exposure
Extended IndexSM
|
(17.64)% |
Net Assets as of 4/30/2022
|
$499,764,617 |
Fund Ticker
|
BBSC |
30 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 31 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan BetaBuilders U.S. Small Cap Equity ETF | |||||||
Net Asset Value
|
November 16, 2020 | (17.64)% | (15.41)% | 6.24% | |||
Market Price
|
(17.81)% | (15.48)% | 6.16% |
| |
* | Not annualized. |
32 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(10.31)% |
Market Price **
|
(10.41)% |
JPMorgan Asset Management Carbon Transition U.S.
Equity Index
|
(10.25)% |
Russell 1000 Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$22,214,925 |
Fund Ticker
|
JCTR |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 33 |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the NYSE Arca. As of April 30, 2022, the closing price was $55.49. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
**** | Amount rounds to less than 0.1%. |
34 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan Carbon Transition U.S. Equity ETF | |||||||
Net Asset Value
|
December 9, 2020 | (10.31)% | 0.12% | 10.25% | |||
Market Price
|
(10.41)% | 0.06% | 10.18% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 35 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(21.24)% |
Market Price **
|
(21.16)% |
MSCI ACWI Index (net total return)
|
(11.17)% |
Net Assets as of 4/30/2022
|
$20,779,859 |
Fund Ticker
|
TEMP |
36 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
** | Market price return was calculated assuming an initial investment made at the inception date net asset value, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the NYSE Arca. As of April 30, 2022, the closing price was $37.82. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 37 |
INCEPTION DATE | CUMULATIVE
SINCE INCEPTION | ||
JPMorgan Climate Change Solutions ETF | |||
Net Asset Value
|
December 13, 2021 | (21.24)% | |
Market Price
|
(21.16)% |
38 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(4.84)% |
Market Price **
|
(5.33)% |
JP Morgan Diversified Factor Emerging Markets
Equity Index (net total return)
|
(4.39)% |
FTSE Emerging Index (net total return)
|
(12.14)% |
Net Assets as of 4/30/2022
|
$164,987,400 |
Fund Ticker
|
JPEM |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 39 |
40 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | 5 YEAR | SINCE
INCEPTION | |||||
JPMorgan Diversified Return Emerging Markets Equity ETF | |||||||||
Net Asset Value
|
January 7, 2015 | (4.84)% | (3.98)% | 4.05% | 3.78% | ||||
Market Price
|
(5.33)% | (3.83)% | 3.86% | 3.73% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 41 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(9.39)% |
Market Price **
|
(9.69)% |
JP Morgan Diversified Factor International Equity
Index (net total return)
|
(8.34)% |
FTSE Developed ex North America Index (net total
return)
|
(11.94)% |
Net Assets as of 4/30/2022
|
$761,070,541 |
Fund Ticker
|
JPIN |
42 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 43 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | 5 YEAR | SINCE
INCEPTION | |||||
JPMorgan Diversified Return International Equity ETF | |||||||||
Net Asset Value
|
November 5, 2014 | (9.39)% | (9.34)% | 3.16% | 3.69% | ||||
Market Price
|
(9.69)% | (9.40)% | 3.06% | 3.66% |
| |
* | Not annualized. |
44 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(1.15)% |
Market Price **
|
(1.26)% |
JP Morgan Diversified Factor US Equity
Index
|
(1.05)% |
Russell 1000 Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$555,789,865 |
Fund Ticker
|
JPUS |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 45 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
46 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | 5 YEAR | SINCE
INCEPTION | |||||
JPMorgan Diversified Return U.S. Equity ETF | |||||||||
Net Asset Value
|
September 29, 2015 | (1.15)% | 6.42% | 11.44% | 12.87% | ||||
Market Price
|
(1.26)% | 6.30% | 11.41% | 12.86% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 47 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(3.68)% |
Market Price **
|
(3.80)% |
JP Morgan Diversified Factor US Mid Cap Equity
Index
|
(3.56)% |
Russell Midcap Index
|
(12.54)% |
Net Assets as of 4/30/2022
|
$246,644,357 |
Fund Ticker
|
JPME |
48 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 49 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | 5 YEAR | SINCE
INCEPTION | |||||
JPMorgan Diversified Return U.S. Mid Cap Equity ETF | |||||||||
Net Asset Value
|
May 11, 2016 | (3.68)% | 3.32% | 10.47% | 11.64% | ||||
Market Price
|
(3.80)% | 3.21% | 10.45% | 11.63% |
| |
* | Not annualized. |
50 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(9.70)% |
Market Price **
|
(9.89)% |
JP Morgan Diversified Factor US Small Cap Equity
Index
|
(9.61)% |
Russell 2000 Index
|
(18.38)% |
Net Assets as of 4/30/2022
|
$200,637,978 |
Fund Ticker
|
JPSE |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 51 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
52 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | 5 YEAR | SINCE
INCEPTION | |||||
JPMorgan Diversified Return U.S. Small Cap Equity ETF | |||||||||
Net Asset Value
|
November 15, 2016 | (9.70)% | (4.54)% | 9.70% | 10.52% | ||||
Market Price
|
(9.89)% | (4.61)% | 9.64% | 10.50% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 53 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(28.18)% |
Market Price **
|
(28.56)% |
MSCI ACWI ex USA Growth Index (net total
return)
|
(18.00)% |
Net Assets as of 4/30/2022
|
$58,826,196 |
Fund Ticker
|
JIG |
54 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan International Growth ETF | |||||||
Net Asset Value
|
May 20, 2020 | (28.18)% | (24.53)% | 4.84% | |||
Market Price
|
(28.56)% | (24.49)% | 4.77% |
| |
* | Not annualized. |
56 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
4.83% |
Market Price **
|
4.36% |
JP Morgan US Dividend Index
|
4.91% |
Russell 1000 Index
|
(3.94)% |
Russell 1000 Value Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$63,927,522 |
Fund Ticker
|
JDIV |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 57 |
* | The return shown is based on net asset value and may differ from the return shown in the financial highlights, which reflects adjustments made to the net asset value in accordance with accounting principles generally accepted in the United States of America. The net asset value was $33.65 as of April 30, 2022. |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the NYSE Arca. As of April 30, 2022, the closing price was $33.53. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
58 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan U.S. Dividend ETF | |||||||
Net Asset Value
|
November 8, 2017 | 4.83% | 7.15% | 10.69% | |||
Market Price
|
4.36% | 6.86% | 10.60% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 59 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
1.96% |
Market Price **
|
1.82% |
JP Morgan US Minimum Volatility Index
|
2.07% |
Russell 1000 Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$29,607,429 |
Fund Ticker
|
JMIN |
60 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 61 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan U.S. Minimum Volatility ETF | |||||||
Net Asset Value
|
November 8, 2017 | 1.96% | 8.12% | 11.54% | |||
Market Price
|
1.82% | 8.06% | 11.52% |
| |
* | Not annualized. |
62 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(16.17)% |
Market Price **
|
(16.22)% |
JP Morgan US Momentum Factor Index
|
(16.14)% |
Russell 1000 Index
|
(17.84)% |
Russell 1000 Growth Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$244,924,366 |
Fund Ticker
|
JMOM |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 63 |
* | The return shown is based on net asset value and may differ from the return shown in the financial highlights, which reflects adjustments made to the net asset value in accordance with accounting principles generally accepted in the United States of America. The net asset value was $39.83 as of April 30, 2022. |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the NYSE Arca. As of April 30, 2022, the closing price was $39.78. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
64 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan U.S. Momentum Factor ETF | |||||||
Net Asset Value
|
November 8, 2017 | (16.17)% | (3.41)% | 12.13% | |||
Market Price
|
(16.22)% | (3.67)% | 12.10% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 65 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(7.49)% |
Market Price **
|
(7.53)% |
JP Morgan US Quality Factor Index
|
(7.44)% |
Russell 1000 Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$402,997,978 |
Fund Ticker
|
JQUA |
66 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 67 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan U.S. Quality Factor ETF | |||||||
Net Asset Value
|
November 8, 2017 | (7.49)% | 2.67% | 12.91% | |||
Market Price
|
(7.53)% | 2.64% | 12.91% |
| |
* | Not annualized. |
68 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
REPORTING PERIOD RETURN: | |
Net Asset Value *
|
(5.00)% |
Market Price **
|
(5.03)% |
JP Morgan US Value Factor Index
|
(4.96)% |
Russell 1000 Index
|
(3.94)% |
Russell 1000 Value Index
|
(11.29)% |
Net Assets as of 4/30/2022
|
$531,443,667 |
Fund Ticker
|
JVAL |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 69 |
* | The return shown is based on net asset value and may differ from the return shown in the financial highlights, which reflects adjustments made to the net asset value in accordance with accounting principles generally accepted in the United States of America. The net asset value was $34.85 as of April 30, 2022. |
** | Market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the closing price on the NYSE Arca. As of April 30, 2022, the closing price was $34.83. |
*** | The adviser seeks to achieve the Fund’s objective. There can be no guarantee it will be achieved. |
70 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INCEPTION DATE | SIX MONTHS* | 1 YEAR | SINCE
INCEPTION | ||||
JPMorgan U.S. Value Factor ETF | |||||||
Net Asset Value
|
November 8, 2017 | (5.00)% | (0.02)% | 10.41% | |||
Market Price
|
(5.03)% | (0.02)% | 10.40% |
| |
* | Not annualized. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 71 |
72 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
74 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
76 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
78 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INDUSTRY | PERCENT
OF TOTAL INVESTMENTS |
Banks | 15.0% |
Semiconductors & Semiconductor Equipment | 12.7 |
Technology Hardware, Storage & Peripherals | 5.0 |
Internet & Direct Marketing Retail | 4.0 |
IT Services | 3.8 |
Interactive Media & Services | 3.7 |
Insurance | 3.7 |
Food & Staples Retailing | 3.5 |
Food Products | 3.2 |
Oil, Gas & Consumable Fuels | 3.1 |
Electronic Equipment, Instruments & Components | 2.6 |
Household Durables | 2.4 |
Metals & Mining | 2.4 |
Capital Markets | 2.3 |
Chemicals | 2.3 |
Real Estate Management & Development | 2.1 |
Entertainment | 2.1 |
Beverages | 2.1 |
Automobiles | 1.7 |
Diversified Financial Services | 1.5 |
Thrifts & Mortgage Finance | 1.4 |
Textiles, Apparel & Luxury Goods | 1.2 |
Wireless Telecommunication Services | 1.2 |
Hotels, Restaurants & Leisure | 1.1 |
Machinery | 1.0 |
Diversified Telecommunication Services | 1.0 |
Transportation Infrastructure | 1.0 |
Others (each less than 1.0%) | 10.9 |
Short-Term Investments | 2.0 |
80 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 81 |
82 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
84 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INDUSTRY | PERCENT
OF TOTAL INVESTMENTS |
Banks | 11.0% |
Pharmaceuticals | 9.4 |
Insurance | 6.8 |
Metals & Mining | 5.2 |
Oil, Gas & Consumable Fuels | 5.1 |
Semiconductors & Semiconductor Equipment | 3.7 |
Capital Markets | 3.5 |
Automobiles | 3.3 |
Food Products | 3.2 |
Chemicals | 3.2 |
Textiles, Apparel & Luxury Goods | 3.1 |
Beverages | 2.9 |
Professional Services | 2.6 |
Machinery | 2.6 |
Trading Companies & Distributors | 2.3 |
Household Durables | 2.0 |
Health Care Equipment & Supplies | 1.8 |
Diversified Telecommunication Services | 1.7 |
Personal Products | 1.6 |
IT Services | 1.5 |
Electric Utilities | 1.5 |
Electrical Equipment | 1.5 |
Building Products | 1.5 |
Electronic Equipment, Instruments & Components | 1.2 |
Industrial Conglomerates | 1.2 |
Construction & Engineering | 1.0 |
Food & Staples Retailing | 1.0 |
Others (each less than 1.0%) | 12.2 |
Short-Term Investments | 2.4 |
86 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 87 |
88 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
S&P / TSX 60 Index | 154 | 06/16/2022 | CAD | 30,005,215 | (1,128,590) |
Abbreviations | |
CAD | Canadian Dollar |
TSX | Toronto Stock Exchange |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 89 |
90 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
(b) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
(c) | Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc. |
(d) | The rate shown is the current yield as of April 30, 2022. |
INDUSTRY | PERCENT
OF TOTAL INVESTMENTS |
Banks | 23.1% |
Metals & Mining | 14.6 |
Insurance | 8.1 |
Capital Markets | 6.3 |
Equity Real Estate Investment Trusts (REITs) | 5.9 |
Biotechnology | 4.8 |
Real Estate Management & Development | 4.6 |
Food & Staples Retailing | 3.1 |
Hotels, Restaurants & Leisure | 2.7 |
Oil, Gas & Consumable Fuels | 2.5 |
Electric Utilities | 2.4 |
Industrial Conglomerates | 2.2 |
Multiline Retail | 2.1 |
Transportation Infrastructure | 2.0 |
Diversified Telecommunication Services | 2.0 |
Health Care Providers & Services | 1.3 |
Life Sciences Tools & Services | 1.3 |
Machinery | 1.2 |
Gas Utilities | 1.1 |
Health Care Equipment & Supplies | 1.0 |
Others (each less than 1.0%) | 7.4 |
Short-Term Investments | 0.3 |
92 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
MSCI Singapore Index | 246 | 05/30/2022 | SGD | 5,500,958 | 35,171 |
SPI 200 Index | 82 | 06/16/2022 | AUD | 10,582,211 | 259,650 |
294,821 |
Abbreviations | |
AUD | Australian Dollar |
MSCI | Morgan Stanley Capital International |
SGD | Singapore Dollar |
SPI | Australian Securities Exchange |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 93 |
94 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
96 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
98 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
100 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
EURO STOXX 50 Index | 1,348 | 06/17/2022 | EUR | 52,346,493 | 398,833 |
FTSE 100 Index | 337 | 06/17/2022 | GBP | 31,423,971 | 1,022,771 |
1,421,604 |
Abbreviations | |
EUR | Euro |
FTSE | Financial Times and the London Stock Exchange |
GBP | British Pound |
102 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 103 |
104 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
106 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
108 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
110 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
112 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
114 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
MSCI EAFE E-Mini Index | 318 | 06/17/2022 | USD | 31,723,680 | (1,004,203) |
Abbreviations | |
EAFE | Europe, Australasia, and Far East |
MSCI | Morgan Stanley Capital International |
USD | United States Dollar |
116 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 117 |
118 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
120 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
TOPIX Index | 568 | 06/09/2022 | JPY | 84,647,428 | 466,375 |
Abbreviations | |
JPY | Japanese Yen |
TOPIX | Tokyo Stock Price Index |
122 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 123 |
124 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
126 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
128 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
130 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
S&P 500 E-Mini Index | 21 | 06/17/2022 | USD | 4,337,288 | (151,298) |
Abbreviations | |
USD | United States Dollar |
132 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 133 |
134 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
136 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
138 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
140 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
S&P Midcap 400 E-Mini Index | 17 | 06/17/2022 | USD | 4,240,480 | (111,095) |
Abbreviations | |
USD | United States Dollar |
142 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 143 |
144 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
146 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
148 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
150 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
152 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
154 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Russell 2000 E-mini Index | 94 | 06/17/2022 | USD | 8,750,930 | (486,136) |
Abbreviations | |
USD | United States Dollar |
156 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 157 |
158 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
160 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
162 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 1 | 06/17/2022 | USD | 20,636 | (328) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 163 |
164 | April 30, 2022 |
166 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
168 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
170 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
172 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INDUSTRY | PERCENT
OF TOTAL INVESTMENTS |
Banks | 16.8% |
Oil, Gas & Consumable Fuels | 6.6 |
Metals & Mining | 6.5 |
Wireless Telecommunication Services | 5.2 |
Diversified Telecommunication Services | 4.5 |
Food Products | 4.2 |
Electric Utilities | 4.0 |
IT Services | 3.7 |
Chemicals | 2.8 |
Industrial Conglomerates | 2.8 |
Pharmaceuticals | 2.8 |
Beverages | 2.7 |
Independent Power and Renewable Electricity Producers | 2.7 |
Food & Staples Retailing | 2.5 |
Textiles, Apparel & Luxury Goods | 2.4 |
Transportation Infrastructure | 2.1 |
Specialty Retail | 2.1 |
Construction Materials | 1.9 |
Semiconductors & Semiconductor Equipment | 1.8 |
Automobiles | 1.8 |
Personal Products | 1.2 |
Machinery | 1.1 |
Real Estate Management & Development | 1.0 |
Gas Utilities | 1.0 |
Others (each less than 1.0%) | 15.7 |
Short-Term Investments | 0.5 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
MSCI Emerging Markets E-Mini Index | 2 | 06/17/2022 | USD | 105,610 | (1,524) |
Abbreviations | |
MSCI | Morgan Stanley Capital International |
USD | United States Dollar |
174 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 175 |
176 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
178 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
180 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
INDUSTRY | PERCENT
OF TOTAL INVESTMENTS |
Pharmaceuticals | 6.0% |
Electric Utilities | 5.5 |
Equity Real Estate Investment Trusts (REITs) | 5.1 |
Diversified Telecommunication Services | 4.9 |
Oil, Gas & Consumable Fuels | 4.6 |
Metals & Mining | 4.3 |
Food Products | 4.1 |
Food & Staples Retailing | 3.9 |
Chemicals | 3.7 |
Insurance | 3.2 |
Gas Utilities | 2.8 |
Banks | 2.6 |
Real Estate Management & Development | 2.5 |
Beverages | 2.5 |
Trading Companies & Distributors | 2.1 |
Health Care Equipment & Supplies | 2.1 |
Construction & Engineering | 2.1 |
Tobacco | 2.0 |
Wireless Telecommunication Services | 1.9 |
Electronic Equipment, Instruments & Components | 1.8 |
Household Durables | 1.6 |
Capital Markets | 1.6 |
Health Care Providers & Services | 1.6 |
Diversified Financial Services | 1.5 |
Multi-Utilities | 1.5 |
Technology Hardware, Storage & Peripherals | 1.4 |
Machinery | 1.4 |
IT Services | 1.4 |
Semiconductors & Semiconductor Equipment | 1.3 |
Media | 1.2 |
Specialty Retail | 1.2 |
Software | 1.2 |
Automobiles | 1.1 |
Interactive Media & Services | 1.1 |
Multiline Retail | 1.1 |
Others (each less than 1.0%) | 9.9 |
Short-Term Investments | 2.2 |
182 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
MSCI EAFE E-Mini Index | 62 | 06/17/2022 | USD | 6,185,120 | (196,403) |
Abbreviations | |
EAFE | Europe, Australasia, and Far East |
MSCI | Morgan Stanley Capital International |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 183 |
184 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
186 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
188 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
S&P 500 E-Mini Index | 2 | 06/17/2022 | USD | 413,075 | (6,194) |
Abbreviations | |
USD | United States Dollar |
190 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 191 |
192 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
194 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
196 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
S&P Midcap 400 E-Mini Index | 1 | 06/17/2022 | USD | 249,440 | (6,692) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 197 |
198 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
200 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
202 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
204 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
206 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Russell 2000 E-mini Index | 2 | 06/17/2022 | USD | 186,190 | (4,769) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 207 |
208 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
210 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
