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Form NPORT-P J.P. Morgan Exchange-Tra For: Jul 31

September 23, 2021 2:14 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0001485894
          XXXXXXXX
        
      
      
      
      
        S000059313
        C000194672
      
      
      
    
  
  
    
      J.P. Morgan Exchange-Traded Fund Trust
      811-22903
      0001485894
      5493001E1K1DVWDV2464
      277 Park Avenue
      New York
      
      10172
      844-457-6383
      JPMorgan U.S. Momentum Factor ETF
      S000059313
      549300TB3RJ6CUB5CE17
      2021-10-31
      2021-07-31
      N
    
    
      199615612.89
      1200703.73
      198414909.16
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CBRE Group, Inc.
        52990016II9MJ2OSWA10
        CBRE Group, Inc., Class A
        12504L109
        
          
        
        6566.00000000
        NS
        USD
        633356.36000000
        0.319208048770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown & Brown, Inc.
        549300PC8KTJ71XKFY89
        Brown & Brown, Inc.
        115236101
        
          
        
        8451.00000000
        NS
        USD
        459734.40000000
        0.231703555920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kraft Heinz Co. (The)
        N/A
        Kraft Heinz Co. (The)
        500754106
        
          
        
        9652.00000000
        NS
        USD
        371312.44000000
        0.187139384621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entegris, Inc.
        IYX6OWO7BT5DKO3BYG52
        Entegris, Inc.
        29362U104
        
          
        
        4336.00000000
        NS
        USD
        523095.04000000
        0.263636962673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Match Group, Inc.
        15OMOPB0A8K0EFUVD031
        Match Group, Inc.
        57667L107
        
          
        
        3904.00000000
        NS
        USD
        621790.08000000
        0.313378708602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp.
        52990090AP0E7HCB6F33
        Monster Beverage Corp.
        61174X109
        
          
        
        6824.00000000
        NS
        USD
        643639.68000000
        0.324390784303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems, Inc.
        127387108
        
          
        
        5021.00000000
        NS
        USD
        741350.65000000
        0.373636564479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dolby Laboratories, Inc.
        549300X04FB2QPCJ5J24
        Dolby Laboratories, Inc., Class A
        25659T107
        
          
        
        395.00000000
        NS
        USD
        38354.50000000
        0.019330452616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co.
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co.
        039483102
        
          
        
        8861.00000000
        NS
        USD
        529178.92000000
        0.266703204028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pool Corp.
        5493005VZK1KMN6CO617
        Pool Corp.
        73278L105
        
          
        
        1190.00000000
        NS
        USD
        568605.80000000
        0.286574130143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Louisiana-Pacific Corp.
        549300C7E2UAO5BVRR75
        Louisiana-Pacific Corp.
        546347105
        
          
        
        7237.00000000
        NS
        USD
        401219.28000000
        0.202212264037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Therapeutics Corp.
        5299005C4HZL4UWROC14
        United Therapeutics Corp.
        91307C102
        
          
        
        1949.00000000
        NS
        USD
        354581.57000000
        0.178707120095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interactive Brokers Group, Inc.
        5493004DT6DCDUZNDM53
        Interactive Brokers Group, Inc., Class A
        45841N107
        
          
        
        2940.00000000
        NS
        USD
        181868.40000000
        0.091660652301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        PayPal Holdings, Inc.
        70450Y103
        
          
        
        11041.00000000
        NS
        USD
        3042126.73000000
        1.533214788585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings, Inc.
        549300YBY08K9KM4HX32
        Crowdstrike Holdings, Inc., Class A
        22788C105
        
          
        
        2951.00000000
        NS
        USD
        748403.11000000
        0.377190964715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CoStar Group, Inc.
        N/A
        CoStar Group, Inc.
        22160N109
        
          
        
        7277.00000000
        NS
        USD
        646561.45000000
        0.325863339976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp.
        549300S4KLFTLO7GSQ80
        NVIDIA Corp.
        67066G104
        
          
        
        20984.00000000
        NS
        USD
        4091670.16000000
        2.062178783500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
        
        1048.00000000
        NS
        USD
        3487314.32000000
        1.757586833955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gentex Corp.
        549300S3UD8XV1MN0287
        Gentex Corp.
        371901109
        
          
        
        11710.00000000
        NS
        USD
        398491.30000000
        0.200837377436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubiquiti, Inc.
        N/A
        Ubiquiti, Inc.
        90353W103
        
          
        
        568.00000000
        NS
        USD
        177840.80000000
        0.089630764519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00766T100
        
          
        
        7025.00000000
        NS
        USD
        442294.00000000
        0.222913692258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Therapeutics plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics plc
        N/A
        
          
        
        5458.00000000
        NS
        USD
        545909.16000000
        0.275135151038
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings, Inc.
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings, Inc.
        43300A203
        
          
        
        4307.00000000
        NS
        USD
        566155.15000000
        0.285339016305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA Corp.
        549300H0BF5JCG96TJ81
        KLA Corp.
        482480100
        
          
        
        2472.00000000
        NS
        USD
        860651.52000000
        0.433763533014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
        
        8370.00000000
        NS
        USD
        568071.90000000
        0.286305047541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co.
        532457108
        
          
        
        7836.00000000
        NS
        USD
        1908066.00000000
        0.961654549084
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
        
        6826.00000000
        NS
        USD
        2030666.74000000
        1.023444633569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Howmet Aerospace, Inc.
        549300HO5WFZUT5N2T22
        Howmet Aerospace, Inc.
        443201108
        
          
        