212 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 5 | 06/17/2022 | USD | 103,181 | (2,525) |
Abbreviations | |
USD | United States Dollar |
214 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 215 |
216 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
218 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 1 | 06/17/2022 | USD | 20,636 | (1,304) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 219 |
220 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
222 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 16 | 06/17/2022 | USD | 330,180 | (9,957) |
Abbreviations | |
USD | United States Dollar |
224 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 225 |
226 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
228 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 24 | 06/17/2022 | USD | 495,270 | (19,707) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 229 |
230 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
232 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
234 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
DESCRIPTION | NUMBER
OF CONTRACTS |
EXPIRATION DATE | TRADING CURRENCY | NOTIONAL
AMOUNT ($) |
VALUE
AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Long Contracts | |||||
Micro E-Mini S&P 500 Index | 39 | 06/17/2022 | USD | 804,814 | (14,854) |
Abbreviations | |
USD | United States Dollar |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 235 |
JPMorgan
ActiveBuilders Emerging Markets Equity ETF |
JPMorgan
ActiveBuilders International Equity ETF |
JPMorgan
BetaBuilders Canada ETF |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | ||||
ASSETS: | |||||||
Investments in non-affiliates, at value | $ 711,351,002 | $24,574,404 | $6,512,686,175 | $4,273,719,667 | |||
Investments in affiliates, at value | 14,335,116 | 450,008 | — | — | |||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 368,660 | 152,324 | 478,266,529 | 10,861,479 | |||
Cash | 1,093,614 | 56,260 | 3,920 | 10,000 | |||
Foreign currency, at value | 639,700 | 83,344 | 22,271,527 | 10,914,300 | |||
Deposits at broker for futures contracts | — | — | 1,675,824 | 1,139,534 | |||
Segregated cash balance with Authorized Participant for deposit securities | 241,731 | — | 371,477 | — | |||
Receivables: | |||||||
Investment securities sold | 67,365 | — | — | — | |||
Fund shares sold | 76,826 | — | — | — | |||
Dividends from non-affiliates | 1,207,846 | 90,503 | 10,911,706 | 5,084,969 | |||
Dividends from affiliates | 164 | 5 | — | — | |||
Tax reclaims | 4,803 | 26,084 | — | 317,370 | |||
Securities lending income (See Note 2.C) | 273 | 96 | 111,327 | 4,561 | |||
Due from Authorized Participant | 214,336 | — | — | — | |||
Other assets | 29,596 | — | 205,668 | 196,488 | |||
Total Assets | 729,631,032 | 25,433,028 | 7,026,504,153 | 4,302,248,368 | |||
LIABILITIES: | |||||||
Payables: | |||||||
Investment securities purchased | 638,814 | — | — | 65,714 | |||
Collateral received on securities loaned (See Note 2.C) | 368,660 | 152,324 | 478,266,529 | 10,861,479 | |||
Variation margin on futures contracts | — | — | 68,591 | 52,564 | |||
Collateral upon return of deposit securities | 241,731 | — | 371,477 | — | |||
Accrued liabilities: | |||||||
Management fees (See Note 3.A) | 199,987 | 4,897 | 1,103,055 | 725,289 | |||
Other | — | 362 | — | 16,296 | |||
Total Liabilities | 1,449,192 | 157,583 | 479,809,652 | 11,721,342 | |||
Net Assets | $ 728,181,840 | $25,275,445 | $6,546,694,501 | $4,290,527,026 |
236 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
ActiveBuilders Emerging Markets Equity ETF |
JPMorgan
ActiveBuilders International Equity ETF |
JPMorgan
BetaBuilders Canada ETF |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | ||||
NET ASSETS: | |||||||
Paid-in-Capital | $ 858,279,180 | $28,789,940 | $5,304,819,830 | $4,394,889,597 | |||
Total distributable earnings (loss) | (130,097,340) | (3,514,495) | 1,241,874,671 | (104,362,571) | |||
Total Net Assets: | $ 728,181,840 | $25,275,445 | $6,546,694,501 | $4,290,527,026 | |||
Outstanding
number of shares (unlimited number of shares authorized - par value $0.0001) |
19,100,000 | 600,000 | 101,298,911 | 82,398,641 | |||
Net asset value, per share | $ 38.12 | $ 42.13 | $ 64.63 | $ 52.07 | |||
Cost of investments in non-affiliates | $ 823,873,143 | $27,713,962 | $5,175,314,258 | $4,178,595,820 | |||
Cost of investments in affiliates | 14,334,650 | 450,008 | — | — | |||
Cost of foreign currency | 641,310 | 84,526 | 22,446,757 | 11,167,513 | |||
Investment securities on loan, at value (See Note 2.C) | 345,193 | 144,797 | 440,727,186 | 7,721,703 | |||
Cost of investment of cash collateral (See Note 2.C) | 368,660 | 152,324 | 478,272,533 | 10,861,861 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 237 |
JPMorgan
BetaBuilders Europe ETF |
JPMorgan
BetaBuilders International Equity ETF |
JPMorgan
BetaBuilders Japan ETF |
JPMorgan
BetaBuilders U.S. Equity ETF | ||||
ASSETS: | |||||||
Investments in non-affiliates, at value | $ 9,364,866,373 | $2,914,099,386 | $7,030,019,552 | $1,066,498,890 | |||
Investments in affiliates, at value | — | 9,889,216 | — | 14,447,307 | |||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 570,727,372 | 80,452,707 | 11,683,998 | 4,273,902 | |||
Cash | 213,331 | 1,497,240 | 110,284 | 5,653 | |||
Foreign currency, at value | 31,789,856 | 1,917,003 | 13,541,930 | — | |||
Deposits at broker for futures contracts | 8,690,807 | — | 4,290,941 | 380,000 | |||
Receivables: | |||||||
Dividends from non-affiliates | 23,900,926 | 12,145,683 | 70,972,945 | 722,688 | |||
Dividends from affiliates | — | 99 | — | 41 | |||
Tax reclaims | 18,910,667 | 4,832,214 | 71,906 | — | |||
Securities lending income (See Note 2.C) | 447,091 | 73,973 | 31,580 | 1,919 | |||
Variation margin on futures contracts | — | 1,330,327 | 2,016,091 | — | |||
Other assets | 118,837 | — | 148,340 | 34,967 | |||
Total Assets | 10,019,665,260 | 3,026,237,848 | 7,132,887,567 | 1,086,365,367 | |||
LIABILITIES: | |||||||
Payables: | |||||||
Investment securities purchased | — | — | — | 186,750 | |||
Collateral received on securities loaned (See Note 2.C) | 570,727,372 | 80,452,707 | 11,683,998 | 4,273,902 | |||
Variation margin on futures contracts | 524,356 | — | — | 160,411 | |||
Accrued liabilities: | |||||||
Management fees (See Note 3.A) | 814,789 | 176,056 | 1,175,559 | 18,144 | |||
Other | — | 25,773 | — | — | |||
Total Liabilities | 572,066,517 | 80,654,536 | 12,859,557 | 4,639,207 | |||
Net Assets | $ 9,447,598,743 | $2,945,583,312 | $7,120,028,010 | $1,081,726,160 | |||
NET ASSETS: | |||||||
Paid-in-Capital | $10,167,136,425 | $2,834,769,236 | $8,112,232,251 | $1,070,585,940 | |||
Total distributable earnings (loss) | (719,537,682) | 110,814,076 | (992,204,241) | 11,140,220 | |||
Total Net Assets: | $ 9,447,598,743 | $2,945,583,312 | $7,120,028,010 | $1,081,726,160 | |||
Outstanding
number of shares (unlimited number of shares authorized - par value $0.0001) |
183,299,596 | 56,800,000 | 152,797,548 | 14,550,000 | |||
Net asset value, per share | $ 51.54 | $ 51.86 | $ 46.60 | $ 74.35 | |||
Cost of investments in non-affiliates | $10,215,627,530 | $2,828,172,941 | $7,926,422,905 | $1,058,374,731 | |||
Cost of investments in affiliates | — | 9,889,216 | — | 16,003,587 | |||
Cost of foreign currency | 32,014,874 | 1,922,933 | 13,935,313 | — | |||
Investment securities on loan, at value (See Note 2.C) | 502,857,161 | 65,283,866 | 11,113,596 | 3,968,472 | |||
Cost of investment of cash collateral (See Note 2.C) | 570,721,952 | 80,457,110 | 11,682,989 | 4,273,902 |
238 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
BetaBuilders U.S. Mid Cap Equity ETF |
JPMorgan
BetaBuilders U.S. Small Cap Equity ETF |
JPMorgan
Carbon Transition U.S. Equity ETF |
JPMorgan
Climate Change Solutions ETF | ||||
ASSETS: | |||||||
Investments in non-affiliates, at value | $1,499,507,503 | $490,717,159 | $22,175,974 | $20,565,141 | |||
Investments in affiliates, at value | 4,118,599 | 6,867,283 | 11,653 | — | |||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 38,690,531 | 7,995,973 | — | — | |||
Cash | 5,365 | 745 | 343 | 180,630 | |||
Deposits at broker for futures contracts | 429,000 | 460,000 | 12,000 | — | |||
Receivables: | |||||||
Fund shares sold | 64,401,591 | 73,170,185 | — | — | |||
Dividends from non-affiliates | 469,756 | 111,351 | 18,452 | 32,052 | |||
Dividends from affiliates | 41 | 69 | — | — | |||
Tax reclaims | — | — | — | 15,583 | |||
Securities lending income (See Note 2.C) | 49,916 | 37,662 | — | — | |||
Total Assets | 1,607,672,302 | 579,360,427 | 22,218,422 | 20,793,406 | |||
LIABILITIES: | |||||||
Payables: | |||||||
Foreign currency due to custodian, at value | — | — | — | 4,669 | |||
Investment securities purchased | 64,096,659 | 71,359,839 | — | — | |||
Collateral received on securities loaned (See Note 2.C) | 38,690,531 | 7,995,973 | — | — | |||
Variation margin on futures contracts | 119,850 | 199,026 | 798 | — | |||
Accrued liabilities: | |||||||
Management fees (See Note 3.A) | 87,211 | 33,432 | 2,401 | 8,878 | |||
Other | 25,977 | 7,540 | 298 | — | |||
Total Liabilities | 103,020,228 | 79,595,810 | 3,497 | 13,547 | |||
Net Assets | $1,504,652,074 | $499,764,617 | $22,214,925 | $20,779,859 | |||
NET ASSETS: | |||||||
Paid-in-Capital | $1,518,123,680 | $571,162,967 | $20,477,261 | $26,388,065 | |||
Total distributable earnings (loss) | (13,471,606) | (71,398,350) | 1,737,664 | (5,608,206) | |||
Total Net Assets: | $1,504,652,074 | $499,764,617 | $22,214,925 | $20,779,859 | |||
Outstanding number of shares (unlimited number of shares authorized - par value $0.0001) |
19,275,000 | 9,050,000 | 400,000 | 550,000 | |||
Net asset value, per share | $ 78.06 | $ 55.22 | $ 55.54 | $ 37.78 | |||
Cost of investments in non-affiliates | $1,584,975,117 | $564,528,261 | $21,629,947 | $25,003,052 | |||
Cost of investments in affiliates | 4,118,599 | 6,867,283 | 11,653 | — | |||
Investment securities on loan, at value (See Note 2.C) | 36,202,057 | 7,449,030 | — | — | |||
Cost of investment of cash collateral (See Note 2.C) | 38,690,417 | 7,996,972 | — | — |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 239 |
JPMorgan
Diversified Return Emerging Markets Equity ETF |
JPMorgan
Diversified Return International Equity ETF |
JPMorgan
Diversified Return U.S. Equity ETF |
JPMorgan
Diversified Return U.S. Mid Cap Equity ETF | ||||
ASSETS: | |||||||
Investments in non-affiliates, at value | $164,866,553 | $ 753,764,064 | $555,137,098 | $246,257,623 | |||
Investments in affiliates, at value | — | 268,189 | 1,137,701 | 250,728 | |||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 780,542 | 16,702,824 | 11,632,903 | 7,764,364 | |||
Cash | 278,125 | 506,321 | 1,940 | 7,172 | |||
Foreign currency, at value | 175,224 | 52,027 | — | — | |||
Deposits at broker for futures contracts | — | 424,600 | 132,400 | 15,000 | |||
Receivables: | |||||||
Investment securities sold | — | 541,238 | — | — | |||
Fund shares sold | — | — | — | 18,128,281 | |||
Dividends from non-affiliates | 425,293 | 4,925,420 | 511,030 | 139,041 | |||
Dividends from affiliates | — | 3 | 11 | 2 | |||
Tax reclaims | 5,735 | 1,444,991 | — | — | |||
Securities lending income (See Note 2.C) | 216 | 8,836 | 1,041 | 724 | |||
Other assets | 3,921 | 8,581 | — | 4,553 | |||
Total Assets | 166,535,609 | 778,647,094 | 568,554,124 | 272,567,488 | |||
LIABILITIES: | |||||||
Payables: | |||||||
Due to custodian | — | 539,914 | — | — | |||
Investment securities purchased | 20,112 | — | 1,016,778 | 18,104,027 | |||
Collateral received on securities loaned (See Note 2.C) | 780,542 | 16,702,824 | 11,632,903 | 7,764,364 | |||
Variation margin on futures contracts | 1,524 | 88,278 | 26,275 | 7,050 | |||
Accrued liabilities: | |||||||
Management fees (See Note 3.A) | 62,140 | 242,813 | 87,384 | 47,690 | |||
Deferred foreign capital gains tax | 683,891 | — | — | — | |||
Other | — | 2,724 | 919 | — | |||
Total Liabilities | 1,548,209 | 17,576,553 | 12,764,259 | 25,923,131 | |||
Net Assets | $164,987,400 | $ 761,070,541 | $555,789,865 | $246,644,357 | |||
NET ASSETS: | |||||||
Paid-in-Capital | $188,786,760 | $ 902,054,675 | $430,673,873 | $215,140,517 | |||
Total distributable earnings (loss) | (23,799,360) | (140,984,134) | 125,115,992 | 31,503,840 | |||
Total Net Assets: | $164,987,400 | $ 761,070,541 | $555,789,865 | $246,644,357 | |||
Outstanding number of shares (unlimited number of shares authorized - par value $0.0001) |
3,100,000 | 14,200,000 | 5,600,000 | 2,800,000 | |||
Net asset value, per share | $ 53.22 | $ 53.60 | $ 99.25 | $ 88.09 | |||
Cost of investments in non-affiliates | $158,606,537 | $ 785,633,889 | $473,370,734 | $215,083,918 | |||
Cost of investments in affiliates | — | 268,189 | 1,137,701 | 250,728 | |||
Cost of foreign currency | 142,838 | 50,806 | — | — | |||
Investment securities on loan, at value (See Note 2.C) | 728,207 | 13,303,812 | 10,915,468 | 7,354,015 | |||
Cost of investment of cash collateral (See Note 2.C) | 780,542 | 16,701,972 | 11,632,413 | 7,764,543 |
240 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
Diversified Return U.S. Small Cap Equity ETF |
JPMorgan
International Growth ETF |
JPMorgan
U.S. Dividend ETF | |||
ASSETS: | |||||
Investments in non-affiliates, at value | $200,346,498 | $57,269,607 | $63,743,943 | ||
Investments in affiliates, at value | 96,528 | 1,633,814 | 117,552 | ||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 16,316,768 | — | 1,118,762 | ||
Cash | 69,565 | 113,953 | 5,099 | ||
Foreign currency, at value | — | 10,266 | — | ||
Deposits at broker for futures contracts | 79,200 | — | 25,280 | ||
Receivables: | |||||
Investment securities sold | — | 102,279 | — | ||
Dividends from non-affiliates | 87,866 | 59,415 | 95,418 | ||
Dividends from affiliates | 1 | 16 | 1 | ||
Tax reclaims | — | 64,905 | — | ||
Securities lending income (See Note 2.C) | 7,398 | — | 71 | ||
Other assets | 4,610 | 1,466 | 1,916 | ||
Total Assets | 217,008,434 | 59,255,721 | 65,108,042 | ||
LIABILITIES: | |||||
Payables: | |||||
Investment securities purchased | — | 401,366 | 51,856 | ||
Collateral received on securities loaned (See Note 2.C) | 16,316,768 | — | 1,118,762 | ||
Variation margin on futures contracts | 5,301 | — | 3,850 | ||
Accrued liabilities: | |||||
Management fees (See Note 3.A) | 48,387 | 28,159 | 6,052 | ||
Total Liabilities | 16,370,456 | 429,525 | 1,180,520 | ||
Net Assets | $200,637,978 | $58,826,196 | $63,927,522 | ||
NET ASSETS: | |||||
Paid-in-Capital | $204,974,054 | $67,390,279 | $62,900,818 | ||
Total distributable earnings (loss) | (4,336,076) | (8,564,083) | 1,026,704 | ||
Total Net Assets: | $200,637,978 | $58,826,196 | $63,927,522 | ||
Outstanding number of shares (unlimited number of shares authorized - par value $0.0001) |
4,950,000 | 1,050,000 | 1,900,000 | ||
Net asset value, per share | $ 40.53 | $ 56.02 | $ 33.65 | ||
Cost of investments in non-affiliates | $198,558,611 | $61,837,165 | $62,644,819 | ||
Cost of investments in affiliates | 96,528 | 1,633,814 | 117,552 | ||
Cost of foreign currency | — | 10,348 | — | ||
Investment securities on loan, at value (See Note 2.C) | 15,285,821 | — | 1,052,590 | ||
Cost of investment of cash collateral (See Note 2.C) | 16,318,337 | — | 1,118,762 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 241 |
JPMorgan
U.S. Minimum Volatility ETF |
JPMorgan
U.S. Momentum Factor ETF |
JPMorgan
U.S. Quality Factor ETF |
JPMorgan
U.S. Value Factor ETF | ||||
ASSETS: | |||||||
Investments in non-affiliates, at value | $29,556,582 | $244,520,411 | $402,299,083 | $530,416,846 | |||
Investments in affiliates, at value | 21,295 | 214,672 | 442,519 | 512,860 | |||
Investments of cash collateral received from securities loaned, at value (See Note 2.C) | 233,865 | 3,349,802 | 3,502,028 | 9,329,919 | |||
Cash | 1,256 | — | 7,508 | — | |||
Deposits at broker for futures contracts | 5,320 | 30,360 | 55,440 | 98,640 | |||
Receivables: | |||||||
Investment securities sold | 1,850,319 | — | 10,259,128 | — | |||
Dividends from non-affiliates | 26,227 | 188,030 | 308,723 | 505,984 | |||
Dividends from affiliates | —(a) | 2 | 5 | 5 | |||
Securities lending income (See Note 2.C) | 25 | 2,903 | 4,671 | 911 | |||
Other assets | 411 | 4,411 | 4,606 | — | |||
Total Assets | 31,695,300 | 248,310,591 | 416,883,711 | 540,865,165 | |||
LIABILITIES: | |||||||
Payables: | |||||||
Due to custodian | — | 3,027 | — | 803 | |||
Collateral received on securities loaned (See Note 2.C) | 233,865 | 3,349,802 | 3,502,028 | 9,329,919 | |||
Fund shares redeemed | 1,850,505 | — | 10,322,079 | — | |||
Variation margin on futures contracts | 781 | 7,296 | 18,692 | 25,730 | |||
Accrued liabilities: | |||||||
Management fees (See Note 3.A) | 2,720 | 26,100 | 42,934 | 56,129 | |||
Other | — | — | — | 8,917 | |||
Total Liabilities | 2,087,871 | 3,386,225 | 13,885,733 | 9,421,498 | |||
Net Assets | $29,607,429 | $244,924,366 | $402,997,978 | $531,443,667 | |||
NET ASSETS: | |||||||
Paid-in-Capital | $31,267,215 | $246,019,366 | $381,941,177 | $578,320,806 | |||
Total distributable earnings (loss) | (1,659,786) | (1,095,000) | 21,056,801 | (46,877,139) | |||
Total Net Assets: | $29,607,429 | $244,924,366 | $402,997,978 | $531,443,667 | |||
Outstanding number of shares (unlimited number of shares authorized - par value $0.0001) |
800,000 | 6,150,000 | 10,100,000 | 15,250,000 | |||
Net asset value, per share | $ 37.01 | $ 39.83 | $ 39.90 | $ 34.85 | |||
Cost of investments in non-affiliates | $28,701,746 | $255,339,077 | $399,008,342 | $564,237,538 | |||
Cost of investments in affiliates | 21,295 | 214,672 | 442,519 | 512,860 | |||
Investment securities on loan, at value (See Note 2.C) | 224,302 | 3,148,692 | 3,301,227 | 8,759,167 | |||
Cost of investment of cash collateral (See Note 2.C) | 233,890 | 3,349,802 | 3,502,177 | 9,328,789 |
(a) | Amount rounds to less than $1. |
242 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
ActiveBuilders Emerging Markets Equity ETF |
JPMorgan
ActiveBuilders International Equity ETF |
JPMorgan
BetaBuilders Canada ETF |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | ||||
INVESTMENT INCOME: | |||||||
Interest income from non-affiliates | $ 46 | $ — | $ 7,286 | $ — | |||
Interest income from affiliates | 41 | — | 661 | 1 | |||
Dividend income from non-affiliates | 4,802,184 | 430,102 | 91,010,856 | 80,305,974 | |||
Dividend income from affiliates | 6,203 | 204 | — | — | |||
Non-cash dividend income from non-affiliates | 309,770 | 26,050 | — | — | |||
Income from securities lending (net) (See Note 2.C) | 3,952 | 158 | 814,800 | 303,979 | |||
Foreign taxes withheld (net) | (448,750) | (50,437) | (12,623,127) | (588,100) | |||
Total investment income | 4,673,446 | 406,077 | 79,210,476 | 80,021,854 | |||
EXPENSES: | |||||||
Management fees (See Note 3.A) | 750,332 | 34,116 | 6,010,115 | 3,958,615 | |||
Interest expense to non-affiliates | — | — | 999 | 4,662 | |||
Interest expense to affiliates | 261 | 22 | 11 | — | |||
Other | 5,948 | 281 | 97,957 | 73,833 | |||
Total expenses | 756,541 | 34,419 | 6,109,082 | 4,037,110 | |||
Net investment income (loss) | 3,916,905 | 371,658 | 73,101,394 | 75,984,744 | |||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||||
Net realized gain (loss) on transactions from: | |||||||
Investments in non-affiliates | (18,406,338)(a) | (548,817) | (13,031,222) | (99,741,059) | |||
Investments in affiliates | (2,729) | — | — | — | |||
In-kind redemptions of investments in non-affiliates (See Note 4) | — | — | 5,817,982 | — | |||
Futures contracts | — | — | 2,546,850 | (294,699) | |||
Foreign currency transactions | 5,851 | (6,045) | (987,386) | (334,386) | |||
Net realized gain (loss) | (18,403,216) | (554,862) | (5,653,776) | (100,370,144) | |||
Change in net unrealized appreciation/depreciation on: | |||||||
Investments in non-affiliates | (99,620,753)(b) | (3,636,852) | (308,154,117) | (208,696,637) | |||
Investments in affiliates | 466 | — | (6,004) | (382) | |||
Futures contracts | — | — | (2,003,535) | 270,195 | |||
Foreign currency translations | (13,817) | (5,075) | (785,982) | (922,174) | |||
Change in net unrealized appreciation/depreciation | (99,634,104) | (3,641,927) | (310,949,638) | (209,348,998) | |||
Net realized/unrealized gains (losses) | (118,037,320) | (4,196,789) | (316,603,414) | (309,719,142) | |||
Change in net assets resulting from operations | $(114,120,415) | $(3,825,131) | $(243,502,020) | $(233,734,398) |
(a) | Net of foreign capital gains tax of $(4,890). |
(b) | Net of change in foreign capital gains tax of $109,430. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 243 |
JPMorgan
BetaBuilders Europe ETF |
JPMorgan
BetaBuilders International Equity ETF |
JPMorgan
BetaBuilders Japan ETF |
JPMorgan
BetaBuilders U.S. Equity ETF | ||||
INVESTMENT INCOME: | |||||||
Interest income from non-affiliates | $ — | $ — | $ — | $ 7 | |||
Interest income from affiliates | 205 | 1,484 | — | — | |||
Dividend income from non-affiliates | 160,620,203 | 49,622,606 | 98,281,247 | 6,037,870 | |||
Dividend income from affiliates | — | 4,956 | — | 144,221 | |||
Non-cash dividend income from non-affiliates | 13,063,074 | 3,108,124 | — | — | |||
Income from securities lending (net) (See Note 2.C) | 944,816 | 185,845 | 197,332 | 13,186 | |||
Foreign taxes withheld (net) | (17,264,704) | (4,621,935) | (9,821,854) | — | |||
Total investment income | 157,363,594 | 48,301,080 | 88,656,725 | 6,195,284 | |||
EXPENSES: | |||||||
Management fees (See Note 3.A) | 4,379,223 | 1,168,811 | 7,141,316 | 92,547 | |||
Interest expense to non-affiliates | 27,397 | 1,705 | 5,451 | — | |||
Interest expense to affiliates | 43,401 | 2,514 | 7,682 | 62 | |||
Other | 136,532 | 50,664 | 139,721 | 11,942 | |||
Total expenses | 4,586,553 | 1,223,694 | 7,294,170 | 104,551 | |||
Net investment income (loss) | 152,777,041 | 47,077,386 | 81,362,555 | 6,090,733 | |||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||||
Net realized gain (loss) on transactions from: | |||||||
Investments in non-affiliates | (42,969,071) | (14,252,071) | (75,497,022) | (2,611,754) | |||
Investments in affiliates | — | — | — | (30,497) | |||
In-kind redemptions of investments in non-affiliates (See
Note 4) |
205,154,273 | 51,554,143 | 60,801,700 | 8,205,590 | |||
In-kind redemptions of investments in affiliates (See Note 4) | — | — | — | 32,735 | |||
Futures contracts | (1,215,926) | (2,151,875) | (4,858,794) | (126,571) | |||
Foreign currency transactions | (3,776,347) | (235,009) | (4,380,927) | — | |||
Net realized gain (loss) | 157,192,929 | 34,915,188 | (23,935,043) | 5,469,503 | |||
Change in net unrealized appreciation/depreciation on: | |||||||
Investments in non-affiliates | (1,580,172,171) | (521,827,848) | (1,370,870,730) | (128,226,497) | |||
Investments in affiliates | 5,420 | (4,403) | 1,009 | (3,629,975) | |||
Futures contracts | (325,286) | (1,188,320) | 1,197,554 | (275,870) | |||
Foreign currency translations | (2,475,332) | (695,769) | (3,795,957) | — | |||
Change in net unrealized appreciation/depreciation | (1,582,967,369) | (523,716,340) | (1,373,468,124) | (132,132,342) | |||
Net realized/unrealized gains (losses) | (1,425,774,440) | (488,801,152) | (1,397,403,167) | (126,662,839) | |||
Change in net assets resulting from operations | $(1,272,997,399) | $(441,723,766) | $(1,316,040,612) | $(120,572,106) |
244 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
BetaBuilders U.S. Mid Cap Equity ETF |
JPMorgan
BetaBuilders U.S. Small Cap Equity ETF |
JPMorgan
Carbon Transition U.S. Equity ETF |
JPMorgan
Climate Change Solutions ETF (a) | ||||
INVESTMENT INCOME: | |||||||
Interest income from non-affiliates | $ 61 | $ 7 | $ 60 | $ — | |||
Dividend income from non-affiliates | 8,419,212 | 2,249,623 | 171,350 | 162,148 | |||
Dividend income from affiliates | 5,491 | 2,305 | 15 | 19 | |||
Non-cash dividend income from non-affiliates | — | 386,369 | — | — | |||
Income from securities lending (net) (See Note 2.C) | 170,823 | 266,714 | — | — | |||
Foreign taxes withheld (net) | — | — | — | (11,321) | |||
Total investment income | 8,595,587 | 2,905,018 | 171,425 | 150,846 | |||
EXPENSES: | |||||||
Management fees (See Note 3.A) | 531,325 | 188,600 | 17,775 | 42,773 | |||
Interest expense to non-affiliates | 217 | 40 | — | — | |||
Interest expense to affiliates | — | — | — | 3 | |||
Other | 21,677 | 5,664 | 368 | — | |||
Total expenses | 553,219 | 194,304 | 18,143 | 42,776 | |||
Net investment income (loss) | 8,042,368 | 2,710,714 | 153,282 | 108,070 | |||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||||
Net realized gain (loss) on transactions from: | |||||||
Investments in non-affiliates | (30,529,976) | (9,969,603) | (227,577) | (1,264,368) | |||
Investments in affiliates | — | — | — | (24) | |||
In-kind redemptions of investments in non-affiliates (See Note 4) | 110,972,068 | 18,242,048 | 1,437,323 | — | |||
Futures contracts | (852,934) | 97,566 | (2,028) | — | |||
Foreign currency transactions | (9) | — | — | 1,997 | |||
Net realized gain (loss) | 79,589,149 | 8,370,011 | 1,207,718 | (1,262,395) | |||
Change in net unrealized appreciation/depreciation on: | |||||||
Investments in non-affiliates | (354,545,416) | (94,751,398) | (3,908,414) | (4,437,911) | |||
Investments in affiliates | 114 | (999) | — | — | |||
Futures contracts | (293,637) | (630,535) | (1,383) | — | |||
Foreign currency translations | — | — | — | (682) | |||
Change in net unrealized appreciation/depreciation | (354,838,939) | (95,382,932) | (3,909,797) | (4,438,593) | |||
Net realized/unrealized gains (losses) | (275,249,790) | (87,012,921) | (2,702,079) | (5,700,988) | |||
Change in net assets resulting from operations | $(267,207,422) | $(84,302,207) | $(2,548,797) | $(5,592,918) |
(a) | Commencement of operations was December 13, 2021. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 245 |
JPMorgan
Diversified Return Emerging Markets Equity ETF |
JPMorgan
Diversified Return International Equity ETF |
JPMorgan
Diversified Return U.S. Equity ETF |
JPMorgan
Diversified Return U.S. Mid Cap Equity ETF | ||||
INVESTMENT INCOME: | |||||||
Interest income from non-affiliates | $ 15 | $ — | $ — | $ 502 | |||
Interest income from affiliates | 70 | — | — | — | |||
Dividend income from non-affiliates | 3,051,771 | 17,653,782 | 6,851,525 | 1,956,302 | |||
Dividend income from affiliates | 68 | 1,696 | 571 | 230 | |||
Non-cash dividend income from non-affiliates | 249,283 | — | — | — | |||
Income from securities lending (net) (See Note 2.C) | 2,605 | 43,525 | 7,915 | 4,750 | |||
Foreign taxes withheld (net) | (289,561) | (1,339,300) | — | — | |||
Total investment income | 3,014,251 | 16,359,703 | 6,860,011 | 1,961,784 | |||
EXPENSES: | |||||||
Management fees (See Note 3.A) | 377,781 | 1,507,084 | 587,588 | 280,656 | |||
Interest expense to non-affiliates | — | 488 | 206 | — | |||
Interest expense to affiliates | — | 434 | — | — | |||
Other | 2,765 | 13,596 | 9,971 | 3,716 | |||
Total expenses | 380,546 | 1,521,602 | 597,765 | 284,372 | |||
Net investment income (loss) | 2,633,705 | 14,838,101 | 6,262,246 | 1,677,412 | |||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||||
Net realized gain (loss) on transactions from: | |||||||
Investments in non-affiliates | 1,866,748(a) | (3,689,290) | 7,775,886 | 5,137,266 | |||
Investments in affiliates | — | (465) | — | — | |||
In-kind redemptions of investments in non-affiliates (See Note 4) | — | 1,329,604 | 66,927,376 | 7,934,111 | |||
Futures contracts | (30,838) | (341,484) | 144,424 | 40,884 | |||
Foreign currency transactions | 42,923 | (305,511) | — | — | |||
Net realized gain (loss) | 1,878,833 | (3,007,146) | 74,847,686 | 13,112,261 | |||
Change in net unrealized appreciation/depreciation on: | |||||||
Investments in non-affiliates | (13,136,407)(b) | (91,110,071) | (82,635,892) | (23,762,135) | |||
Investments in affiliates | — | 852 | 490 | (159) | |||
Futures contracts | 2,627 | (271,892) | (51,334) | (5,195) | |||
Foreign currency translations | 5,374 | (269,137) | — | — | |||
Change in net unrealized appreciation/depreciation | (13,128,406) | (91,650,248) | (82,686,736) | (23,767,489) | |||
Net realized/unrealized gains (losses) | (11,249,573) | (94,657,394) | (7,839,050) | (10,655,228) | |||
Change in net assets resulting from operations | $ (8,615,868) | $(79,819,293) | $ (1,576,804) | $ (8,977,816) |
(a) | Net of foreign capital gains tax of $(74,102). |
(b) | Net of change in foreign capital gains tax of $151,105. |
246 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
Diversified Return U.S. Small Cap Equity ETF |
JPMorgan
International Growth ETF |
JPMorgan
U.S. Dividend ETF | |||
INVESTMENT INCOME: | |||||
Interest income from non-affiliates | $ — | $ 52 | $ — | ||
Interest income from affiliates | — | 29 | — | ||
Dividend income from non-affiliates | 1,528,680 | 412,097 | 759,096 | ||
Dividend income from affiliates | 259 | 808 | 47 | ||
Non-cash dividend income from non-affiliates | — | 47,776 | — | ||
Income from securities lending (net) (See Note 2.C) | 39,628 | — | 131 | ||
Foreign taxes withheld (net) | — | (41,994) | — | ||
Total investment income | 1,568,567 | 418,768 | 759,274 | ||
EXPENSES: | |||||
Management fees (See Note 3.A) | 273,078 | 162,001 | 32,575 | ||
Interest expense to non-affiliates | — | — | 108 | ||
Interest expense to affiliates | — | 66 | — | ||
Other | 2,855 | 1,002 | 669 | ||
Total expenses | 275,933 | 163,069 | 33,352 | ||
Net investment income (loss) | 1,292,634 | 255,699 | 725,922 | ||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||
Net realized gain (loss) on transactions from: | |||||
Investments in non-affiliates | 405,848 | (4,003,325) | (369,199) | ||
In-kind redemptions of investments in non-affiliates (See Note 4) | 4,260,006 | — | 2,226,154 | ||
Futures contracts | (94,707) | — | 2,744 | ||
Foreign currency transactions | — | (252) | — | ||
Net realized gain (loss) | 4,571,147 | (4,003,577) | 1,859,699 | ||
Change in net unrealized appreciation/depreciation on: | |||||
Investments in non-affiliates | (25,590,865) | (15,517,417) | (424,967) | ||
Investments in affiliates | (1,569) | — | — | ||
Futures contracts | (11,073) | — | (6,307) | ||
Foreign currency translations | — | (4,735) | — | ||
Change in net unrealized appreciation/depreciation | (25,603,507) | (15,522,152) | (431,274) | ||
Net realized/unrealized gains (losses) | (21,032,360) | (19,525,729) | 1,428,425 | ||
Change in net assets resulting from operations | $(19,739,726) | $(19,270,030) | $2,154,347 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 247 |
JPMorgan
U.S. Minimum Volatility ETF |
JPMorgan
U.S. Momentum Factor ETF |
JPMorgan
U.S. Quality Factor ETF |
JPMorgan
U.S. Value Factor ETF | ||||
INVESTMENT INCOME: | |||||||
Dividend income from non-affiliates | $ 206,406 | $ 1,381,061 | $ 3,307,367 | $ 5,220,880 | |||
Dividend income from affiliates | 20 | 184 | 305 | 464 | |||
Income from securities lending (net) (See Note 2.C) | 144 | 5,350 | 14,256 | 6,084 | |||
Total investment income | 206,570 | 1,386,595 | 3,321,928 | 5,227,428 | |||
EXPENSES: | |||||||
Management fees (See Note 3.A) | 12,753 | 148,890 | 243,688 | 297,187 | |||
Interest expense to non-affiliates | — | — | — | 26 | |||
Other | 341 | 3,173 | 5,638 | 15,102 | |||
Total expenses | 13,094 | 152,063 | 249,326 | 312,315 | |||
Net investment income (loss) | 193,476 | 1,234,532 | 3,072,602 | 4,915,113 | |||
REALIZED/UNREALIZED GAINS (LOSSES): | |||||||
Net realized gain (loss) on transactions from: | |||||||
Investments in non-affiliates | 299,935 | (6,616,406) | (2,918,439) | 2,061,453 | |||
In-kind redemptions of investments in non-affiliates (See Note 4) | 640,756 | 20,804,400 | 28,587,651 | 6,736,899 | |||
Futures contracts | 3,913 | 61,515 | 60,645 | 73,163 | |||
Net realized gain (loss) | 944,604 | 14,249,509 | 25,729,857 | 8,871,515 | |||
Change in net unrealized appreciation/depreciation on: | |||||||
Investments in non-affiliates | (1,382,944) | (59,681,580) | (61,039,713) | (42,804,105) | |||
Investments in affiliates | (18) | — | (149) | 1,130 | |||
Futures contracts | (2,521) | (18,861) | (35,184) | (47,375) | |||
Change in net unrealized appreciation/depreciation | (1,385,483) | (59,700,441) | (61,075,046) | (42,850,350) | |||
Net realized/unrealized gains (losses) | (440,879) | (45,450,932) | (35,345,189) | (33,978,835) | |||
Change in net assets resulting from operations | $ (247,403) | $(44,216,400) | $(32,272,587) | $(29,063,722) |
248 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan ActiveBuilders Emerging Markets Equity ETF |
JPMorgan ActiveBuilders International Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Period
Ended October 31, 2021 (a) |
Six
Months Ended April 30, 2022 (Unaudited) |
Period
Ended October 31, 2021 (b) | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 3,916,905 | $ 2,679,156 | $ 371,658 | $ 203,012 | |||
Net realized gain (loss) | (18,403,216) | (593,949) | (554,862) | (69,347) | |||
Change in net unrealized appreciation/depreciation | (99,634,104) | (12,896,276) | (3,641,927) | 496,351 | |||
Change in net assets resulting from operations | (114,120,415) | (10,811,069) | (3,825,131) | 630,016 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (5,165,856) | — | (319,380) | — | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 521,604,151 | 336,675,029 | — | 28,789,940 | |||
NET ASSETS: | |||||||
Change in net assets | 402,317,880 | 325,863,960 | (4,144,511) | 29,419,956 | |||
Beginning of period | 325,863,960 | — | 29,419,956 | — | |||
End of period | $ 728,181,840 | $325,863,960 | $25,275,445 | $29,419,956 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 521,604,151 | $336,675,029 | $ — | $28,789,940 | |||
Total change in net assets resulting from capital transactions | $ 521,604,151 | $336,675,029 | $ — | $28,789,940 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 12,300,000 | 6,800,000 | — | 600,000 | |||
Net increase (decrease) in shares from share transactions | 12,300,000 | 6,800,000 | — | 600,000 |
(a) | Commencement of operations was March 10, 2021. |
(b) | Commencement of operations was July 7, 2021. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 249 |
JPMorgan BetaBuilders Canada ETF |
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 73,101,394 | $ 116,418,038 | $ 75,984,744 | $ 145,165,781 | |||
Net realized gain (loss) | (5,653,776) | 55,416,108 | (100,370,144) | (6,954,174) | |||
Change in net unrealized appreciation/depreciation | (310,949,638) | 1,736,255,618 | (209,348,998) | 397,969,872 | |||
Change in net assets resulting from operations | (243,502,020) | 1,908,089,764 | (233,734,398) | 536,181,479 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (70,149,474) | (113,624,161) | (130,290,202) | (130,441,819) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 789,077,376 | 636,591,756 | 541,433,079 | 2,241,407,993 | |||
NET ASSETS: | |||||||
Change in net assets | 475,425,882 | 2,431,057,359 | 177,408,479 | 2,647,147,653 | |||
Beginning of period | 6,071,268,619 | 3,640,211,260 | 4,113,118,547 | 1,465,970,894 | |||
End of period | $6,546,694,501 | $6,071,268,619 | $4,290,527,026 | $4,113,118,547 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 802,380,856 | $ 758,394,817 | $ 541,433,079 | $2,313,974,196 | |||
Cost of shares redeemed | (13,303,480) | (121,803,061) | — | (72,566,203) | |||
Total change in net assets resulting from capital transactions | $ 789,077,376 | $ 636,591,756 | $ 541,433,079 | $2,241,407,993 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 11,950,000 | 12,300,000(a) | 10,100,000 | 41,000,000(a) | |||
Redeemed | (200,000) | (1,901,089)(a) | — | (1,301,359)(a) | |||
Net increase (decrease) in shares from share transactions | 11,750,000 | 10,398,911 | 10,100,000 | 39,698,641 |
(a) | Reflects a 1:2 reverse stock split that occurred on April 12, 2021. See Note 1. |
250 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan BetaBuilders Europe ETF |
JPMorgan BetaBuilders International Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 152,777,041 | $ 186,741,805 | $ 47,077,386 | $ 93,794,835 | |||
Net realized gain (loss) | 157,192,929 | 173,173,700 | 34,915,188 | 57,414,713 | |||
Change in net unrealized appreciation/depreciation | (1,582,967,369) | 1,265,712,790 | (523,716,340) | 604,876,597 | |||
Change in net assets resulting from operations | (1,272,997,399) | 1,625,628,295 | (441,723,766) | 756,086,145 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (118,052,301) | (162,749,406) | (67,259,388) | (83,978,586) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 1,411,195,065 | 4,263,568,980 | (225,574,212) | 1,141,362,817 | |||
NET ASSETS: | |||||||
Change in net assets | 20,145,365 | 5,726,447,869 | (734,557,366) | 1,813,470,376 | |||
Beginning of period | 9,427,453,378 | 3,701,005,509 | 3,680,140,678 | 1,866,670,302 | |||
End of period | $ 9,447,598,743 | $ 9,427,453,378 | $2,945,583,312 | $3,680,140,678 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 2,541,825,012 | $ 5,534,506,823 | $ 23,901,233 | $1,372,694,023 | |||
Cost of shares redeemed | (1,130,629,947) | (1,270,937,843) | (249,475,445) | (231,331,206) | |||
Total change in net assets resulting from capital transactions | $ 1,411,195,065 | $ 4,263,568,980 | $ (225,574,212) | $1,141,362,817 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 46,500,000 | 96,500,000(a) | 400,000 | 24,400,000 | |||
Redeemed | (21,000,000) | (24,200,404)(a) | (4,400,000) | (4,000,000) | |||
Net increase (decrease) in shares from share transactions | 25,500,000 | 72,299,596 | (4,000,000) | 20,400,000 |
(a) | Reflects a 1:2 reverse stock split that occurred on April 12, 2021. See Note 1. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 251 |
JPMorgan BetaBuilders Japan ETF |
JPMorgan BetaBuilders U.S. Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 81,362,555 | $ 147,334,454 | $ 6,090,733 | $ 6,535,651 | |||
Net realized gain (loss) | (23,935,043) | 467,914,152 | 5,469,503 | 15,444,975 | |||
Change in net unrealized appreciation/depreciation | (1,373,468,124) | 440,258,321 | (132,132,342) | 123,924,342 | |||
Change in net assets resulting from operations | (1,316,040,612) | 1,055,506,927 | (120,572,106) | 145,904,968 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (220,078,397) | (70,569,312) | (5,648,092) | (5,799,680) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 791,609,166 | 1,556,564,791 | 425,340,386 | 404,128,109 | |||
NET ASSETS: | |||||||
Change in net assets | (744,509,843) | 2,541,502,406 | 299,120,188 | 544,233,397 | |||
Beginning of period | 7,864,537,853 | 5,323,035,447 | 782,605,972 | 238,372,575 | |||
End of period | $ 7,120,028,010 | $ 7,864,537,853 | $1,081,726,160 | $782,605,972 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 1,013,706,529 | $ 3,261,931,039 | $ 449,220,384 | $453,678,097 | |||
Cost of shares redeemed | (222,097,363) | (1,705,366,248) | (23,879,998) | (49,549,988) | |||
Total change in net assets resulting from capital transactions | $ 791,609,166 | $ 1,556,564,791 | $ 425,340,386 | $404,128,109 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 19,000,000 | 57,400,000(a) | 5,550,000 | 6,000,000 | |||
Redeemed | (3,800,000) | (29,802,452)(a) | (300,000) | (700,000) | |||
Net increase (decrease) in shares from share transactions | 15,200,000 | 27,597,548 | 5,250,000 | 5,300,000 |
(a) | Reflects a 1:2 reverse stock split that occurred on April 12, 2021. See Note 1. |
252 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF |
JPMorgan BetaBuilders U.S. Small Cap Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Period
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 8,042,368 | $ 16,342,792 | $ 2,710,714 | $ 2,804,780 | |||
Net realized gain (loss) | 79,589,149 | 191,521,497 | 8,370,011 | 10,807,502 | |||
Change in net unrealized appreciation/depreciation | (354,838,939) | 308,087,619 | (95,382,932) | 21,084,695 | |||
Change in net assets resulting from operations | (267,207,422) | 515,951,908 | (84,302,207) | 34,696,977 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (8,099,081) | (13,365,064) | (2,803,371) | (2,261,493) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 81,334,463 | 207,905,317 | 144,808,705 | 409,626,006 | |||
NET ASSETS: | |||||||
Change in net assets | (193,972,040) | 710,492,161 | 57,703,127 | 442,061,490 | |||
Beginning of period | 1,698,624,114 | 988,131,953 | 442,061,490 | — | |||
End of period | $1,504,652,074 | $1,698,624,114 | $499,764,617 | $ 442,061,490 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 431,896,604 | $1,062,480,424 | $235,676,522 | $ 537,840,503 | |||
Cost of shares redeemed | (350,562,141) | (854,575,107) | (90,867,817) | (128,214,497) | |||
Total change in net assets resulting from capital transactions | $ 81,334,463 | $ 207,905,317 | $144,808,705 | $ 409,626,006 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 5,000,000 | 12,750,000 | 3,925,000 | 8,500,000 | |||
Redeemed | (3,875,000) | (10,000,000) | (1,425,000) | (1,950,000) | |||
Net increase (decrease) in shares from share transactions | 1,125,000 | 2,750,000 | 2,500,000 | 6,550,000 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 253 |
JPMorgan Carbon Transition U.S. Equity ETF |
JPMorgan
Climate Change Solutions ETF | ||||
Six
Months Ended April 30, 2022 (Unaudited) |
Period
Ended October 31, 2021 (a) |
Period
Ended April 30, 2022 (Unaudited)(b) | |||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||
Net investment income (loss) | $ 153,282 | $ 283,722 | $ 108,070 | ||
Net realized gain (loss) | 1,207,718 | 1,302,566 | (1,262,395) | ||
Change in net unrealized appreciation/depreciation | (3,909,797) | 4,455,496 | (4,438,593) | ||
Change in net assets resulting from operations | (2,548,797) | 6,041,784 | (5,592,918) | ||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||
Total distributions to shareholders | (162,100) | (242,528) | (15,288) | ||
CAPITAL TRANSACTIONS: | |||||
Change in net assets resulting from capital transactions | (7,572) | 19,134,138 | 26,388,065 | ||
NET ASSETS: | |||||
Change in net assets | (2,718,469) | 24,933,394 | 20,779,859 | ||
Beginning of period | 24,933,394 | — | — | ||
End of period | $22,214,925 | $24,933,394 | $20,779,859 | ||
CAPITAL TRANSACTIONS: | |||||
Proceeds from shares issued | $ 6,145,953 | $28,088,814 | $26,388,065 | ||
Cost of shares redeemed | (6,153,525) | (8,954,676) | — | ||
Total change in net assets resulting from capital transactions | $ (7,572) | $19,134,138 | $26,388,065 | ||
SHARE TRANSACTIONS: | |||||
Issued | 100,000 | 550,000 | 550,000 | ||
Redeemed | (100,000) | (150,000) | — | ||
Net increase (decrease) in shares from share transactions | — | 400,000 | 550,000 |
(a) | Commencement of operations was December 9, 2020. |
(b) | Commencement of operations was December 13, 2021. |
254 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan Diversified Return Emerging Markets Equity ETF |
JPMorgan Diversified Return International Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 2,633,705 | $ 6,411,783 | $ 14,838,101 | $ 27,890,593 | |||
Net realized gain (loss) | 1,878,833 | 12,861,727 | (3,007,146) | 48,317,967 | |||
Change in net unrealized appreciation/depreciation | (13,128,406) | 35,165,878 | (91,650,248) | 134,443,885 | |||
Change in net assets resulting from operations | (8,615,868) | 54,439,388 | (79,819,293) | 210,652,445 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (3,277,041) | (6,292,381) | (25,631,531) | (25,542,042) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 22,997,561 | (108,024,401) | 24,505,143 | (210,294,305) | |||
NET ASSETS: | |||||||
Change in net assets | 11,104,652 | (59,877,394) | (80,945,681) | (25,183,902) | |||
Beginning of period | 153,882,748 | 213,760,142 | 842,016,222 | 867,200,124 | |||
End of period | $164,987,400 | $ 153,882,748 | $761,070,541 | $ 842,016,222 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 22,997,561 | $ — | $ 35,440,916 | $ 12,477,390 | |||
Cost of shares redeemed | — | (108,024,401) | (10,935,773) | (222,771,695) | |||
Total change in net assets resulting from capital transactions | $ 22,997,561 | $(108,024,401) | $ 24,505,143 | $(210,294,305) | |||
SHARE TRANSACTIONS: | |||||||
Issued | 400,000 | — | 600,000 | 200,000 | |||
Redeemed | — | (1,900,000) | (200,000) | (3,800,000) | |||
Net increase (decrease) in shares from share transactions | 400,000 | (1,900,000) | 400,000 | (3,600,000) |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 255 |
JPMorgan Diversified Return U.S. Equity ETF |
JPMorgan Diversified Return U.S. Mid Cap Equity ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 6,262,246 | $ 12,226,454 | $ 1,677,412 | $ 3,862,473 | |||
Net realized gain (loss) | 74,847,686 | 54,114,412 | 13,112,261 | 40,618,595 | |||
Change in net unrealized appreciation/depreciation | (82,686,736) | 144,832,764 | (23,767,489) | 45,263,900 | |||
Change in net assets resulting from operations | (1,576,804) | 211,173,630 | (8,977,816) | 89,744,968 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (6,843,465) | (11,091,933) | (2,010,115) | (3,596,501) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | (145,802,440) | (26,778,764) | 17,823,576 | (66,547,601) | |||
NET ASSETS: | |||||||
Change in net assets | (154,222,709) | 173,302,933 | 6,835,645 | 19,600,866 | |||
Beginning of period | 710,012,574 | 536,709,641 | 239,808,712 | 220,207,846 | |||
End of period | $ 555,789,865 | $ 710,012,574 | $246,644,357 | $ 239,808,712 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 40,679,940 | $ 90,741,445 | $ 36,612,482 | $ 41,422,965 | |||
Cost of shares redeemed | (186,482,380) | (117,520,209) | (18,788,906) | (107,970,566) | |||
Total change in net assets resulting from capital transactions | $(145,802,440) | $ (26,778,764) | $ 17,823,576 | $ (66,547,601) | |||
SHARE TRANSACTIONS: | |||||||
Issued | 400,000 | 1,000,000 | 400,000 | 500,000 | |||
Redeemed | (1,800,000) | (1,300,000) | (200,000) | (1,300,000) | |||
Net increase (decrease) in shares from share transactions | (1,400,000) | (300,000) | 200,000 | (800,000) |
256 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan Diversified Return U.S. Small Cap Equity ETF |
JPMorgan International Growth ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 1,292,634 | $ 1,963,738 | $ 255,699 | $ 140,679 | |||
Net realized gain (loss) | 4,571,147 | 34,553,371 | (4,003,577) | 3,165,822 | |||
Change in net unrealized appreciation/depreciation | (25,603,507) | 42,626,246 | (15,522,152) | 7,129,158 | |||
Change in net assets resulting from operations | (19,739,726) | 79,143,355 | (19,270,030) | 10,435,659 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (1,287,924) | (2,069,847) | (823,639) | (18,324) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 45,403,442 | (49,484,147) | 17,627,915 | 13,086,957 | |||
NET ASSETS: | |||||||
Change in net assets | 24,375,792 | 27,589,361 | (2,465,754) | 23,504,292 | |||
Beginning of period | 176,262,186 | 148,672,825 | 61,291,950 | 37,787,658 | |||
End of period | $200,637,978 | $176,262,186 | $ 58,826,196 | $61,291,950 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $ 54,291,204 | $ 36,921,776 | $ 17,627,915 | $22,434,133 | |||
Cost of shares redeemed | (8,887,762) | (86,405,923) | — | (9,347,176) | |||
Total change in net assets resulting from capital transactions | $ 45,403,442 | $ (49,484,147) | $ 17,627,915 | $13,086,957 | |||
SHARE TRANSACTIONS: | |||||||
Issued | 1,250,000 | 850,000 | 275,000 | 300,000 | |||
Redeemed | (200,000) | (2,100,000) | — | (125,000) | |||
Net increase (decrease) in shares from share transactions | 1,050,000 | (1,250,000) | 275,000 | 175,000 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 257 |
JPMorgan U.S. Dividend ETF |
JPMorgan U.S. Minimum Volatility ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 725,922 | $ 852,711 | $ 193,476 | $ 394,980 | |||
Net realized gain (loss) | 1,859,699 | 4,235,475 | 944,604 | 1,731,969 | |||
Change in net unrealized appreciation/depreciation | (431,274) | 4,638,990 | (1,385,483) | 4,325,880 | |||
Change in net assets resulting from operations | 2,154,347 | 9,727,176 | (247,403) | 6,452,829 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (761,209) | (743,457) | (204,699) | (383,526) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 13,692,106 | 4,893,156 | 9,898,883 | (23,682,193) | |||
NET ASSETS: | |||||||
Change in net assets | 15,085,244 | 13,876,875 | 9,446,781 | (17,612,890) | |||
Beginning of period | 48,842,278 | 34,965,403 | 20,160,648 | 37,773,538 | |||
End of period | $63,927,522 | $ 48,842,278 | $29,607,429 | $ 20,160,648 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $22,070,844 | $ 33,651,535 | $13,581,532 | $ 1,784,387 | |||
Cost of shares redeemed | (8,378,738) | (28,758,379) | (3,682,649) | (25,466,580) | |||
Total change in net assets resulting from capital transactions | $13,692,106 | $ 4,893,156 | $ 9,898,883 | $(23,682,193) | |||
SHARE TRANSACTIONS: | |||||||
Issued | 650,000 | 1,050,000 | 350,000 | 50,000 | |||
Redeemed | (250,000) | (1,050,000) | (100,000) | (800,000) | |||
Net increase (decrease) in shares from share transactions | 400,000 | — | 250,000 | (750,000) |
258 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan U.S. Momentum Factor ETF |
JPMorgan U.S. Quality Factor ETF | ||||||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 |
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||||||
Net investment income (loss) | $ 1,234,532 | $ 1,432,327 | $ 3,072,602 | $ 6,171,280 | |||
Net realized gain (loss) | 14,249,509 | 30,365,700 | 25,729,857 | 78,968,597 | |||
Change in net unrealized appreciation/depreciation | (59,700,441) | 28,802,240 | (61,075,046) | 47,024,395 | |||
Change in net assets resulting from operations | (44,216,400) | 60,600,267 | (32,272,587) | 132,164,272 | |||
DISTRIBUTIONS TO SHAREHOLDERS: | |||||||
Total distributions to shareholders | (1,079,079) | (1,301,587) | (3,078,455) | (6,236,190) | |||
CAPITAL TRANSACTIONS: | |||||||
Change in net assets resulting from capital transactions | 68,361,674 | 27,816,405 | 45,144,929 | (117,395,200) | |||
NET ASSETS: | |||||||
Change in net assets | 23,066,195 | 87,115,085 | 9,793,887 | 8,532,882 | |||
Beginning of period | 221,858,171 | 134,743,086 | 393,204,091 | 384,671,209 | |||
End of period | $244,924,366 | $221,858,171 | $ 402,997,978 | $ 393,204,091 | |||
CAPITAL TRANSACTIONS: | |||||||
Proceeds from shares issued | $126,908,115 | $ 98,690,820 | $ 148,475,017 | $ 173,997,583 | |||
Cost of shares redeemed | (58,546,441) | (70,874,415) | (103,330,088) | (291,392,783) | |||
Total change in net assets resulting from capital transactions | $ 68,361,674 | $ 27,816,405 | $ 45,144,929 | $(117,395,200) | |||
SHARE TRANSACTIONS: | |||||||
Issued | 2,800,000 | 2,300,000 | 3,500,000 | 4,500,000 | |||
Redeemed | (1,300,000) | (1,650,000) | (2,450,000) | (7,650,000) | |||
Net increase (decrease) in shares from share transactions | 1,500,000 | 650,000 | 1,050,000 | (3,150,000) |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 259 |
JPMorgan U.S. Value Factor ETF | |||
Six
Months Ended April 30, 2022 (Unaudited) |
Year
Ended October 31, 2021 | ||
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS: | |||
Net investment income (loss) | $ 4,915,113 | $ 11,282,222 | |
Net realized gain (loss) | 8,871,515 | 73,664,284 | |
Change in net unrealized appreciation/depreciation | (42,850,350) | 11,907,585 | |
Change in net assets resulting from operations | (29,063,722) | 96,854,091 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |||
Total distributions to shareholders | (5,407,928) | (9,906,929) | |
CAPITAL TRANSACTIONS: | |||
Change in net assets resulting from capital transactions | 165,335,830 | 251,164,170 | |
NET ASSETS: | |||
Change in net assets | 130,864,180 | 338,111,332 | |
Beginning of period | 400,579,487 | 62,468,155 | |
End of period | $531,443,667 | $ 400,579,487 | |
CAPITAL TRANSACTIONS: | |||
Proceeds from shares issued | $230,396,689 | $1,140,325,211 | |
Cost of shares redeemed | (65,060,859) | (889,161,041) | |
Total change in net assets resulting from capital transactions | $165,335,830 | $ 251,164,170 | |
SHARE TRANSACTIONS: | |||
Issued | 6,200,000 | 32,750,000 | |
Redeemed | (1,750,000) | (24,450,000) | |
Net increase (decrease) in shares from share transactions | 4,450,000 | 8,300,000 |
260 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Per share operating performance | |||||||
Investment operations | Distributions | ||||||
Net
asset value, beginning of period |
Net
investment income (loss) (b) |
Net
realized and unrealized gains (losses) on investments |
Total
from investment operations |
Net
investment income |
Net realized gain | ||
JPMorgan ActiveBuilders Emerging Markets Equity ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | $47.92 | $0.37 | $ (9.45) | $ (9.08) | $(0.63) | $(0.09) | |
March 10, 2021 (g) through October 31, 2021 | 48.00 | 0.66 | (0.74) | (0.08) | — | — | |
JPMorgan ActiveBuilders International Equity ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 49.03 | 0.62 | (6.99) | (6.37) | (0.53) | — | |
July 7, 2021 (g) through October 31, 2021 | 48.00 | 0.35 | 0.68 | 1.03 | — | — | |
JPMorgan BetaBuilders Canada ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 67.80 | 0.77 | (3.19) | (2.42) | (0.75) | — | |
Year Ended October 31, 2021 (j) | 45.99 | 1.38 | 21.78 | 23.16 | (1.35) | — | |
Year Ended October 31, 2020 (j) | 49.78 | 1.29 | (3.82) | (2.53) | (1.26) | — | |
Year Ended October 31, 2019 (j) | 45.19 | 1.31 | 4.47 | 5.78 | (1.19) | — | |
August 7, 2018 (g) through October 31, 2018 (j) | 49.31 | 0.29 | (4.31) | (4.02) | (0.10) | — | |
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 56.89 | 0.98 | (4.10) | (3.12) | (1.70) | — | |
Year Ended October 31, 2021 (j) | 44.97 | 2.44 | 11.48 | 13.92 | (2.00) | — | |
Year Ended October 31, 2020 (j) | 50.63 | 1.58 | (5.65) | (4.07) | (1.59) | — | |
Year Ended October 31, 2019 (j) | 45.36 | 2.10 | 5.17 | 7.27 | (2.00) | — | |
August 7, 2018 (g) through October 31, 2018 (j) | 50.73 | 0.44 | (5.48) | (5.04) | (0.33) | — | |
JPMorgan BetaBuilders Europe ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 59.74 | 0.88 | (8.39) | (7.51) | (0.69) | — | |
Year Ended October 31, 2021 (j) | 43.29 | 1.67 | 16.19 | 17.86 | (1.41) | — | |
Year Ended October 31, 2020 (j) | 48.71 | 1.08 | (5.43) | (4.35) | (1.07) | — | |
Year Ended October 31, 2019 (j) | 45.19 | 1.79 | 3.28 | 5.07 | (1.55) | — | |
June 15, 2018 (g) through October 31, 2018 (j) | 49.58 | 0.26 | (4.58) | (4.32) | (0.07) | — |
| |
(a) | Annualized for periods less than one year, unless otherwise noted. |
(b) | Calculated based upon average shares outstanding. |
(c) | Includes adjustments in accordance with accounting principles generally accepted in the United States of America and as such, the net asset values for financial reporting purposes and the returns based upon those net asset values may differ from the net asset values and returns for shareholder transactions. |
(d) | Not annualized for periods less than one year. |
(e) | Prior to December 9, 2019, market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the midpoint of the bid/ask spread at the close of business on the listing exchange of the fund. Effective December 9, 2019, the closing price was used to calculate the market price return; however, any prices used in the calculation for market price return prior to December 9, 2019, would have used the midpoint of the bid/ask spread at the close of business on the exchange. |
(f) | Certain non-recurring expenses incurred by the Fund were not annualized for the period indicated. |
(g) | Commencement of operations. |
(h) | Since the Shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from the inception to the first day of secondary market trading, the NAV is used as a proxy for the secondary market trading price to calculate the market returns. |
(i) | Does not include expenses of unaffiliated Underlying Funds. |
(j) | Per share amounts reflects a 1:2 reverse stock split that occurred on April 12, 2021. See Note 1. |
(k) | Prior to November 1, 2019, the Fund may have waived fees if expenses exceeded the expense cap. On November 1, 2019, the Fund adopted a unitary fee structure where a management fee is accrued by the fund based on prior day net assets and other expenses are paid by the Advisor. |
262 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Ratios/Supplemental data | ||||||||||
Ratios to average net assets (a) | ||||||||||
Total
distributions |
Net
asset value, end of period |
Market
price, end of period |
Total
return (c)(d) |
Market
price total return (d)(e) |
Net
assets, end of period |
Net
expenses |
Net
investment income (loss) |
Expenses
without waives and reimbursements |
Portfolio
turnover rate (d) |
|
$(0.72) | $38.12 | $38.18 | (19.20)% | (19.50)% | $ 728,181,840 | 0.33(f)% | 1.72% | 0.33(f)% | 11% | |
— | 47.92 | 48.17 | (0.17) | 0.35(h) | 325,863,960 | 0.30(i) | 2.11 | 0.33(i) | 40 | |
(0.53) | 42.13 | 42.05 | (13.12) | (13.60) | 25,275,445 | 0.25(f) | 2.68 | 0.25(f) | 14 | |
— | 49.03 | 49.21 | 2.15 | 2.52(h) | 29,419,956 | 0.25 | 2.23 | 0.25 | 9 | |
(0.75) | 64.63 | 64.68 | (3.59) | (3.77) | 6,546,694,501 | 0.19(f) | 2.31 | 0.19(f) | 3 | |
(1.35) | 67.80 | 67.98 | 50.77 | 50.84 | 6,071,268,619 | 0.19 | 2.28 | 0.19 | 2 | |
(1.26) | 45.99 | 46.10 | (4.98) | (4.81) | 3,640,211,260 | 0.19 | 2.74 | 0.19 | 4 | |
(1.19) | 49.78 | 49.80 | 13.08 | 12.97 | 3,800,754,020 | 0.19 | 2.73 | 0.34(k) | 7 | |
(0.10) | 45.19 | 45.24 | (8.18) | (8.05)(h) | 2,044,698,826 | 0.19(f) | 2.55 | 0.37(k) | 1 | |
(1.70) | 52.07 | 52.00 | (5.55) | (6.07) | 4,290,527,026 | 0.19(f) | 3.65 | 0.19(f) | 10 | |
(2.00) | 56.89 | 57.12 | 31.14 | 31.26 | 4,113,118,547 | 0.19 | 4.26 | 0.19 | 6 | |
(1.59) | 44.97 | 45.10 | (7.87) | (7.45) | 1,465,970,894 | 0.19 | 3.40 | 0.19 | 6 | |
(2.00) | 50.63 | 50.54 | 16.18 | 15.94 | 1,442,853,830 | 0.19 | 4.22 | 0.39(k) | 7 | |
(0.33) | 45.36 | 45.38 | (9.97) | (9.93)(h) | 603,313,934 | 0.19(f) | 3.94 | 0.45(f)(k) | 2 | |
(0.69) | 51.54 | 51.34 | (12.68) | (13.28) | 9,447,598,743 | 0.09(f) | 3.14 | 0.09(f) | 4 | |
(1.41) | 59.74 | 59.92 | 41.54 | 41.77 | 9,427,453,378 | 0.09 | 2.92 | 0.09 | 6 | |
(1.07) | 43.29 | 43.34 | (8.92) | (8.90) | 3,701,005,509 | 0.09 | 2.33 | 0.09 | 5 | |
(1.55) | 48.71 | 48.78 | 11.43 | 11.32 | 3,853,145,624 | 0.09 | 3.83 | 0.25(k) | 7 | |
(0.07) | 45.19 | 45.28 | (8.75) | (8.55)(h) | 1,314,930,292 | 0.09(f) | 1.45 | 0.34(f)(k) | 2 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 263 |
Per share operating performance | ||||||
Investment operations | Distributions | |||||
Net
asset value, beginning of period |
Net
investment income (loss) (b) |
Net
realized and unrealized gains (losses) on investments |
Total
from investment operations |
Net
investment income | ||
JPMorgan BetaBuilders International Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | $60.53 | $0.80 | $ (8.33) | $ (7.53) | $(1.14) | |
Year Ended October 31, 2021 | 46.20 | 1.67 | 14.10 | 15.77 | (1.44) | |
December 3, 2019 (g) through October 31, 2020 | 49.79 | 1.05 | (4.26)(h) | (3.21) | (0.38) | |
JPMorgan BetaBuilders Japan ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 57.16 | 0.57 | (9.54) | (8.97) | (1.59) | |
Year Ended October 31, 2021 (j) | 48.39 | 1.04 | 8.36 | 9.40 | (0.63) | |
Year Ended October 31, 2020 (j) | 49.07 | 0.84 | (0.39) | 0.45 | (1.13) | |
Year Ended October 31, 2019 (j) | 45.45 | 0.97 | 2.93 | 3.90 | (0.28) | |
June 15, 2018 (g) through October 31, 2018 (j) | 49.58 | 0.48 | (4.61) | (4.13) | — | |
JPMorgan BetaBuilders U.S. Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 84.15 | 0.53 | (9.83) | (9.30) | (0.50) | |
Year Ended October 31, 2021 | 59.59 | 1.02 | 24.48 | 25.50 | (0.94) | |
Year Ended October 31, 2020 | 54.60 | 1.14 | 4.83 | 5.97 | (0.98) | |
March 12, 2019 (g) through October 31, 2019 | 50.14 | 0.68 | 4.29 | 4.97 | (0.51) | |
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 93.59 | 0.46 | (15.53) | (15.07) | (0.46) | |
Year Ended October 31, 2021 | 64.16 | 0.90 | 29.27 | 30.17 | (0.74) | |
April 14, 2020 (g) through October 31, 2020 | 50.78 | 0.33 | 13.32(h) | 13.65 | (0.27) | |
JPMorgan BetaBuilders U.S. Small Cap Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 67.49 | 0.40 | (12.25) | (11.85) | (0.42) | |
November 16, 2020 (g) through October 31, 2021 | 51.27 | 0.62 | 16.04 | 16.66 | (0.44) |
| |
(a) | Annualized for periods less than one year, unless otherwise noted. |
(b) | Calculated based upon average shares outstanding. |
(c) | Includes adjustments in accordance with accounting principles generally accepted in the United States of America and as such, the net asset values for financial reporting purposes and the returns based upon those net asset values may differ from the net asset values and returns for shareholder transactions. |
(d) | Not annualized for periods less than one year. |
(e) | Prior to December 9, 2019, market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the midpoint of the bid/ask spread at the close of business on the listing exchange of the fund. Effective December 9, 2019, the closing price was used to calculate the market price return; however, any prices used in the calculation for market price return prior to December 9, 2019, would have used the midpoint of the bid/ask spread at the close of business on the exchange. |
(f) | Certain non-recurring expenses incurred by the Fund were not annualized for the period indicated. |
(g) | Commencement of operations. |
(h) | Calculation of the net realized and unrealized gains (losses) per share do not correlate with the Fund’s net realized and unrealized gains (losses) presented in the Statement of Operations due to the timing of capital transactions in relation to the fluctuating market values of the Fund’s investments. |
(i) | Since the Shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from the inception to the first day of secondary market trading, the NAV is used as a proxy for the secondary market trading price to calculate the market returns. |
(j) | Per share amounts reflects a 1:2 reverse stock split that occurred on April 12, 2021. See Note 1. |
(k) | Prior to November 1, 2019, the Fund may have waived fees if expenses exceeded the expense cap. On November 1, 2019, the Fund adopted a unitary fee structure where a management fee is accrued by the fund based on prior day net assets and other expenses are paid by the Advisor. |
264 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Ratios/Supplemental data | |||||||||
Ratios to average net assets (a) | |||||||||
Net
asset value, end of period |
Market
price, end of period |
Total
return (c)(d) |
Market
price total return (d)(e) |
Net
assets, end of period |
Net
expenses |
Net
investment income (loss) |
Expenses
without waives and reimbursements |
Portfolio
turnover rate (d) |
|
$51.86 | $51.71 | (12.64)% | (13.05)% | $2,945,583,312 | 0.07(f)% | 2.81% | 0.07(f)% | 3% | |
60.53 | 60.64 | 34.26 | 34.24 | 3,680,140,678 | 0.07 | 2.85 | 0.07 | 5 | |
46.20 | 46.29 | (6.45) | (6.27)(i) | 1,866,670,302 | 0.07 | 2.40 | 0.07 | 8 | |
46.60 | 46.65 | (16.12) | (16.10) | 7,120,028,010 | 0.19(f) | 2.17 | 0.19(f) | 1 | |
57.16 | 57.21 | 19.47 | 18.98 | 7,864,537,853 | 0.19 | 1.83 | 0.19 | 3 | |
48.39 | 48.64 | 0.87 | 1.24 | 5,323,035,447 | 0.19 | 1.77 | 0.19 | 5 | |
49.07 | 49.14 | 8.74 | 9.07 | 4,318,521,919 | 0.19 | 2.14 | 0.33(f)(k) | 4 | |
45.45 | 45.36 | (8.35) | (8.51)(i) | 2,336,087,667 | 0.19(f) | 2.63 | 0.37(f)(k) | 5 | |
74.35 | 74.35 | (11.12) | (11.08) | 1,081,726,160 | 0.02(f) | 1.30 | 0.02(f) | 2 | |
84.15 | 84.11 | 43.02 | 42.97 | 782,605,972 | 0.02 | 1.34 | 0.02 | 4 | |
59.59 | 59.58 | 11.09 | 11.05 | 238,372,575 | 0.02 | 1.99 | 0.02 | 4 | |
54.60 | 54.61 | 9.95 | 9.97(i) | 46,409,125 | 0.02 | 2.01 | 0.02 | 3 | |
78.06 | 77.99 | (16.16) | (16.31) | 1,504,652,074 | 0.07(f) | 1.06 | 0.07(f) | 17 | |
93.59 | 93.68 | 47.15 | 47.52 | 1,698,624,114 | 0.07 | 1.05 | 0.07 | 27 | |
64.16 | 64.06 | 26.91 | 26.71(i) | 988,131,953 | 0.07 | 0.91 | 0.07 | 7 | |
55.22 | 55.16 | (17.64) | (17.81) | 499,764,617 | 0.09(f) | 1.29 | 0.09(f) | 17 | |
67.49 | 67.56 | 32.56 | 32.70(i) | 442,061,490 | 0.09 | 0.98 | 0.09 | 27 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 265 |
Per share operating performance | ||||||
Investment operations | Distributions | |||||
Net
asset value, beginning of period |
Net
investment income (loss) (b) |
Net
realized and unrealized gains (losses) on investments |
Total
from investment operations |
Net
investment income | ||
JPMorgan Carbon Transition U.S. Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | $ 62.33 | $0.38 | $ (6.76) | $ (6.38) | $(0.41) | |
December 9, 2020 (g) through October 31, 2021 | 49.29 | 0.63 | 12.95 | 13.58 | (0.54) | |
JPMorgan Climate Change Solutions ETF | ||||||
December 13, 2021 (g) through April 30, 2022 (Unaudited) | 48.00 | 0.20 | (10.39) | (10.19) | (0.03) | |
JPMorgan Diversified Return Emerging Markets Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 56.99 | 0.86 | (3.57) | (2.71) | (1.06) | |
Year Ended October 31, 2021 | 46.47 | 1.81 | 10.70 | 12.51 | (1.99) | |
Year Ended October 31, 2020 | 54.43 | 1.46 | (7.48) | (6.02) | (1.94) | |
Year Ended October 31, 2019 | 50.91 | 2.07 | 2.97 | 5.04 | (1.52) | |
Year Ended October 31, 2018 | 57.15 | 1.59 | (5.37) | (3.78) | (2.46) | |
Year Ended October 31, 2017 | 48.68 | 1.50 | 7.56 | 9.06 | (0.59) | |
JPMorgan Diversified Return International Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 61.02 | 1.05 | (6.65) | (5.60) | (1.82) | |
Year Ended October 31, 2021 | 49.84 | 1.91 | 11.03 | 12.94 | (1.76) | |
Year Ended October 31, 2020 | 55.06 | 1.35 | (5.01) | (3.66) | (1.56) | |
Year Ended October 31, 2019 | 53.10 | 1.77 | 1.90 | 3.67 | (1.71) | |
Year Ended October 31, 2018 | 59.18 | 1.51 | (5.29) | (3.78) | (2.30) | |
Year Ended October 31, 2017 | 50.00 | 1.43 | 8.57 | 10.00 | (0.82) | |
JPMorgan Diversified Return U.S. Equity ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 101.43 | 0.98 | (2.11) | (1.13) | (1.05) | |
Year Ended October 31, 2021 | 73.52 | 1.71 | 27.76 | 29.47 | (1.56) | |
Year Ended October 31, 2020 | 76.44 | 1.65 | (2.82) | (1.17) | (1.75) | |
Year Ended October 31, 2019 | 69.92 | 1.66 | 6.34 | 8.00 | (1.48) | |
Year Ended October 31, 2018 | 68.52 | 1.39 | 1.88 | 3.27 | (1.87) | |
Year Ended October 31, 2017 | 57.06 | 1.17 | 10.75 | 11.92 | (0.46) |
| |
(a) | Annualized for periods less than one year, unless otherwise noted. |
(b) | Calculated based upon average shares outstanding. |
(c) | Includes adjustments in accordance with accounting principles generally accepted in the United States of America and as such, the net asset values for financial reporting purposes and the returns based upon those net asset values may differ from the net asset values and returns for shareholder transactions. |
(d) | Not annualized for periods less than one year. |
(e) | Prior to December 9, 2019, market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the midpoint of the bid/ask spread at the close of business on the listing exchange of the fund. Effective December 9, 2019, the closing price was used to calculate the market price return; however, any prices used in the calculation for market price return prior to December 9, 2019, would have used the midpoint of the bid/ask spread at the close of business on the exchange. |
(f) | Certain non-recurring expenses incurred by the Fund were not annualized for the period indicated. |
(g) | Commencement of operations. |
(h) | Since the Shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from the inception to the first day of secondary market trading, the NAV is used as a proxy for the secondary market trading price to calculate the market returns. |
(i) | Prior to November 1, 2019, the Fund may have waived fees if expenses exceeded the expense cap. On November 1, 2019, the Fund adopted a unitary fee structure where a management fee is accrued by the fund based on prior day net assets and other expenses are paid by the Advisor. |
266 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Ratios/Supplemental data | |||||||||
Ratios to average net assets (a) | |||||||||
Net
asset value, end of period |
Market
price, end of period |
Total
return (c)(d) |
Market
price total return (d)(e) |
Net
assets, end of period |
Net
expenses |
Net
investment income (loss) |
Expenses
without waives and reimbursements |
Portfolio
turnover rate (d) |
|
$ 55.54 | $ 55.49 | (10.31)% | (10.41)% | $ 22,214,925 | 0.15(f)% | 1.26% | 0.15(f)% | 7% | |
62.33 | 62.34 | 27.68 | 27.70(h) | 24,933,394 | 0.15 | 1.26 | 0.15 | 27 | |
37.78 | 37.82 | (21.24) | (21.16)(h) | 20,779,859 | 0.49 | 1.23 | 0.49 | 15 | |
53.22 | 53.00 | (4.84) | (5.33) | 164,987,400 | 0.44(f) | 3.07 | 0.44(f) | 15 | |
56.99 | 57.05 | 26.93 | 27.80 | 153,882,748 | 0.44 | 3.18 | 0.44 | 29 | |
46.47 | 46.21 | (11.20) | (11.80) | 213,760,142 | 0.44 | 2.97 | 0.44 | 26 | |
54.43 | 54.50 | 10.00 | 10.31 | 353,795,416 | 0.45 | 3.87 | 0.87(i) | 51 | |
50.91 | 50.83 | (6.93) | (7.43) | 213,804,252 | 0.45 | 2.80 | 0.96(i) | 53 | |
57.15 | 57.36 | 18.95 | 18.65 | 165,741,046 | 0.45 | 2.85 | 1.06(i) | 60 | |
53.60 | 53.48 | (9.40) | (9.69) | 761,070,541 | 0.37(f) | 3.64 | 0.37(f) | 15 | |
61.02 | 61.08 | 26.00 | 26.08 | 842,016,222 | 0.37 | 3.14 | 0.37 | 35 | |
49.84 | 49.86 | (6.72) | (6.62) | 867,200,124 | 0.37 | 2.61 | 0.37 | 23 | |
55.06 | 55.02 | 7.05 | 7.23 | 1,282,867,303 | 0.38 | 3.27 | 0.41(i) | 25 | |
53.10 | 52.98 | (6.72) | (7.22) | 1,444,332,261 | 0.40 | 2.57 | 0.44(i) | 28 | |
59.18 | 59.36 | 20.35 | 20.30 | 1,159,887,006 | 0.43 | 2.63 | 0.51(i) | 29 | |
99.25 | 99.17 | (1.15) | (1.26) | 555,789,865 | 0.18(f) | 1.92 | 0.18(f) | 13 | |
101.43 | 101.46 | 40.36 | 40.44 | 710,012,574 | 0.18 | 1.86 | 0.18 | 33 | |
73.52 | 73.50 | (1.40) | (1.44) | 536,709,641 | 0.18 | 2.26 | 0.18 | 21 | |
76.44 | 76.45 | 11.65 | 11.65 | 802,625,997 | 0.19 | 2.27 | 0.37(i) | 24 | |
69.92 | 69.93 | 4.74 | 4.70 | 559,362,329 | 0.19 | 1.95 | 0.41(i) | 32 | |
68.52 | 68.55 | 20.99 | 21.02 | 356,298,771 | 0.21 | 1.83 | 0.47(i) | 27 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 267 |
Per share operating performance | |||||||
Investment operations | Distributions | ||||||
Net
asset value, beginning of period |
Net
investment income (loss) (b) |
Net
realized and unrealized gains (losses) on investments |
Total
from investment operations |
Net
investment income |
Net realized gain | ||
JPMorgan Diversified Return U.S. Mid Cap Equity ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | $92.23 | $0.66 | $ (4.01) | $ (3.35) | $(0.79) | $ — | |
Year Ended October 31, 2021 | 64.77 | 1.30 | 27.36 | 28.66 | (1.20) | — | |
Year Ended October 31, 2020 | 67.13 | 1.18 | (2.38) | (1.20) | (1.16) | — | |
Year Ended October 31, 2019 | 62.24 | 1.18 | 4.78 | 5.96 | (1.07) | — | |
Year Ended October 31, 2018 | 62.06 | 1.06 | 0.59 | 1.65 | (1.47) | — | |
Year Ended October 31, 2017 | 51.65 | 0.89 | 10.02 | 10.91 | (0.50) | — | |
JPMorgan Diversified Return U.S. Small Cap Equity ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 45.20 | 0.30 | (4.65) | (4.35) | (0.32) | — | |
Year Ended October 31, 2021 | 28.87 | 0.46 | 16.35 | 16.81 | (0.48) | — | |
Year Ended October 31, 2020 | 30.84 | 0.44 | (2.01) | (1.57) | (0.40) | — | |
Year Ended October 31, 2019 | 29.58 | 0.42 | 1.22 | 1.64 | (0.38) | — | |
Year Ended October 31, 2018 | 28.95 | 0.33 | 0.73 | 1.06 | (0.43) | — | |
November 15, 2016 (h) through October 31, 2017 | 25.00 | 0.28 | 3.71 | 3.99 | (0.04) | — | |
JPMorgan International Growth ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 79.09 | 0.29 | (22.33) | (22.04) | (0.49) | (0.54) | |
Year Ended October 31, 2021 | 62.98 | 0.19 | 15.95 | 16.14 | (0.03) | — | |
May 20, 2020 (h) through October 31, 2020 | 51.83 | 0.05 | 11.10 | 11.15 | — | — | |
JPMorgan U.S. Dividend ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 32.56 | 0.45 | 1.12 | 1.57 | (0.48) | — | |
Year Ended October 31, 2021 | 23.31 | 0.90 | 9.35 | 10.25 | (1.00) | — | |
Year Ended October 31, 2020 | 27.09 | 0.91 | (3.79) | (2.88) | (0.90) | — | |
Year Ended October 31, 2019 | 24.92 | 0.93 | 2.11 | 3.04 | (0.87) | — | |
November 8, 2017 (h) through October 31, 2018 | 25.00 | 0.96 | (0.17) | 0.79 | (0.87) | — | |
JPMorgan U.S. Minimum Volatility ETF | |||||||
Six Months Ended April 30, 2022 (Unaudited) | 36.66 | 0.34 | 0.38(j) | 0.72 | (0.37) | — | |
Year Ended October 31, 2021 | 29.06 | 0.63 | 7.67 | 8.30 | (0.70) | — | |
Year Ended October 31, 2020 | 30.21 | 0.67 | (1.10) | (0.43) | (0.72) | — | |
Year Ended October 31, 2019 | 26.14 | 0.64 | 3.95 | 4.59 | (0.52) | — | |
November 8, 2017 (h) through October 31, 2018 | 25.00 | 0.59 | 1.08 | 1.67 | (0.53) | — |
| |
(a) | Annualized for periods less than one year, unless otherwise noted. |
(b) | Calculated based upon average shares outstanding. |
(c) | Includes adjustments in accordance with accounting principles generally accepted in the United States of America and as such, the net asset values for financial reporting purposes and the returns based upon those net asset values may differ from the net asset values and returns for shareholder transactions. |
(d) | Not annualized for periods less than one year. |
(e) | Prior to December 9, 2019, market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the midpoint of the bid/ask spread at the close of business on the listing exchange of the fund. Effective December 9, 2019, the closing price was used to calculate the market price return; however, any prices used in the calculation for market price return prior to December 9, 2019, would have used the midpoint of the bid/ask spread at the close of business on the exchange. |
(f) | Certain non-recurring expenses incurred by the Fund were not annualized for the period indicated. |
(g) | Prior to November 1, 2019, the Fund may have waived fees if expenses exceeded the expense cap. On November 1, 2019, the Fund adopted a unitary fee structure where a management fee is accrued by the fund based on prior day net assets and other expenses are paid by the Advisor. |
(h) | Commencement of operations. |
(i) | Since the Shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from the inception to the first day of secondary market trading, the NAV is used as a proxy for the secondary market trading price to calculate the market returns. |
(j) | Calculation of the net realized and unrealized gains (losses) per share do not correlate with the Fund’s net realized and unrealized gains (losses) presented in the Statement of Operations due to the timing of capital transactions in relation to the fluctuating market values of the Fund’s investments. |
268 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Ratios/Supplemental data | ||||||||||
Ratios to average net assets (a) | ||||||||||
Total
distributions |
Net
asset value, end of period |
Market
price, end of period |
Total
return (c)(d) |
Market
price total return (d)(e) |
Net
assets, end of period |
Net
expenses |
Net
investment income (loss) |
Expenses
without waives and reimbursements |
Portfolio
turnover rate (d) |
|
$(0.79) | $88.09 | $88.04 | (3.67)% | (3.80)% | $246,644,357 | 0.24(f)% | 1.44% | 0.24(f)% | 13% | |
— | 92.23 | 92.30 | 44.51 | 44.73 | 239,808,712 | 0.24 | 1.57 | 0.24 | 34 | |
— | 64.77 | 64.72 | (1.66) | (1.79) | 220,207,846 | 0.24 | 1.86 | 0.24 | 28 | |
— | 67.13 | 67.17 | 9.73 | 9.780 | 187,973,791 | 0.24 | 1.82 | 0.43(g) | 25 | |
— | 62.24 | 62.25 | 2.59 | 2.57 | 112,028,180 | 0.24 | 1.64 | 0.50(g) | 35 | |
— | 62.06 | 62.08 | 21.25 | 21.31 | 62,063,250 | 0.26 | 1.54 | 0.62(g) | 31 | |
(0.32) | 40.53 | 40.48 | (9.70) | (9.89) | 200,637,978 | 0.29(f) | 1.37 | 0.29(f) | 14 | |
— | 45.20 | 45.24 | 58.49 | 58.25 | 176,262,186 | 0.29 | 1.13 | 0.29 | 37 | |
— | 28.87 | 28.94 | (4.99) | (4.85) | 148,672,825 | 0.29 | 1.54 | 0.29 | 30 | |
— | 30.84 | 30.87 | 5.64 | 5.75 | 140,343,327 | 0.29 | 1.40 | 0.54(g) | 43 | |
— | 29.58 | 29.58 | 3.61 | 3.43 | 96,135,254 | 0.29 | 1.08 | 0.61(g) | 30 | |
— | 28.95 | 29.00 | 15.96 | 16.16(i) | 55,011,105 | 0.31(f) | 1.08 | 0.97(f)(g) | 24 | |
(1.03) | 56.02 | 55.95 | (28.20) | (28.56) | 58,826,196 | 0.55(f) | 0.87 | 0.55(f) | 16 | |
(0.03) | 79.09 | 79.40 | 25.63 | 25.85 | 61,291,950 | 0.55 | 0.25 | 0.55 | 37 | |
— | 62.98 | 63.12 | 21.51 | 21.78(i) | 37,787,658 | 0.55 | 0.16 | 0.55 | 12 | |
(0.48) | 33.65 | 33.53 | 4.83 | 4.36 | 63,927,522 | 0.12(f) | 2.67 | 0.12(f) | 10 | |
(1.00) | 32.56 | 32.59 | 44.70 | 45.15 | 48,842,278 | 0.12 | 2.92 | 0.12 | 32 | |
(0.90) | 23.31 | 23.26 | (10.50) | (10.72) | 34,965,403 | 0.12 | 3.78 | 0.12 | 26 | |
(0.87) | 27.09 | 27.10 | 12.57 | 12.69 | 40,631,525 | 0.12 | 3.59 | 0.63(g) | 20 | |
(0.87) | 24.92 | 24.90 | 3.08 | 2.99(i) | 27,411,126 | 0.12(f) | 3.81 | 0.76(f)(g) | 24 | |
(0.37) | 37.01 | 36.99 | 1.96 | 1.82 | 29,607,429 | 0.12(f) | 1.82 | 0.12(f) | 8 | |
(0.70) | 36.66 | 36.69 | 28.87 | 29.38 | 20,160,648 | 0.12 | 1.88 | 0.12 | 22 | |
(0.72) | 29.06 | 28.97 | (1.32) | (1.69) | 37,773,538 | 0.12 | 2.29 | 0.12 | 23 | |
(0.52) | 30.21 | 30.23 | 17.82 | 17.90 | 107,244,658 | 0.12 | 2.22 | 0.54(g) | 15 | |
(0.53) | 26.14 | 26.14 | 6.69 | 6.69(i) | 27,445,770 | 0.12(f) | 2.33 | 0.76(f)(g) | 17 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 269 |
Per share operating performance | ||||||
Investment operations | Distributions | |||||
Net
asset value, beginning of period |
Net
investment income (loss) (b) |
Net
realized and unrealized gains (losses) on investments |
Total
from investment operations |
Net
investment income | ||
JPMorgan U.S. Momentum Factor ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | $47.71 | $0.22 | $ (7.91) | $ (7.69) | $(0.19) | |
Year Ended October 31, 2021 | 33.68 | 0.34 | 14.00 | 14.34 | (0.31) | |
Year Ended October 31, 2020 | 29.04 | 0.35 | 4.63 | 4.98 | (0.34) | |
Year Ended October 31, 2019 | 25.98 | 0.37 | 2.99 | 3.36 | (0.30) | |
November 8, 2017 (h) through October 31, 2018 | 25.00 | 0.35 | 0.95 | 1.30 | (0.32) | |
JPMorgan U.S. Quality Factor ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 43.45 | 0.32 | (3.55) | (3.23) | (0.32) | |
Year Ended October 31, 2021 | 31.53 | 0.60 | 11.91 | 12.51 | (0.59) | |
Year Ended October 31, 2020 | 29.74 | 0.56 | 1.70 | 2.26 | (0.47) | |
Year Ended October 31, 2019 | 26.56 | 0.58 | 3.11 | 3.69 | (0.51) | |
November 8, 2017 (h) through October 31, 2018 | 25.00 | 0.52 | 1.52 | 2.04 | (0.48) | |
JPMorgan U.S. Value Factor ETF | ||||||
Six Months Ended April 30, 2022 (Unaudited) | 37.09 | 0.37 | (2.20) | (1.83) | (0.41) | |
Year Ended October 31, 2021 | 24.99 | 0.72 | 12.03 | 12.75 | (0.65) | |
Year Ended October 31, 2020 | 27.29 | 0.77 | (2.29) | (1.52) | (0.78) | |
Year Ended October 31, 2019 | 25.21 | 0.75 | 1.97 | 2.72 | (0.64) | |
November 8, 2017 (h) through October 31, 2018 | 25.00 | 0.64 | 0.16 | 0.80 | (0.59) |
| |
(a) | Annualized for periods less than one year, unless otherwise noted. |
(b) | Calculated based upon average shares outstanding. |
(c) | Includes adjustments in accordance with accounting principles generally accepted in the United States of America and as such, the net asset values for financial reporting purposes and the returns based upon those net asset values may differ from the net asset values and returns for shareholder transactions. |
(d) | Not annualized for periods less than one year. |
(e) | Prior to December 9, 2019, market price return was calculated assuming an initial investment made at the market price at the beginning of the reporting period, reinvestment of all dividends and distributions at market price during the period, and sale at the market price on the last day of the period. The price used to calculate the market price return was the midpoint of the bid/ask spread at the close of business on the listing exchange of the fund. Effective December 9, 2019, the closing price was used to calculate the market price return; however, any prices used in the calculation for market price return prior to December 9, 2019, would have used the midpoint of the bid/ask spread at the close of business on the exchange. |
(f) | Certain non-recurring expenses incurred by the Fund were not annualized for the period indicated. |
(g) | Prior to November 1, 2019, the Fund may have waived fees if expenses exceeded the expense cap. On November 1, 2019, the Fund adopted a unitary fee structure where a management fee is accrued by the fund based on prior day net assets and other expenses are paid by the Advisor. |
(h) | Commencement of operations. |
(i) | Since the Shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from the inception to the first day of secondary market trading, the NAV is used as a proxy for the secondary market trading price to calculate the market returns. |
270 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Ratios/Supplemental data | |||||||||
Ratios to average net assets (a) | |||||||||
Net
asset value, end of period |
Market
price, end of period |
Total
return (c)(d) |
Market
price total return (d)(e) |
Net
assets, end of period |
Net
expenses |
Net
investment income (loss) |
Expenses
without waives and reimbursements |
Portfolio
turnover rate (d) |
|
$39.83 | $39.78 | (16.17)% | (16.22)% | $244,924,366 | 0.12(f)% | 1.00% | 0.12(f)% | 21% | |
47.71 | 47.68 | 42.72 | 42.38 | 221,858,171 | 0.12 | 0.80 | 0.12 | 44 | |
33.68 | 33.74 | 17.33 | 17.50 | 134,743,086 | 0.12 | 1.11 | 0.12 | 39 | |
29.04 | 29.05 | 13.06 | 13.06 | 56,620,589 | 0.12 | 1.35 | 0.55(g) | 52 | |
25.98 | 25.99 | 5.17 | 5.21(i) | 28,575,370 | 0.12(f) | 1.32 | 0.74(f)(g) | 44 | |
39.90 | 39.91 | (7.49) | (7.53) | 402,997,978 | 0.12(f) | 1.51 | 0.12(f) | 11 | |
43.45 | 43.48 | 39.97 | 40.02 | 393,204,091 | 0.12 | 1.56 | 0.12 | 21 | |
31.53 | 31.54 | 7.72 | 7.68 | 384,671,209 | 0.12 | 1.81 | 0.12 | 20 | |
29.74 | 29.76 | 14.10 | 14.18 | 107,067,872 | 0.12 | 2.05 | 0.50(g) | 21 | |
26.56 | 26.56 | 8.15 | 8.15(i) | 29,215,267 | 0.12(f) | 2.01 | 0.74(f)(g) | 22 | |
34.85 | 34.83 | (5.00) | (5.03) | 531,443,667 | 0.12(f) | 1.99 | 0.12(f) | 13 | |
37.09 | 37.08 | 51.38 | 51.88 | 400,579,487 | 0.12 | 2.01 | 0.12 | 34 | |
24.99 | 24.90 | (5.39) | (5.76) | 62,468,155 | 0.12 | 2.99 | 0.12 | 25 | |
27.29 | 27.30 | 11.01 | 11.05 | 66,849,642 | 0.12 | 2.90 | 0.52(g) | 22 | |
25.21 | 25.21 | 3.12 | 3.12(i) | 28,986,509 | 0.12(f) | 2.52 | 0.75(f)(g) | 26 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 271 |
Diversification Classification | |
JPMorgan ActiveBuilders Emerging Markets Equity ETF |
Diversified |
JPMorgan ActiveBuilders International Equity ETF |
Diversified |
JPMorgan BetaBuilders Canada ETF |
Diversified |
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF)(1) |
Diversified |
JPMorgan BetaBuilders Europe ETF |
Diversified |
JPMorgan BetaBuilders International Equity ETF |
Diversified |
JPMorgan BetaBuilders Japan ETF |
Diversified |
JPMorgan BetaBuilders U.S. Equity ETF |
Diversified |
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF |
Diversified |
JPMorgan BetaBuilders U.S. Small Cap Equity ETF |
Diversified |
JPMorgan Carbon Transition U.S. Equity ETF |
Diversified |
JPMorgan Climate Change Solutions ETF(2) |
Non-Diversified |
JPMorgan Diversified Return Emerging Markets Equity ETF |
Diversified |
JPMorgan Diversified Return International Equity ETF |
Diversified |
JPMorgan Diversified Return U.S. Equity ETF |
Diversified |
JPMorgan Diversified Return U.S. Mid Cap Equity ETF |
Diversified |
JPMorgan Diversified Return U.S. Small Cap Equity ETF |
Diversified |
JPMorgan International Growth ETF |
Diversified |
JPMorgan U.S. Dividend ETF |
Diversified |
JPMorgan U.S. Minimum Volatility ETF |
Diversified |
JPMorgan U.S. Momentum Factor ETF |
Diversified |
JPMorgan U.S. Quality Factor ETF |
Diversified |
JPMorgan U.S. Value Factor ETF |
Diversified |
| |
(1) | Effective March 1, 2022, JPMorgan BetaBuilders Developed Asia ex-Japan ETF changed its name to JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF. |
(2) | Commencement of operations was December 13, 2021. |
272 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 273 |
Listing Exchange | |
ActiveBuilders Emerging Markets Equity ETF | Cboe BZX Exchange, Inc. |
ActiveBuilders International Equity ETF | NYSE Arca |
BetaBuilders Canada ETF | Cboe BZX Exchange, Inc. |
BetaBuilders Developed Asia Pacific ex-Japan ETF | Cboe BZX Exchange, Inc. |
BetaBuilders Europe ETF | Cboe BZX Exchange, Inc. |
BetaBuilders International Equity ETF | Cboe BZX Exchange, Inc. |
BetaBuilders Japan ETF | Cboe BZX Exchange, Inc. |
BetaBuilders U.S. Equity ETF | Cboe BZX Exchange, Inc. |
BetaBuilders U.S. Mid Cap Equity ETF | NYSE Arca |
BetaBuilders U.S. Small Cap Equity ETF | NYSE Arca |
Carbon Transition U.S. Equity ETF | NYSE Arca |
Climate Change Solutions ETF | NYSE Arca |
Emerging Markets Equity ETF | NYSE Arca |
International Equity ETF | NYSE Arca |
U.S. Equity ETF | NYSE Arca |
U.S. Mid Cap Equity ETF | NYSE Arca |
U.S. Small Cap Equity ETF | NYSE Arca |
International Growth ETF | NYSE Arca |
U.S. Dividend ETF | NYSE Arca |
U.S. Minimum Volatility ETF | NYSE Arca |
U.S. Momentum Factor ETF | NYSE Arca |
U.S. Quality Factor ETF | NYSE Arca |
U.S. Value Factor ETF | NYSE Arca |
274 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Shares
per Creation Unit | |
ActiveBuilders Emerging Markets Equity ETF | 100,000 |
ActiveBuilders International Equity ETF | 100,000 |
BetaBuilders Canada ETF | 50,000 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 100,000 |
BetaBuilders Europe ETF | 100,000 |
BetaBuilders International Equity ETF | 200,000 |
BetaBuilders Japan ETF | 200,000 |
BetaBuilders U.S. Equity ETF | 50,000 |
BetaBuilders U.S. Mid Cap Equity ETF | 25,000 |
BetaBuilders U.S. Small Cap Equity ETF | 25,000 |
Carbon Transition U.S. Equity ETF | 50,000 |
Climate Change Solutions ETF | 25,000 |
Emerging Markets Equity ETF | 100,000 |
International Equity ETF | 100,000 |
U.S. Equity ETF | 100,000 |
U.S. Mid Cap Equity ETF | 100,000 |
U.S. Small Cap Equity ETF | 50,000 |
International Growth ETF | 25,000 |
U.S. Dividend ETF | 50,000 |
U.S. Minimum Volatility ETF | 50,000 |
U.S. Momentum Factor ETF | 50,000 |
U.S. Quality Factor ETF | 50,000 |
U.S. Value Factor ETF | 50,000 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 275 |
• | Level 1 — Unadjusted inputs using quoted prices in active markets for identical investments. |
• | Level 2 — Other significant observable inputs including, but not limited to, quoted prices for similar investments, inputs other than quoted prices that are observable for investments (such as interest rates, prepayment speeds, credit risk, etc.) or other market corroborated inputs. |
• | Level 3 — Significant inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Funds' assumptions in determining the fair value of investments). |
ActiveBuilders Emerging Markets Equity ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Austria | $ — | $ 321,103 | $ — | $ 321,103 |
Brazil | 38,366,634 | — | — | 38,366,634 |
Canada | 572,022 | — | — | 572,022 |
Chile | 2,436,300 | — | — | 2,436,300 |
China | 5,738,432 | 218,543,926 | 7,360 | 224,289,718 |
Colombia | 260,249 | — | — | 260,249 |
Czech Republic | — | 663,202 | — | 663,202 |
Egypt | — | 798,297 | — | 798,297 |
Ghana | 435,195 | — | — | 435,195 |
Greece | — | 1,273,512 | — | 1,273,512 |
Hong Kong | 548,148 | 15,487,526 | — | 16,035,674 |
Hungary | — | 2,040,807 | — | 2,040,807 |
India | 7,011,670 | 77,061,628 | — | 84,073,298 |
Indonesia | 4,831,107 | 12,236,079 | — | 17,067,186 |
Kazakhstan | 362,700 | — | — | 362,700 |
Macau | — | 500,789 | — | 500,789 |
Malaysia | 935,715 | 2,650,222 | — | 3,585,937 |
Mexico | 31,759,150 | — | — | 31,759,150 |
Nigeria | — | 169,534 | — | 169,534 |
Panama | 315,348 | — | — | 315,348 |
Peru | 1,778,903 | — | — | 1,778,903 |
Philippines | 204,670 | 1,272,154 | — | 1,476,824 |
Poland | — | 3,483,807 | — | 3,483,807 |
276 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
ActiveBuilders Emerging Markets Equity ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Portugal | $ — | $ 1,394,964 | $ — | $ 1,394,964 | |||
Qatar | 2,521,521 | 845,189 | — | 3,366,710 | |||
Russia | — | — | 151,699 | 151,699 | |||
Saudi Arabia | 557,144 | 13,724,403 | — | 14,281,547 | |||
South Africa | 6,858,891 | 15,206,252 | — | 22,065,143 | |||
South Korea | — | 92,666,656 | — | 92,666,656 | |||
Taiwan | 1,436,375 | 118,197,900 | — | 119,634,275 | |||
Tanzania, United Republic of | — | 258,679 | — | 258,679 | |||
Thailand | 9,868,930 | 1,393,387 | — | 11,262,317 | |||
Turkey | 584,494 | 705,121 | — | 1,289,615 | |||
United Arab Emirates | 1,757,786 | 3,296,796 | — | 5,054,582 | |||
United Kingdom | — | 346,357 | — | 346,357 | |||
United States | 3,794,148 | 3,064,438 | — | 6,858,586 | |||
Zambia | 652,456 | — | — | 652,456 | |||
Total Common Stocks | 123,587,988 | 587,602,728 | 159,059 | 711,349,775 | |||
Warrants | 1,227 | — | — | 1,227 | |||
Short-Term Investments | |||||||
Investment Companies | 14,335,116 | — | — | 14,335,116 | |||
Investment of Cash Collateral from Securities Loaned | 368,660 | — | — | 368,660 | |||
Total Short-Term Investments | 14,703,776 | — | — | 14,703,776 | |||
Total Investments in Securities | $138,292,991 | $587,602,728 | $159,059 | $726,054,778 |
ActiveBuilders International Equity ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Australia | $ — | $ 1,347,356 | $— | $ 1,347,356 |
Austria | — | 118,320 | — | 118,320 |
Belgium | — | 202,187 | — | 202,187 |
Brazil | 19,473 | — | — | 19,473 |
Canada | 157,967 | — | — | 157,967 |
China | — | 234,589 | — | 234,589 |
Denmark | 21,840 | 1,027,411 | — | 1,049,251 |
Finland | — | 237,425 | — | 237,425 |
France | — | 2,773,631 | — | 2,773,631 |
Germany | — | 2,024,757 | — | 2,024,757 |
Hong Kong | — | 554,978 | — | 554,978 |
India | 115,996 | — | — | 115,996 |
Indonesia | — | 50,759 | — | 50,759 |
Ireland | — | 32,767 | — | 32,767 |
Italy | — | 256,838 | — | 256,838 |
Japan | — | 4,617,314 | — | 4,617,314 |
Luxembourg | — | 34,056 | — | 34,056 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 277 |
ActiveBuilders International Equity ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Malta | $ — | $ 9,521 | $— | $ 9,521 | |||
Netherlands | — | 1,614,596 | — | 1,614,596 | |||
Norway | 30,909 | 194,273 | — | 225,182 | |||
Singapore | 13,478 | 372,575 | — | 386,053 | |||
South Africa | — | 220,038 | — | 220,038 | |||
South Korea | — | 224,731 | — | 224,731 | |||
Spain | — | 484,587 | — | 484,587 | |||
Sweden | — | 742,736 | — | 742,736 | |||
Switzerland | — | 2,817,284 | — | 2,817,284 | |||
Taiwan | 183,113 | — | — | 183,113 | |||
United Kingdom | 8,775 | 3,055,616 | — | 3,064,391 | |||
United States | — | 774,508 | — | 774,508 | |||
Total Common Stocks | 551,551 | 24,022,853 | — | 24,574,404 | |||
Short-Term Investments | |||||||
Investment Companies | 450,008 | — | — | 450,008 | |||
Investment of Cash Collateral from Securities Loaned | 152,324 | — | — | 152,324 | |||
Total Short-Term Investments | 602,332 | — | — | 602,332 | |||
Total Investments in Securities | $1,153,883 | $24,022,853 | $— | $25,176,736 |
BetaBuilders Canada ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $6,990,952,704 | $— | $— | $6,990,952,704 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (1,128,590) | $— | $— | $ (1,128,590) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
BetaBuilders Developed Asia Pacific ex-Japan ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investments in Securities | |||||||
Common Stocks | |||||||
Australia | $ — | $2,727,501,149 | $— | $2,727,501,149 | |||
China | — | 103,641,750 | — | 103,641,750 | |||
Hong Kong | 67,402,120 | 745,499,905 | — | 812,902,025 | |||
Macau | — | 37,595,526 | — | 37,595,526 | |||
New Zealand | — | 85,454,615 | — | 85,454,615 | |||
Singapore | 3,877,758 | 429,608,367 | — | 433,486,125 | |||
United Kingdom | — | 42,170,723 | — | 42,170,723 | |||
United States | — | 30,967,754 | — | 30,967,754 | |||
Total Common Stocks | 71,279,878 | 4,202,439,789 | — | 4,273,719,667 | |||
Short-Term Investments | |||||||
Investment of Cash Collateral from Securities Loaned | 10,861,479 | — | — | 10,861,479 |
278 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
BetaBuilders Developed Asia Pacific ex-Japan ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities | $82,141,357 | $4,202,439,789 | $— | $4,284,581,146 | |||
Appreciation in Other Financial Instruments | |||||||
Futures Contracts | $ 294,821 | $ — | $— | $ 294,821 |
BetaBuilders Europe ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investments in Securities | |||||||
Common Stocks | |||||||
Australia | $ — | $ 134,529,061 | $ — | $ 134,529,061 | |||
Austria | — | 45,837,730 | — | 45,837,730 | |||
Belgium | — | 141,708,903 | — | 141,708,903 | |||
Brazil | — | 7,592,609 | — | 7,592,609 | |||
Chile | — | 6,241,545 | — | 6,241,545 | |||
China | — | 39,691,612 | — | 39,691,612 | |||
Colombia | — | 2,169,436 | — | 2,169,436 | |||
Denmark | — | 388,444,862 | — | 388,444,862 | |||
Finland | 997,596 | 191,226,660 | — | 192,224,256 | |||
France | — | 1,431,097,284 | — | 1,431,097,284 | |||
Germany | — | 1,074,017,372 | — | 1,074,017,372 | |||
Ireland | 16,111,017 | 67,112,164 | — | 83,223,181 | |||
Italy | — | 307,330,966 | — | 307,330,966 | |||
Jordan | — | 3,995,601 | — | 3,995,601 | |||
Luxembourg | — | 29,942,975 | — | 29,942,975 | |||
Mexico | — | 1,684,404 | — | 1,684,404 | |||
Netherlands | 202,345 | 758,386,665 | — | 758,589,010 | |||
Norway | 1,828,439 | 120,018,236 | — | 121,846,675 | |||
Poland | 1,387,611 | 38,905,223 | — | 40,292,834 | |||
Portugal | — | 23,602,780 | — | 23,602,780 | |||
Russia | — | — | 23,359 | 23,359 | |||
Singapore | — | 22,889,205 | — | 22,889,205 | |||
South Africa | — | 56,442,441 | — | 56,442,441 | |||
South Korea | — | 6,338,573 | — | 6,338,573 | |||
Spain | — | 358,353,986 | — | 358,353,986 | |||
Sweden | 3,974,019 | 523,149,314 | — | 527,123,333 | |||
Switzerland | 20,364,683 | 1,433,418,901 | — | 1,453,783,584 | |||
United Arab Emirates | — | — | — | — | |||
United Kingdom | 10,289,678 | 1,810,181,294 | — | 1,820,470,972 | |||
United States | 4,371,080 | 281,006,744 | — | 285,377,824 | |||
Total Common Stocks | 59,526,468 | 9,305,316,546 | 23,359 | 9,364,866,373 | |||
Short-Term Investments | |||||||
Investment of Cash Collateral from Securities Loaned | 570,727,372 | — | — | 570,727,372 | |||
Total Investments in Securities | $630,253,840 | $9,305,316,546 | $23,359 | $9,935,593,745 | |||
Appreciation in Other Financial Instruments | |||||||
Futures Contracts | $ 1,421,604 | $ — | $ — | $ 1,421,604 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 279 |
BetaBuilders International Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investments in Securities | |||||||
Common Stocks | |||||||
Australia | $ — | $ 254,444,435 | $ — | $ 254,444,435 | |||
Austria | — | 9,074,688 | — | 9,074,688 | |||
Belgium | — | 28,033,742 | — | 28,033,742 | |||
Brazil | — | 1,501,701 | — | 1,501,701 | |||
Chile | — | 1,235,241 | — | 1,235,241 | |||
China | — | 16,502,168 | — | 16,502,168 | |||
Colombia | — | 431,078 | — | 431,078 | |||
Denmark | — | 76,880,710 | — | 76,880,710 | |||
Finland | 196,137 | 37,842,800 | — | 38,038,937 | |||
France | — | 283,185,417 | — | 283,185,417 | |||
Germany | — | 212,543,448 | — | 212,543,448 | |||
Hong Kong | 5,630,019 | 62,259,476 | — | 67,889,495 | |||
Ireland | 3,186,957 | 13,281,817 | — | 16,468,774 | |||
Israel | — | 15,105,236 | — | 15,105,236 | |||
Italy | — | 60,817,153 | — | 60,817,153 | |||
Japan | 711,489 | 688,207,942 | — | 688,919,431 | |||
Jordan | — | 793,459 | — | 793,459 | |||
Luxembourg | — | 5,925,529 | — | 5,925,529 | |||
Macau | — | 3,140,509 | — | 3,140,509 | |||
Mexico | — | 335,522 | — | 335,522 | |||
Netherlands | 14,763 | 150,119,627 | — | 150,134,390 | |||
New Zealand | — | 7,144,310 | — | 7,144,310 | |||
Norway | 364,148 | 23,744,776 | — | 24,108,924 | |||
Poland | 272,918 | 7,700,899 | — | 7,973,817 | |||
Portugal | — | 4,671,142 | — | 4,671,142 | |||
Russia | — | — | 4,964 | 4,964 | |||
Singapore | 327,797 | 40,418,669 | — | 40,746,466 | |||
South Africa | — | 11,169,345 | — | 11,169,345 | |||
South Korea | — | 1,251,481 | — | 1,251,481 | |||
Spain | — | 70,925,123 | — | 70,925,123 | |||
Sweden | 790,365 | 103,524,408 | — | 104,314,773 | |||
Switzerland | 4,036,245 | 283,534,422 | — | 287,570,667 | |||
United Arab Emirates | — | — | — | — | |||
United Kingdom | 2,031,036 | 361,732,042 | — | 363,763,078 | |||
United States | 864,957 | 58,189,276 | — | 59,054,233 | |||
Total Common Stocks | 18,426,831 | 2,895,667,591 | 4,964 | 2,914,099,386 | |||
Short-Term Investments | |||||||
Investment Companies | 9,889,216 | — | — | 9,889,216 | |||
Investment of Cash Collateral from Securities Loaned | 80,452,707 | — | — | 80,452,707 | |||
Total Short-Term Investments | 90,341,923 | — | — | 90,341,923 | |||
Total Investments in Securities | $108,768,754 | $2,895,667,591 | $4,964 | $3,004,441,309 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $ (1,004,203) | $ — | $ — | $ (1,004,203) |
280 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
BetaBuilders Japan ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Air Freight & Logistics | $ — | $ 29,388,287 | $— | $ 29,388,287 |
Airlines | — | 10,305,833 | — | 10,305,833 |
Auto Components | — | 154,445,911 | — | 154,445,911 |
Automobiles | — | 609,766,190 | — | 609,766,190 |
Banks | — | 361,216,850 | — | 361,216,850 |
Beverages | — | 69,142,530 | — | 69,142,530 |
Building Products | — | 121,652,825 | — | 121,652,825 |
Capital Markets | — | 62,328,560 | — | 62,328,560 |
Chemicals | — | 292,392,203 | — | 292,392,203 |
Commercial Services & Supplies | — | 55,387,768 | — | 55,387,768 |
Construction & Engineering | — | 40,666,516 | — | 40,666,516 |
Consumer Finance | — | 9,073,040 | — | 9,073,040 |
Diversified Financial Services | — | 51,211,468 | — | 51,211,468 |
Diversified Telecommunication Services | — | 67,213,716 | — | 67,213,716 |
Electric Utilities | — | 48,091,907 | — | 48,091,907 |
Electrical Equipment | — | 123,141,464 | — | 123,141,464 |
Electronic Equipment, Instruments & Components | — | 356,494,993 | — | 356,494,993 |
Entertainment | — | 162,241,386 | — | 162,241,386 |
Equity Real Estate Investment Trusts (REITs) | 7,230,268 | 106,283,778 | — | 113,514,046 |
Food & Staples Retailing | — | 131,155,615 | — | 131,155,615 |
Food Products | — | 119,532,203 | — | 119,532,203 |
Gas Utilities | — | 29,291,176 | — | 29,291,176 |
Health Care Equipment & Supplies | — | 186,644,871 | — | 186,644,871 |
Health Care Providers & Services | — | 12,077,804 | — | 12,077,804 |
Health Care Technology | — | 26,077,264 | — | 26,077,264 |
Hotels, Restaurants & Leisure | — | 71,875,499 | — | 71,875,499 |
Household Durables | — | 316,044,631 | — | 316,044,631 |
Household Products | — | 35,530,048 | — | 35,530,048 |
Industrial Conglomerates | — | 121,915,106 | — | 121,915,106 |
Insurance | — | 205,015,539 | — | 205,015,539 |
Interactive Media & Services | — | 24,653,945 | — | 24,653,945 |
Internet & Direct Marketing Retail | — | 20,306,151 | — | 20,306,151 |
IT Services | — | 171,221,943 | — | 171,221,943 |
Leisure Products | — | 74,525,094 | — | 74,525,094 |
Machinery | — | 371,545,651 | — | 371,545,651 |
Marine | — | 39,528,142 | — | 39,528,142 |
Media | — | 32,143,646 | — | 32,143,646 |
Metals & Mining | — | 71,151,702 | — | 71,151,702 |
Multiline Retail | — | 20,090,857 | — | 20,090,857 |
Oil, Gas & Consumable Fuels | — | 57,414,674 | — | 57,414,674 |
Paper & Forest Products | — | 9,164,208 | — | 9,164,208 |
Personal Products | — | 88,579,061 | — | 88,579,061 |
Pharmaceuticals | — | 412,546,778 | — | 412,546,778 |
Professional Services | — | 133,799,112 | — | 133,799,112 |
Real Estate Management & Development | — | 168,294,448 | — | 168,294,448 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 281 |
BetaBuilders Japan ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Road & Rail | $ — | $ 202,304,252 | $— | $ 202,304,252 | |||
Semiconductors & Semiconductor Equipment | — | 235,302,250 | — | 235,302,250 | |||
Software | — | 19,022,129 | — | 19,022,129 | |||
Specialty Retail | — | 95,156,062 | — | 95,156,062 | |||
Technology Hardware, Storage & Peripherals | — | 115,249,220 | — | 115,249,220 | |||
Textiles, Apparel & Luxury Goods | — | 5,723,808 | — | 5,723,808 | |||
Tobacco | — | 35,685,648 | — | 35,685,648 | |||
Trading Companies & Distributors | — | 361,350,914 | — | 361,350,914 | |||
Transportation Infrastructure | — | 7,334,263 | — | 7,334,263 | |||
Wireless Telecommunication Services | — | 265,090,345 | — | 265,090,345 | |||
Total Common Stocks | 7,230,268 | 7,022,789,284 | — | 7,030,019,552 | |||
Short-Term Investments | |||||||
Investment of Cash Collateral from Securities Loaned | 11,683,998 | — | — | 11,683,998 | |||
Total Investments in Securities | $18,914,266 | $7,022,789,284 | $— | $7,041,703,550 | |||
Appreciation in Other Financial Instruments | |||||||
Futures Contracts | $ 466,375 | $ — | $— | $ 466,375 |
BetaBuilders U.S. Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $1,085,220,099 | $— | $— | $1,085,220,099 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (151,298) | $— | $— | $ (151,298) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
BetaBuilders U.S. Mid Cap Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $1,542,316,633 | $— | $— | $1,542,316,633 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (111,095) | $— | $— | $ (111,095) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
BetaBuilders U.S. Small Cap Equity ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | $490,707,577 | $— | $ — | $490,707,577 |
Rights | — | — | 9,582 | 9,582 |
Short-Term Investments | ||||
Investment Companies | 6,867,283 | — | — | 6,867,283 |
282 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
BetaBuilders
U.S. Small Cap Equity ETF (continued) |
|||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investment of Cash Collateral from Securities Loaned | $ 7,995,973 | $— | $ — | $ 7,995,973 | |||
Total Short-Term Investments | 14,863,256 | — | — | 14,863,256 | |||
Total Investments in Securities | $505,570,833 | $— | $9,582 | $505,580,415 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $ (486,136) | $— | $ — | $ (486,136) |
Carbon Transition U.S. Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $22,187,627 | $— | $— | $22,187,627 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (328) | $— | $— | $ (328) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
Climate Change Solutions ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investments in Securities | |||||||
Common Stocks | |||||||
Canada | $ 433,833 | $ — | $— | $ 433,833 | |||
China | — | 789,217 | — | 789,217 | |||
Denmark | — | 414,604 | — | 414,604 | |||
Finland | — | 677,274 | — | 677,274 | |||
France | — | 815,322 | — | 815,322 | |||
Germany | — | 779,803 | — | 779,803 | |||
Ireland | — | 424,756 | — | 424,756 | |||
Italy | — | 384,938 | — | 384,938 | |||
Japan | — | 512,498 | — | 512,498 | |||
Netherlands | — | 1,102,079 | — | 1,102,079 | |||
Norway | — | 118,483 | — | 118,483 | |||
South Korea | — | 321,539 | — | 321,539 | |||
Spain | — | 825,165 | — | 825,165 | |||
Sweden | — | 1,182,797 | — | 1,182,797 | |||
Switzerland | 364,982 | 552,486 | — | 917,468 | |||
United Kingdom | 1,386,269 | 289,301 | — | 1,675,570 | |||
United States | 8,445,764 | 744,031 | — | 9,189,795 | |||
Total Common Stocks | 10,630,848 | 9,934,293 | — | 20,565,141 | |||
Total Investments in Securities | $10,630,848 | $9,934,293 | $— | $20,565,141 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 283 |
Emerging Markets Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Investments in Securities | |||||||
Common Stocks | |||||||
Bahrain | $ — | $ 140,327 | $ — | $ 140,327 | |||
Brazil | 15,490,689 | 3,316 | — | 15,494,005 | |||
Chile | 2,344,939 | — | — | 2,344,939 | |||
China | 1,311,406 | 37,087,976 | 129,385 | 38,528,767 | |||
Colombia | 407,850 | — | — | 407,850 | |||
Czech Republic | 124,358 | 538,392 | — | 662,750 | |||
Egypt | — | 201,889 | — | 201,889 | |||
Greece | — | 1,789,268 | — | 1,789,268 | |||
Hong Kong | — | 322,382 | — | 322,382 | |||
Hungary | — | 1,215,170 | — | 1,215,170 | |||
India | — | 18,415,145 | — | 18,415,145 | |||
Indonesia | 1,599,542 | 3,683,378 | — | 5,282,920 | |||
Kuwait | — | 3,372,071 | — | 3,372,071 | |||
Malaysia | 2,059,975 | 1,434,855 | — | 3,494,830 | |||
Mexico | 10,302,231 | — | — | 10,302,231 | |||
Pakistan | 45,378 | — | — | 45,378 | |||
Panama | 24,027 | — | — | 24,027 | |||
Philippines | 29,851 | 1,018,070 | — | 1,047,921 | |||
Qatar | 2,195,239 | 1,183,997 | — | 3,379,236 | |||
Russia | — | — | 116,932 | 116,932 | |||
Saudi Arabia | 730,126 | 11,316,102 | — | 12,046,228 | |||
Singapore | 145,811 | — | — | 145,811 | |||
South Africa | 6,212,432 | 5,531,606 | — | 11,744,038 | |||
Taiwan | — | 18,734,441 | — | 18,734,441 | |||
Thailand | 3,231,184 | 818,095 | — | 4,049,279 | |||
Turkey | 3,852,235 | 2,160,692 | — | 6,012,927 | |||
United Arab Emirates | 1,475,412 | 3,339,930 | — | 4,815,342 | |||
United States | 730,449 | — | — | 730,449 | |||
Total Common Stocks | 52,313,134 | 112,307,102 | 246,317 | 164,866,553 | |||
Short-Term Investments | |||||||
Investment of Cash Collateral from Securities Loaned | 780,542 | — | — | 780,542 | |||
Total Investments in Securities | $53,093,676 | $112,307,102 | $246,317 | $165,647,095 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $ (1,524) | $ — | $ — | $ (1,524) |
International Equity ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Australia | $ — | $ 80,244,167 | $ — | $ 80,244,167 |
Austria | — | 3,906,384 | — | 3,906,384 |
284 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
International Equity ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Belgium | $ — | $ 4,391,385 | $ — | $ 4,391,385 | |||
Brazil | — | 3,327,814 | — | 3,327,814 | |||
Cambodia | — | 110,823 | — | 110,823 | |||
Chile | — | 2,854,031 | — | 2,854,031 | |||
China | — | 10,914,724 | — | 10,914,724 | |||
Denmark | — | 4,858,679 | — | 4,858,679 | |||
Finland | — | 14,510,212 | — | 14,510,212 | |||
France | — | 29,946,148 | — | 29,946,148 | |||
Germany | — | 22,300,429 | — | 22,300,429 | |||
Hong Kong | 3,354,952 | 25,362,754 | — | 28,717,706 | |||
Indonesia | — | 1,144,899 | — | 1,144,899 | |||
Ireland | — | 3,464,922 | — | 3,464,922 | |||
Italy | — | 15,171,021 | — | 15,171,021 | |||
Japan | 651,054 | 213,400,780 | — | 214,051,834 | |||
Jordan | — | 2,216,297 | — | 2,216,297 | |||
Luxembourg | — | 1,294,685 | — | 1,294,685 | |||
Mexico | — | 627,405 | — | 627,405 | |||
Netherlands | — | 23,474,787 | — | 23,474,787 | |||
New Zealand | — | 4,381,071 | — | 4,381,071 | |||
Norway | — | 8,749,889 | — | 8,749,889 | |||
Poland | — | 417,479 | — | 417,479 | |||
Portugal | — | 3,445,539 | — | 3,445,539 | |||
Russia | — | — | 20,254 | 20,254 | |||
Singapore | — | 16,489,390 | — | 16,489,390 | |||
South Africa | — | 2,811,149 | — | 2,811,149 | |||
South Korea | — | 54,947,014 | — | 54,947,014 | |||
Spain | — | 15,036,357 | — | 15,036,357 | |||
Sweden | — | 33,064,128 | — | 33,064,128 | |||
Switzerland | — | 15,523,480 | — | 15,523,480 | |||
United Kingdom | — | 121,088,800 | — | 121,088,800 | |||
United States | 2,156,817 | 8,104,345 | — | 10,261,162 | |||
Total Common Stocks | 6,162,823 | 747,580,987 | 20,254 | 753,764,064 | |||
Short-Term Investments | |||||||
Investment Companies | 268,189 | — | — | 268,189 | |||
Investment of Cash Collateral from Securities Loaned | 16,702,824 | — | — | 16,702,824 | |||
Total Short-Term Investments | 16,971,013 | — | — | 16,971,013 | |||
Total Investments in Securities | $23,133,836 | $747,580,987 | $20,254 | $770,735,077 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $ (196,403) | $ — | $ — | $ (196,403) |
U.S. Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $567,907,702 | $— | $— | $567,907,702 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 285 |
U.S. Equity ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (6,194) | $— | $— | $ (6,194) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Mid Cap Equity ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $254,272,715 | $— | $— | $254,272,715 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (6,692) | $— | $— | $ (6,692) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Small Cap Equity ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Aerospace & Defense | $ 186,895 | $— | $ — | $ 186,895 |
Automobiles & Parts | 1,006,384 | — | — | 1,006,384 |
Banks | 9,163,812 | — | — | 9,163,812 |
Beverages | 2,803,486 | — | — | 2,803,486 |
Chemicals | 7,231,081 | — | — | 7,231,081 |
Construction & Materials | 3,782,169 | — | — | 3,782,169 |
Consumer Services | 895,812 | — | — | 895,812 |
Electricity | 3,252,443 | — | — | 3,252,443 |
Electronic & Electrical Equipment | 2,507,728 | — | — | 2,507,728 |
Finance & Credit Services | 2,910,606 | — | — | 2,910,606 |
Food Producers | 7,513,288 | — | — | 7,513,288 |
Gas, Water & Multi-utilities | 6,895,427 | — | — | 6,895,427 |
General Industrials | 2,445,679 | — | — | 2,445,679 |
Health Care Providers | 6,362,008 | — | — | 6,362,008 |
Household Goods & Home Construction | 3,184,895 | — | — | 3,184,895 |
Industrial Engineering | 2,616,919 | — | — | 2,616,919 |
Industrial Materials | 3,881,022 | — | — | 3,881,022 |
Industrial Metals & Mining | 8,035,474 | — | — | 8,035,474 |
Industrial Support Services | 5,591,845 | — | — | 5,591,845 |
Industrial Transportation | 5,013,952 | — | — | 5,013,952 |
Investment Banking & Brokerage Services | 2,691,798 | — | — | 2,691,798 |
Leisure Goods | 2,707,659 | — | — | 2,707,659 |
Life Insurance | 1,069,674 | — | — | 1,069,674 |
Media | 258,939 | — | — | 258,939 |
Medical Equipment & Services | 7,558,595 | — | — | 7,558,595 |
Mortgage Real Estate Investment Trusts | 4,030,597 | — | — | 4,030,597 |
Non-life Insurance | 2,068,214 | — | — | 2,068,214 |
286 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
U.S. Small Cap Equity ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Non-Renewable Energy | $ 14,114,996 | $— | $ — | $ 14,114,996 | |||
Personal Care, Drug & Grocery Stores | 7,093,660 | — | — | 7,093,660 | |||
Personal Goods | 1,594,051 | — | — | 1,594,051 | |||
Pharmaceuticals, Biotechnology & Marijuana Producers | 6,852,468 | — | 55,232 | 6,907,700 | |||
Precious Metals & Mining | 497,227 | — | — | 497,227 | |||
Real Estate Investment & Services | 2,290,878 | — | — | 2,290,878 | |||
Real Estate Investment Trusts | 18,313,127 | — | — | 18,313,127 | |||
Renewable Energy | 875,188 | — | — | 875,188 | |||
Retailers | 6,780,396 | — | — | 6,780,396 | |||
Software & Computer Services | 8,243,187 | — | — | 8,243,187 | |||
Technology Hardware & Equipment | 14,753,345 | — | — | 14,753,345 | |||
Telecommunications Equipment | 5,766,487 | — | — | 5,766,487 | |||
Telecommunications Service Providers | 5,245,878 | — | — | 5,245,878 | |||
Tobacco | 1,575,483 | — | — | 1,575,483 | |||
Travel & Leisure | 124,646 | — | — | 124,646 | |||
Waste & Disposal Services | 497,470 | — | — | 497,470 | |||
Total Common Stocks | 200,284,888 | — | 55,232 | 200,340,120 | |||
Rights | — | — | 6,378 | 6,378 | |||
Short-Term Investments | |||||||
Investment Companies | 96,528 | — | — | 96,528 | |||
Investment of Cash Collateral from Securities Loaned | 16,316,768 | — | — | 16,316,768 | |||
Total Short-Term Investments | 16,413,296 | — | — | 16,413,296 | |||
Total Investments in Securities | $216,698,184 | $— | $61,610 | $216,759,794 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $ (4,769) | $— | $ — | $ (4,769) |
International Growth ETF | ||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | |
Investments in Securities | ||||
Common Stocks | ||||
Australia | $ — | $ 566,857 | $— | $ 566,857 |
Brazil | 664,016 | — | — | 664,016 |
Canada | 1,947,260 | — | — | 1,947,260 |
China | 476,811 | 4,135,058 | — | 4,611,869 |
Denmark | — | 3,790,682 | — | 3,790,682 |
France | — | 3,766,368 | — | 3,766,368 |
Germany | — | 3,063,616 | — | 3,063,616 |
Hong Kong | — | 3,390,284 | — | 3,390,284 |
India | 593,121 | — | — | 593,121 |
Indonesia | — | 978,553 | — | 978,553 |
Japan | — | 6,526,688 | — | 6,526,688 |
Netherlands | — | 3,952,719 | — | 3,952,719 |
Singapore | — | 902,496 | — | 902,496 |
South Africa | — | 603,730 | — | 603,730 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 287 |
International Growth ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
South Korea | $ — | $ 444,439 | $— | $ 444,439 | |||
Sweden | — | 1,744,110 | — | 1,744,110 | |||
Switzerland | — | 7,194,534 | — | 7,194,534 | |||
Taiwan | 3,377,728 | — | — | 3,377,728 | |||
United Kingdom | — | 7,593,121 | — | 7,593,121 | |||
United States | 1,557,416 | — | — | 1,557,416 | |||
Total Common Stocks | 8,616,352 | 48,653,255 | — | 57,269,607 | |||
Short-Term Investments | |||||||
Investment Companies | 1,633,814 | — | — | 1,633,814 | |||
Total Investments in Securities | $10,250,166 | $48,653,255 | $— | $58,903,421 |
U.S. Dividend ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $64,980,257 | $— | $— | $64,980,257 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (2,525) | $— | $— | $ (2,525) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Minimum Volatility ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $29,811,742 | $— | $— | $29,811,742 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (1,304) | $— | $— | $ (1,304) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Momentum Factor ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $248,084,885 | $— | $— | $248,084,885 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (9,957) | $— | $— | $ (9,957) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Quality Factor ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $406,243,630 | $— | $— | $406,243,630 |
288 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
U.S. Quality Factor ETF (continued) | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (19,707) | $— | $— | $ (19,707) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
U.S. Value Factor ETF | |||||||
Level
1 Quoted prices |
Level
2 Other significant observable inputs |
Level
3 Significant unobservable inputs |
Total | ||||
Total Investments in Securities (a) | $540,259,625 | $— | $— | $540,259,625 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts (a) | $ (14,854) | $— | $— | $ (14,854) |
| |
(a) | Please refer to the SOI for specific of portfolio holdings. |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 289 |
Investment
Securities on Loan, at value, Presented on the Statements of Assets and Liabilities |
Cash
Collateral Posted by Borrower* |
Net
Amount Due to Counterparty (not less than zero) | |
ActiveBuilders Emerging Markets Equity ETF | $ 345,193 | $ (345,193) | $— |
ActiveBuilders International Equity ETF | 144,797 | (144,797) | — |
BetaBuilders Canada ETF | 440,727,186 | (440,727,186) | — |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 7,721,703 | (7,721,703) | — |
BetaBuilders Europe ETF | 502,857,161 | (502,857,161) | — |
BetaBuilders International Equity ETF | 65,283,866 | (65,283,866) | — |
BetaBuilders Japan ETF | 11,113,596 | (11,113,596) | — |
BetaBuilders U.S. Equity ETF | 3,968,472 | (3,968,472) | — |
BetaBuilders U.S. Mid Cap Equity ETF | 36,202,057 | (36,202,057) | — |
BetaBuilders U.S. Small Cap Equity ETF | 7,449,030 | (7,449,030) | — |
Emerging Markets Equity ETF | 728,207 | (728,207) | — |
International Equity ETF | 13,303,812 | (13,303,812) | — |
U.S. Equity ETF | 10,915,468 | (10,915,468) | — |
U.S. Mid Cap Equity ETF | 7,354,015 | (7,354,015) | — |
U.S. Small Cap Equity ETF | 15,285,821 | (15,285,821) | — |
U.S. Dividend ETF | 1,052,590 | (1,052,590) | — |
U.S. Minimum Volatility ETF | 224,302 | (224,302) | — |
U.S. Momentum Factor ETF | 3,148,692 | (3,148,692) | — |
U.S. Quality Factor ETF | 3,301,227 | (3,301,227) | — |
U.S. Value Factor ETF | 8,759,167 | (8,759,167) | — |
| |
* | Collateral posted reflects the value of securities on loan and does not include any additional amounts received from the borrower. |
290 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
ActiveBuilders Emerging Markets Equity ETF | $ 252 |
ActiveBuilders International Equity ETF | 4 |
BetaBuilders Canada ETF | 72,245 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 9,753 |
BetaBuilders Europe ETF | 15,860 |
BetaBuilders International Equity ETF | 2,044 |
BetaBuilders Japan ETF | 4,112 |
BetaBuilders U.S. Equity ETF | 409 |
BetaBuilders U.S. Mid Cap Equity ETF | 2,493 |
BetaBuilders U.S. Small Cap Equity ETF | 2,669 |
Emerging Markets Equity ETF | 213 |
International Equity ETF | 618 |
U.S. Equity ETF | 956 |
U.S. Mid Cap Equity ETF | 708 |
U.S. Small Cap Equity ETF | 986 |
U.S. Dividend ETF | 16 |
U.S. Minimum Volatility ETF | 29 |
U.S. Momentum Factor ETF | 301 |
U.S. Quality Factor ETF | 465 |
U.S. Value Factor ETF | 761 |
ActiveBuilders Emerging Markets Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Prime Money Market Fund Class IM Shares, 0.42% (a) (b) | $3,609,948 | $87,532,066 | $76,804,635 | $(2,729) | $466 | $14,335,116 | 14,330,817 | $6,203 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,214,086 | 8,421,271 | 9,266,697 | — | — | 368,660 | 368,660 | 627* | — | ||||||
Total | $4,824,034 | $95,953,337 | $86,071,332 | $(2,729) | $466 | $14,703,776 | $6,830 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 291 |
ActiveBuilders International Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $429,423 | $ 963,923 | $ 943,338 | $— | $— | $450,008 | 450,008 | $204 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 124,086 | 358,928 | 330,690 | — | — | 152,324 | 152,324 | 46* | — | ||||||
Total | $553,509 | $1,322,851 | $1,274,028 | $— | $— | $602,332 | $250 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
BetaBuilders Canada ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $184,490,813 | $2,114,499,999 | $2,077,799,999 | $(170,512)* | $(6,004) | $221,014,297 | 221,169,116 | $167,566* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 347,161,083 | 3,488,649,902 | 3,578,558,753 | — | — | 257,252,232 | 257,252,232 | 78,868* | — | ||||||
Total | $531,651,896 | $5,603,149,901 | $5,656,358,752 | $(170,512) | $(6,004) | $478,266,529 | $246,434 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
292 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $110,984,304 | $256,000,000 | $366,000,000 | $(29,795)* | $(382) | $ 954,127 | 954,795 | $23,762* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 41,285,887 | 383,378,291 | 414,756,826 | — | — | 9,907,352 | 9,907,352 | 4,387* | — | ||||||
Total | $152,270,191 | $639,378,291 | $780,756,826 | $(29,795) | $(382) | $10,861,479 | $28,149 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
BetaBuilders Europe ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $110,100,856 | $ 587,000,000 | $ 457,510,000 | $(26,767)* | $5,420 | $239,569,509 | 239,737,326 | $ 96,440* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 53,626,708 | 1,074,193,785 | 796,662,630 | — | — | 331,157,863 | 331,157,863 | 61,428* | — | ||||||
Total | $163,727,564 | $1,661,193,785 | $1,254,172,630 | $(26,767) | $5,420 | $570,727,372 | $157,868 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 293 |
BetaBuilders International Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $30,493,852 | $159,500,000 | $129,000,000 | $(1,437)* | $(4,403) | $60,988,012 | 61,030,734 | $18,696* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 20,389,345 | 100,378,553 | 110,878,682 | — | — | 9,889,216 | 9,889,216 | 4,956 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 4,253,477 | 141,202,044 | 125,990,826 | — | — | 19,464,695 | 19,464,695 | 6,536* | — | ||||||
Total | $55,136,674 | $401,080,597 | $365,869,508 | $(1,437) | $(4,403) | $90,341,923 | $30,188 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
BetaBuilders Japan ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $ 9,087,914 | $267,000,000 | $266,000,000 | $(2,265)* | $1,009 | $10,086,658 | 10,093,724 | $20,591* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 10,903,860 | 270,273,473 | 279,579,993 | — | — | 1,597,340 | 1,597,340 | 6,600* | — | ||||||
Total | $19,991,774 | $537,273,473 | $545,579,993 | $(2,265) | $1,009 | $11,683,998 | $27,191 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
294 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
BetaBuilders U.S. Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Chase & Co. Class (a) | $ 9,582,475 | $ 4,861,324 | $ 493,212 | $2,238 | $(3,629,975) | $10,322,850 | 86,485 | $142,410 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (b) (c) | 2,841,848 | 14,152,912 | 12,870,303 | — | — | 4,124,457 | 4,124,457 | 1,811 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (b) (c) | 561,034 | 12,183,986 | 8,471,118 | — | — | 4,273,902 | 4,273,902 | 1,013* | — | ||||||
Total | $12,985,357 | $31,198,222 | $21,834,633 | $2,238 | $(3,629,975) | $18,721,209 | $145,234 | $— |
| |
(a) | Investment in affiliate. This security is included in an index in which the Fund, as an index fund, tracks. |
(b) | 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. |
(c) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
BetaBuilders U.S. Mid Cap Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $62,497,450 | $ 97,000,000 | $126,000,000 | $(28,859)* | $114 | $33,468,705 | 33,492,149 | $31,975* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 4,743,180 | 54,428,045 | 55,052,626 | — | — | 4,118,599 | 4,118,599 | 5,491 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 7,753,502 | 75,683,449 | 78,215,125 | — | — | 5,221,826 | 5,221,826 | 3,069* | — | ||||||
Total | $74,994,132 | $227,111,494 | $259,267,751 | $(28,859) | $114 | $42,809,130 | $40,535 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 295 |
BetaBuilders U.S. Small Cap Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $ — | $17,000,000 | $11,000,000 | $(2,102)* | $(999) | $ 5,996,899 | 6,001,099 | $4,006* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 5,825,244 | 18,111,705 | 17,069,666 | — | — | 6,867,283 | 6,867,283 | 2,305 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 11,679,894 | 35,576,317 | 45,257,137 | — | — | 1,999,074 | 1,999,074 | 1,617* | — | ||||||
Total | $17,505,138 | $70,688,022 | $73,326,803 | $(2,102) | $(999) | $14,863,256 | $7,928 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
Carbon Transition U.S. Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $9,966 | $398,314 | $396,627 | $— | $— | $11,653 | 11,653 | $15 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
Climate Change Solutions ETF | |||||||||||||||
For the period ended April 30, 2022 | |||||||||||||||
Security Description | Value
at December 13, 2021(a) |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Prime Money Market Fund Class IM Shares, 0.42% (b) (c) | $— | $241,534 | $241,510 | $(24) | $— | $— | — | $19 | $— |
| |
(a) | Commencement of operations was December 13, 2021. |
(b) | 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. |
(c) | The rate shown is the current yield as of April 30, 2022. |
296 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Emerging Markets Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $ 703,142 | $ 942,844 | $1,645,986 | $— | $— | $ — | — | $ 68 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 449,126 | 1,552,514 | 1,221,098 | — | — | 780,542 | 780,542 | 347* | — | ||||||
Total | $1,152,268 | $2,495,358 | $2,867,084 | $— | $— | $780,542 | $415 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
International Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Prime Money Market Fund Class IM Shares, 0.42% (a) (b) | $ 332,532 | $ 48,027,976 | $ 48,091,854 | $ (465) | $ — | $ 268,189 | 268,109 | $1,696 | $— | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | 6,757,673 | 32,500,000 | 27,000,000 | (4,081)* | 852 | 12,254,444 | 12,263,027 | 6,112* | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,350,975 | 43,405,787 | 40,308,382 | — | — | 4,448,380 | 4,448,380 | 1,724* | — | ||||||
Total | $8,441,180 | $123,933,763 | $115,400,236 | $(4,546) | $852 | $16,971,013 | $9,532 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 297 |
U.S. Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $20,205,079 | $ 60,500,000 | $ 71,000,000 | $(6,182)* | $490 | $ 9,699,387 | 9,706,181 | $7,039* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,191,071 | 24,797,789 | 24,851,159 | — | — | 1,137,701 | 1,137,701 | 571 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 3,486,227 | 50,044,437 | 51,597,148 | — | — | 1,933,516 | 1,933,516 | 1,350* | — | ||||||
Total | $24,882,377 | $135,342,226 | $147,448,307 | $(6,182) | $490 | $12,770,604 | $8,960 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
U.S. Mid Cap Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $ 200,580 | $15,999,999 | $10,250,000 | $(3,007)* | $(159) | $5,947,413 | 5,951,580 | $2,696* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 356,647 | 9,052,327 | 9,158,246 | — | — | 250,728 | 250,728 | 230 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 3,674,212 | 26,587,676 | 28,444,937 | — | — | 1,816,951 | 1,816,951 | 968* | — | ||||||
Total | $4,231,439 | $51,640,002 | $47,853,183 | $(3,007) | $(159) | $8,015,092 | $3,894 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
298 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
U.S. Small Cap Equity ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $16,344,863 | $21,000,000 | $24,000,000 | $(7,372)* | $(1,569) | $13,335,922 | 13,345,264 | $ 9,429* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 337,403 | 7,670,144 | 7,911,019 | — | — | 96,528 | 96,528 | 259 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 3,231,887 | 36,785,948 | 37,036,989 | — | — | 2,980,846 | 2,980,846 | 1,420* | — | ||||||
Total | $19,914,153 | $65,456,092 | $68,948,008 | $(7,372) | $(1,569) | $16,413,296 | $11,108 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
International Growth ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $446,263 | $6,960,552 | $5,773,001 | $— | $— | $1,633,814 | 1,633,814 | $808 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
U.S. Dividend ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $80,127 | $2,416,193 | $2,378,768 | $— | $— | $ 117,552 | 117,552 | $ 47 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | — | 1,863,729 | 744,967 | — | — | 1,118,762 | 1,118,762 | 143* | — | ||||||
Total | $80,127 | $4,279,922 | $3,123,735 | $— | $— | $1,236,314 | $190 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 299 |
U.S. Minimum Volatility ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $24,948 | $ — | $ — | $— | $(18) | $ 24,930 | 24,948 | $ 18* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 24,381 | 489,203 | 492,289 | — | — | 21,295 | 21,295 | 20 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 26,822 | 630,075 | 447,962 | — | — | 208,935 | 208,935 | 69* | — | ||||||
Total | $76,151 | $1,119,278 | $940,251 | $— | $(18) | $255,160 | $107 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
U.S. Momentum Factor ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | $ 155,476 | $ 5,245,369 | $ 5,186,173 | $— | $— | $ 214,672 | 214,672 | $ 184 | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,686,209 | 10,854,031 | 9,190,438 | — | — | 3,349,802 | 3,349,802 | 844* | — | ||||||
Total | $1,841,685 | $16,099,400 | $14,376,611 | $— | $— | $3,564,474 | $1,028 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
300 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
U.S. Quality Factor ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $6,249,325 | $16,000,000 | $21,750,000 | $(1,600)* | $(149) | $ 497,576 | 497,925 | $1,216* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 244,069 | 12,323,076 | 12,124,626 | — | — | 442,519 | 442,519 | 305 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,942,017 | 24,381,805 | 23,319,370 | — | — | 3,004,452 | 3,004,452 | 1,046* | — | ||||||
Total | $8,435,411 | $52,704,881 | $57,193,996 | $(1,600) | $(149) | $3,944,547 | $2,567 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
U.S. Value Factor ETF | |||||||||||||||
For the six months ended April 30, 2022 | |||||||||||||||
Security Description | Value
at October 31, 2021 |
Purchases
at Cost |
Proceeds
from Sales |
Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation/ (Depreciation) |
Value
at April 30, 2022 |
Shares
at April 30, 2022 |
Dividend
Income |
Capital
Gain Distributions | ||||||
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 0.37% (a) (b) | $7,298,070 | $34,000,001 | $35,000,000 | $(3,838)* | $1,130 | $6,295,363 | 6,299,773 | $4,609* | $— | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 682,276 | 13,999,735 | 14,169,151 | — | — | 512,860 | 512,860 | 464 | — | ||||||
JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.37% (a) (b) | 1,292,238 | 43,700,782 | 41,958,464 | — | — | 3,034,556 | 3,034,556 | 1,031* | — | ||||||
Total | $9,272,584 | $91,700,518 | $91,127,615 | $(3,838) | $1,130 | $9,842,779 | $6,104 | $— |
| |
(a) | 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. |
(b) | The rate shown is the current yield as of April 30, 2022. |
* | Amount is included on the Statements of Operations as Income from securities lending (net) (after payments of rebates and Citibank’s fee). |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 301 |
BetaBuilders
Canada ETF |
BetaBuilders
Developed Asia Pacific ex-Japan ETF |
BetaBuilders
Europe ETF |
BetaBuilders
International Equity ETF |
BetaBuilders
Japan ETF |
BetaBuilders
U.S. Equity ETF | |
Futures Contracts: | ||||||
Average Notional Balance Long | $26,729,186 | $23,223,583 | $60,531,149 | $25,700,964 | $59,352,459 | $4,276,208 |
Ending Notional Balance Long | 30,005,215 | 16,083,169 | 83,770,464 | 31,723,680 | 84,647,428 | 4,337,288 |
BetaBuilders
U.S. Mid Cap Equity ETF |
BetaBuilders
U.S. Small Cap Equity ETF |
Carbon
Transition U.S. Equity ETF |
Emerging
Markets Equity ETF |
International
Equity ETF |
U.S.
Equity ETF | |
Futures Contracts: | ||||||
Average Notional Balance Long | $7,186,860 | $4,230,057 | $25,905 | $224,347 | $6,160,197 | $1,728,773 |
Ending Notional Balance Long | 4,240,480 | 8,750,930 | 20,636 | 105,610 | 6,185,120 | 413,075 |
U.S.
Mid Cap Equity ETF |
U.S.
Small Cap Equity ETF |
U.S.
Dividend ETF |
U.S.
Minimum Volatility ETF |
U.S.
Momentum Factor ETF | |
Futures Contracts: | |||||
Average Notional Balance Long | $509,879 | $775,269 | $168,237 | $32,384 | $473,687 |
Ending Notional Balance Long | 249,440 | 186,190 | 103,181 | 20,636 | 330,180 |
U.S.
Quality Factor ETF |
U.S.
Value Factor ETF | |
Futures Contracts: | ||
Average Notional Balance Long | $739,589 | $1,212,123 |
Ending Notional Balance Long | 495,270 | 804,814 |
302 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
ActiveBuilders Emerging Markets Equity ETF | 0.33% |
ActiveBuilders International Equity ETF | 0.25 |
BetaBuilders Canada ETF | 0.19 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 0.19 |
BetaBuilders Europe ETF | 0.09 |
BetaBuilders International Equity ETF | 0.07 |
BetaBuilders Japan ETF | 0.19 |
BetaBuilders U.S. Equity ETF | 0.02 |
BetaBuilders U.S. Mid Cap Equity ETF | 0.07 |
BetaBuilders U.S. Small Cap Equity ETF | 0.09 |
Carbon Transition U.S. Equity ETF | 0.15 |
Climate Change Solutions ETF | 0.49 |
Emerging Markets Equity ETF | 0.44 |
International Equity ETF | 0.37 |
U.S. Equity ETF | 0.18 |
U.S. Mid Cap Equity ETF | 0.24 |
U.S. Small Cap Equity ETF | 0.29 |
International Growth ETF | 0.55 |
U.S. Dividend ETF | 0.12 |
U.S. Minimum Volatility ETF | 0.12 |
U.S. Momentum Factor ETF | 0.12 |
U.S. Quality Factor ETF | 0.12 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 303 |
U.S. Value Factor ETF | 0.12 |
304 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Purchases
(excluding U.S. Government) |
Sales
(excluding U.S. Government) | |
ActiveBuilders Emerging Markets Equity ETF | $463,809,079 | $ 48,450,364 |
ActiveBuilders International Equity ETF | 3,830,331 | 3,802,713 |
BetaBuilders Canada ETF | 193,234,877 | 190,982,389 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 475,592,279 | 411,379,688 |
BetaBuilders Europe ETF | 381,813,636 | 367,650,009 |
BetaBuilders International Equity ETF | 97,585,500 | 122,705,658 |
BetaBuilders Japan ETF | 63,575,255 | 222,922,726 |
BetaBuilders U.S. Equity ETF | 21,987,359 | 22,454,743 |
BetaBuilders U.S. Mid Cap Equity ETF | 260,475,489 | 272,246,783 |
BetaBuilders U.S. Small Cap Equity ETF | 69,804,659 | 70,677,497 |
Carbon Transition U.S. Equity ETF | 1,760,646 | 2,292,763 |
Climate Change Solutions ETF | 27,523,014 | 3,387,463 |
Emerging Markets Equity ETF | 40,978,811 | 24,843,300 |
International Equity ETF | 120,662,205 | 127,694,027 |
U.S. Equity ETF | 81,960,801 | 82,930,380 |
U.S. Mid Cap Equity ETF | 30,750,969 | 29,889,306 |
U.S. Small Cap Equity ETF | 25,973,180 | 25,366,248 |
International Growth ETF | 10,296,394 | 9,461,148 |
U.S. Dividend ETF | 5,571,065 | 5,466,474 |
U.S. Minimum Volatility ETF | 1,835,004 | 1,788,189 |
U.S. Momentum Factor ETF | 51,731,145 | 58,736,006 |
U.S. Quality Factor ETF | 44,635,141 | 48,210,506 |
U.S. Value Factor ETF | 63,117,672 | 66,140,385 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 305 |
In-Kind
Creations |
In-Kind
Redemptions | |
ActiveBuilders Emerging Markets Equity ETF | $ 92,425,952 | $ — |
BetaBuilders Canada ETF | 798,890,135 | 13,235,687 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 432,888,920 | — |
BetaBuilders Europe ETF | 2,516,436,211 | 1,117,207,994 |
BetaBuilders International Equity ETF | 22,894,050 | 244,349,517 |
BetaBuilders Japan ETF | 1,003,400,313 | 221,731,268 |
BetaBuilders U.S. Equity ETF | 445,026,687 | 20,086,681 |
BetaBuilders U.S. Mid Cap Equity ETF | 426,025,599 | 332,692,597 |
BetaBuilders U.S. Small Cap Equity ETF | 231,394,937 | 88,585,745 |
Carbon Transition U.S. Equity ETF | 6,007,203 | 5,686,763 |
Climate Change Solutions ETF | 2,129,732 | — |
Emerging Markets Equity ETF | 6,484,624 | — |
International Equity ETF | 30,267,354 | 9,900,953 |
U.S. Equity ETF | 40,089,480 | 183,563,455 |
U.S. Mid Cap Equity ETF | 36,116,456 | 18,204,417 |
U.S. Small Cap Equity ETF | 53,527,128 | 8,434,985 |
International Growth ETF | 15,180,301 | — |
U.S. Dividend ETF | 21,953,823 | 8,115,135 |
U.S. Minimum Volatility ETF | 13,510,613 | 3,648,405 |
U.S. Momentum Factor ETF | 124,792,353 | 56,442,193 |
U.S. Quality Factor ETF | 147,379,713 | 100,590,451 |
U.S. Value Factor ETF | 226,659,457 | 57,676,312 |
306 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Aggregate
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | |
ActiveBuilders Emerging Markets Equity ETF | $ 838,576,453 | $ 10,781,495 | $ 123,303,170 | $ (112,521,675) |
ActiveBuilders International Equity ETF | 28,316,294 | 771,578 | 3,911,136 | (3,139,558) |
BetaBuilders Canada ETF | 5,653,586,791 | 1,431,149,314 | 94,911,991 | 1,336,237,323 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 4,189,457,681 | 308,440,243 | 213,021,957 | 95,418,286 |
BetaBuilders Europe ETF | 10,786,349,482 | 316,704,904 | 1,166,039,037 | (849,334,133) |
BetaBuilders International Equity ETF | 2,918,519,267 | 323,694,688 | 238,776,849 | 84,917,839 |
BetaBuilders Japan ETF | 7,938,105,894 | 279,212,228 | 1,175,148,197 | (895,935,969) |
BetaBuilders U.S. Equity ETF | 1,078,652,220 | 79,335,895 | 72,919,314 | 6,416,581 |
BetaBuilders U.S. Mid Cap Equity ETF | 1,627,784,133 | 151,203,688 | 236,782,283 | (85,578,595) |
BetaBuilders U.S. Small Cap Equity ETF | 579,392,516 | 26,163,443 | 100,461,679 | (74,298,236) |
Carbon Transition U.S. Equity ETF | 21,641,600 | 1,902,875 | 1,357,176 | 545,699 |
Climate Change Solutions ETF | 25,003,052 | 316,937 | 4,754,848 | (4,437,911) |
Emerging Markets Equity ETF | 159,387,079 | 29,989,347 | 23,730,855 | 6,258,492 |
International Equity ETF | 802,604,050 | 76,789,864 | 108,855,240 | (32,065,376) |
U.S. Equity ETF | 486,140,848 | 102,488,374 | 20,727,714 | 81,760,660 |
U.S. Mid Cap Equity ETF | 223,099,189 | 40,029,434 | 8,862,600 | 31,166,834 |
U.S. Small Cap Equity ETF | 214,973,476 | 21,909,128 | 20,127,579 | 1,781,549 |
International Growth ETF | 63,470,979 | 3,350,848 | 7,918,406 | (4,567,558) |
U.S. Dividend ETF | 63,881,133 | 4,306,870 | 3,210,271 | 1,096,599 |
U.S. Minimum Volatility ETF | 28,956,931 | 1,923,404 | 1,069,897 | 853,507 |
U.S. Momentum Factor ETF | 258,903,551 | 10,287,548 | 21,116,171 | (10,828,623) |
U.S. Quality Factor ETF | 402,953,038 | 27,032,753 | 23,761,868 | 3,270,885 |
U.S. Value Factor ETF | 574,079,187 | 21,926,073 | 55,760,489 | (33,834,416) |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 307 |
Capital Loss Carryforward Character | ||
Short-Term | Long-Term | |
ActiveBuilders International Equity ETF | $ 68,769 | $ — |
BetaBuilders Canada ETF | 20,845,190 | 86,600,099 |
BetaBuilders Developed Asia Pacific ex-Japan ETF | 18,171,779 | 21,324,799 |
BetaBuilders Europe ETF | 27,609,126 | 59,635,553 |
BetaBuilders International Equity ETF | 4,525,044 | — |
BetaBuilders Japan ETF | 30,273,156 | 32,151,593 |
BetaBuilders U.S. Equity ETF | 2,147,526 | — |
BetaBuilders U.S. Mid Cap Equity ETF | 9,867,052 | — |
BetaBuilders U.S. Small Cap Equity ETF | 5,458,075 | — |
Carbon Transition U.S. Equity ETF | 45,097 | — |
Emerging Markets Equity ETF | 24,533,444 | 5,007,738 |
International Equity ETF | 36,165,399 | 62,789,489 |
U.S. Equity ETF | 20,891,686 | 11,518,882 |
U.S. Mid Cap Equity ETF | 8,423,388 | 4,365,390 |
U.S. Small Cap Equity ETF | 7,633,472 | 3,234,916 |
U.S. Dividend ETF | 978,409 | 1,070,914 |
U.S. Minimum Volatility ETF | 2,963,724 | 528,648 |
U.S. Momentum Factor ETF | 4,832,703 | — |
U.S. Quality Factor ETF | 7,102,747 | 1,383,423 |
U.S. Value Factor ETF | 20,097,834 | 1,606,270 |
Capital Loss Utilized | ||
Short-Term | Long-Term | |
BetaBuilders Canada ETF | $8,268,163 | $ — |
BetaBuilders International Equity ETF | — | 120,369 |
BetaBuilders U.S. Equity ETF | — | 254,472 |
BetaBuilders U.S. Mid Cap Equity ETF | — | 24,134 |
Emerging Markets Equity ETF | 615,867 | 4,743,289 |
International Equity ETF | — | 17,034,366 |
U.S. Equity ETF | 4,231,236 | 6,514,973 |
U.S. Mid Cap Equity ETF | 1,644,600 | 769,407 |
U.S. Small Cap Equity ETF | 223,894 | 1,443,492 |
International Growth ETF | 52,976 | — |
U.S. Dividend ETF | 242,692 | — |
U.S. Minimum Volatility ETF | 148,103 | 180,118 |
U.S. Momentum Factor ETF | — | 1,038,813 |
308 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
JPMorgan
SmartRetirement Funds |
JPMorgan
SmartRetirement Blend Funds | |
ActiveBuilders Emerging Markets Equity ETF | 59.5% | —% |
BetaBuilders International Equity ETF | — | 81.6 |
BetaBuilders U.S. Mid Cap Equity ETF | 57.3 | 36.5 |
BetaBuilders U.S. Small Cap Equity ETF | — | 84.5 |
% of Ownership | |
ActiveBuilders International Equity ETF | 81% |
Carbon Transition U.S. Equity ETF | 75 |
Climate Change Solutions ETF | 87 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 309 |
ActiveBuilders
Emerging Markets Equity ETF |
ActiveBuilders
International Equity ETF |
BetaBuilders
Canada ETF |
BetaBuilders
Developed Asia Pacific ex-Japan ETF |
BetaBuilders
Europe ETF |
BetaBuilders
International Equity ETF |
BetaBuilders
Japan ETF | |
Australia | —% | —% | —% | 63.8% | —% | —% | —% |
Canada | — | — | 95.5 | — | — | — | — |
China | 30.9 | — | — | — | — | — | — |
France | — | 11.1 | — | — | 15.3 | — | — |
Germany | — | — | — | — | 11.5 | — | — |
Hong Kong | — | — | — | 19.0 | — | — | — |
India | 11.6 | — | — | — | — | — | — |
Japan | — | 18.5 | — | — | — | 23.6 | 100.0 |
Singapore | — | — | — | 10.1 | — | — | — |
South Korea | 12.8 | — | — | — | — | — | — |
Switzerland | — | 11.3 | — | — | 15.5 | — | — |
Taiwan | 16.5 | — | — | — | — | — | — |
United Kingdom | — | 12.2 | — | — | 19.4 | 12.4 | — |
Emerging
Markets Equity ETF |
International
Equity ETF |
International
Growth ETF | |
Australia | —% | 10.6% | —% |
China | 23.4 | — | — |
India | 11.2 | — | — |
Japan | — | 28.4 | 11.1 |
Switzerland | — | — | 12.2 |
Taiwan | 11.4 | — | — |
United Kingdom | — | 16.1 | 12.9 |
310 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 311 |
Beginning
Account Value November 1, 2021 |
Ending
Account Value April 30, 2022 |
Expenses
Paid During the Period |
Annualized
Expense Ratio | |
JPMorgan ActiveBuilders Emerging Markets Equity ETF | ||||
Actual * | $1,000.00 | $ 808.00 | $1.48 | 0.33% |
Hypothetical * | 1,000.00 | 1,023.16 | 1.66 | 0.33 |
JPMorgan ActiveBuilders International Equity ETF | ||||
Actual * | 1,000.00 | 868.80 | 1.16 | 0.25 |
Hypothetical * | 1,000.00 | 1,023.56 | 1.25 | 0.25 |
JPMorgan BetaBuilders Canada ETF | ||||
Actual * | 1,000.00 | 964.10 | 0.93 | 0.19 |
Hypothetical * | 1,000.00 | 1,023.85 | 0.95 | 0.19 |
JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (formerly known as JPMorgan BetaBuilders Developed Asia ex-Japan ETF) | ||||
Actual * | 1,000.00 | 944.50 | 0.92 | 0.19 |
Hypothetical * | 1,000.00 | 1,023.85 | 0.95 | 0.19 |
JPMorgan BetaBuilders Europe ETF | ||||
Actual * | 1,000.00 | 873.20 | 0.42 | 0.09 |
Hypothetical * | 1,000.00 | 1,024.35 | 0.45 | 0.09 |
JPMorgan BetaBuilders International Equity ETF | ||||
Actual * | 1,000.00 | 873.60 | 0.33 | 0.07 |
Hypothetical * | 1,000.00 | 1,024.45 | 0.35 | 0.07 |
JPMorgan BetaBuilders Japan ETF | ||||
Actual * | 1,000.00 | 838.80 | 0.87 | 0.19 |
Hypothetical * | 1,000.00 | 1,023.85 | 0.95 | 0.19 |
312 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
Beginning
Account Value November 1, 2021 |
Ending
Account Value April 30, 2022 |
Expenses
Paid During the Period |
Annualized
Expense Ratio | |
JPMorgan BetaBuilders U.S. Equity ETF | ||||
Actual * | $1,000.00 | $ 888.80 | $0.09 | 0.02% |
Hypothetical * | 1,000.00 | 1,024.70 | 0.10 | 0.02 |
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | ||||
Actual * | 1,000.00 | 838.40 | 0.32 | 0.07 |
Hypothetical * | 1,000.00 | 1,024.45 | 0.35 | 0.07 |
JPMorgan BetaBuilders U.S. Small Cap Equity ETF | ||||
Actual * | 1,000.00 | 823.60 | 0.41 | 0.09 |
Hypothetical * | 1,000.00 | 1,024.35 | 0.45 | 0.09 |
JPMorgan Carbon Transition U.S. Equity ETF | ||||
Actual * | 1,000.00 | 896.90 | 0.71 | 0.15 |
Hypothetical * | 1,000.00 | 1,024.05 | 0.75 | 0.15 |
JPMorgan Climate Change Solutions ETF | ||||
Actual ** | 1,000.00 | 787.60 | 1.67 | 0.49 |
Hypothetical * | 1,000.00 | 1,017.17 | 1.88 | 0.49 |
JPMorgan Diversified Return Emerging Markets Equity ETF | ||||
Actual * | 1,000.00 | 951.60 | 2.13 | 0.44 |
Hypothetical * | 1,000.00 | 1,022.61 | 2.21 | 0.44 |
JPMorgan Diversified Return International Equity ETF | ||||
Actual * | 1,000.00 | 906.00 | 1.75 | 0.37 |
Hypothetical * | 1,000.00 | 1,022.96 | 1.86 | 0.37 |
JPMorgan Diversified Return U.S. Equity ETF | ||||
Actual * | 1,000.00 | 988.50 | 0.89 | 0.18 |
Hypothetical * | 1,000.00 | 1,023.90 | 0.90 | 0.18 |
JPMorgan Diversified Return U.S. Mid Cap Equity ETF | ||||
Actual * | 1,000.00 | 963.30 | 1.17 | 0.24 |
Hypothetical * | 1,000.00 | 1,023.60 | 1.20 | 0.24 |
JPMorgan Diversified Return U.S. Small Cap Equity ETF | ||||
Actual * | 1,000.00 | 903.00 | 1.37 | 0.29 |
Hypothetical * | 1,000.00 | 1,023.36 | 1.45 | 0.29 |
JPMorgan International Growth ETF | ||||
Actual * | 1,000.00 | 718.00 | 2.34 | 0.55 |
Hypothetical * | 1,000.00 | 1,022.07 | 2.76 | 0.55 |
JPMorgan U.S. Dividend ETF | ||||
Actual * | 1,000.00 | 1,048.30 | 0.61 | 0.12 |
Hypothetical * | 1,000.00 | 1,024.20 | 0.60 | 0.12 |
JPMorgan U.S. Minimum Volatility ETF | ||||
Actual * | 1,000.00 | 1,019.60 | 0.60 | 0.12 |
Hypothetical * | 1,000.00 | 1,024.20 | 0.60 | 0.12 |
JPMorgan U.S. Momentum Factor ETF | ||||
Actual * | 1,000.00 | 838.30 | 0.55 | 0.12 |
Hypothetical * | 1,000.00 | 1,024.20 | 0.60 | 0.12 |
JPMorgan U.S. Quality Factor ETF | ||||
Actual * | 1,000.00 | 925.10 | 0.57 | 0.12 |
Hypothetical * | 1,000.00 | 1,024.20 | 0.60 | 0.12 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 313 |
Beginning
Account Value November 1, 2021 |
Ending
Account Value April 30, 2022 |
Expenses
Paid During the Period |
Annualized
Expense Ratio | |
JPMorgan U.S. Value Factor ETF | ||||
Actual * | $1,000.00 | $ 950.00 | $0.58 | 0.12% |
Hypothetical * | 1,000.00 | 1,024.20 | 0.60 | 0.12 |
| |
* | Expenses are equal to the Fund’s annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
** | Expenses are equal to the Fund’s annualized net expense ratio, multiplied by the average account value over the period, multiplied by 139/365 (to reflect the actual period). The Fund commenced operations on December 13, 2021. |
314 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
316 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
April 30, 2022 | J.P. Morgan Exchange-Traded Funds | 319 |
320 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
322 | J.P. Morgan Exchange-Traded Funds | April 30, 2022 |
© JPMorgan Chase & Co., 2022. All rights reserved. April 2022. | SAN-ETF-422 |