        7366.00000000
        NS
        USD
        241752.12000000
        0.121841710899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repligen Corp.
        54930006QJ0T5AUO1E71
        Repligen Corp.
        759916109
        
          
        
        2204.00000000
        NS
        USD
        541522.80000000
        0.272924450230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit, Inc.
        VI90HBPH7XSFMB9E4M29
        Intuit, Inc.
        461202103
        
          
        
        2797.00000000
        NS
        USD
        1482326.09000000
        0.747084025225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BlackRock, Inc.
        09247X101
        
          
        
        1613.00000000
        NS
        USD
        1398745.21000000
        0.704959731061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank OZK
        549300VYK2WBD7SST478
        Bank OZK
        06417N103
        
          
        
        3076.00000000
        NS
        USD
        125223.96000000
        0.063112172633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd.
        5493007M0RIN8HY3MM77
        Bunge Ltd.
        N/A
        
          
        
        5562.00000000
        NS
        USD
        431778.06000000
        0.217613717551
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        Republic Services, Inc.
        760759100
        
          
        
        4437.00000000
        NS
        USD
        525163.32000000
        0.264679364178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International, Inc.
        5493000BD5GJNUDIUG10
        Mettler-Toledo International, Inc.
        592688105
        
          
        
        473.00000000
        NS
        USD
        697064.83000000
        0.351316759890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833100
        
          
        
        24737.00000000
        NS
        USD
        3608138.82000000
        1.818481703454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ResMed, Inc.
        529900T3QE5253CCXF22
        ResMed, Inc.
        761152107
        
          
        
        2765.00000000
        NS
        USD
        751527.00000000
        0.378765387733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freshpet, Inc.
        549300S4ZK8ZQ6HNPN59
        Freshpet, Inc.
        358039105
        
          
        
        1140.00000000
        NS
        USD
        166953.00000000
        0.084143374460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International, Inc.
        159864107
        
          
        
        1261.00000000
        NS
        USD
        513126.12000000
        0.258612682974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp.
        549300GCEDD8YCF5WU84
        Moody's Corp.
        615369105
        
          
        
        2278.00000000
        NS
        USD
        856528.00000000
        0.431685302090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinterest, Inc.
        N/A
        Pinterest, Inc., Class A
        72352L106
        
          
        
        10032.00000000
        NS
        USD
        590884.80000000
        0.297802621033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        NextEra Energy, Inc.
        65339F101
        
          
        
        21539.00000000
        NS
        USD
        1677888.10000000
        0.845646180069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties, Inc.
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties, Inc.
        36467J108
        
          
        
        5591.00000000
        NS
        USD
        264677.94000000
        0.133396195437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Pacific Land Corp.
        N/A
        Texas Pacific Land Corp.
        88262P102
        
          
        
        167.00000000
        NS
        USD
        249255.85000000
        0.125623548681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlassian Corp. plc
        549300AGBII4MWBVJY22
        Atlassian Corp. plc, Class A
        N/A
        
          
        
        2513.00000000
        NS
        USD
        817026.56000000
        0.411776798154
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Life Storage, Inc.
        W9EE01AFDDF9DQCQZC68
        Life Storage, Inc.
        53223X107
        
          
        
        2800.00000000
        NS
        USD
        328608.00000000
        0.165616586672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp.
        303250104
        
          
        
        910.00000000
        NS
        USD
        476758.10000000
        0.240283405122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International, Inc.
        5493003CYRY5RFGTIR97
        Choice Hotels International, Inc.
        169905106
        
          
        
        1543.00000000
        NS
        USD
        185005.70000000
        0.093241833883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheniere Energy, Inc.
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy, Inc.
        16411R208
        
          
        
        4003.00000000
        NS
        USD
        339974.79000000
        0.171345385001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCR Corp.
        549300YKTY8JX1DV2R67
        NCR Corp.
        62886E108
        
          
        
        4809.00000000
        NS
        USD
        213519.60000000
        0.107612679361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816109
        
          
        
        3296.00000000
        NS
        USD
        562066.88000000
        0.283278551183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acadia Healthcare Co., Inc.
        5493005CW985Y9D0NC11
        Acadia Healthcare Co., Inc.
        00404A109
        
          
        
        1543.00000000
        NS
        USD
        95233.96000000
        0.047997381045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co. (The)
        6CPEOKI6OYJ13Q6O7870
        Kroger Co. (The)
        501044101
        
          
        
        14652.00000000
        NS
        USD
        596336.40000000
        0.300550196819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spectrum Brands Holdings, Inc.
        549300JM0MJETDD30O20
        Spectrum Brands Holdings, Inc.
        84790A105
        
          
        
        2368.00000000
        NS
        USD
        206844.80000000
        0.104248617644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        10X Genomics, Inc.
        5493003Z6741WNLG7H43
        10X Genomics, Inc., Class A
        88025U109
        
          
        
        2517.00000000
        NS
        USD
        461189.91000000
        0.232437124786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zscaler, Inc.
        529900MZ0RTK1BWRNF46
        Zscaler, Inc.
        98980G102
        
          
        
        2410.00000000
        NS
        USD
        568543.10000000
        0.286542529695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Techne Corp.
        54930073RLKQ51TILZ35
        Bio-Techne Corp.
        09073M104
        
          
        
        1167.00000000
        NS
        USD
        562774.08000000
        0.283634976011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial, Inc.
        549300JBN1OSM8YNAI90
        Ally Financial, Inc.
        02005N100
        
          
        
        9911.00000000
        NS
        USD
        509028.96000000
        0.256547737342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teladoc Health, Inc.
        549300I2PVFBC9MFAC61
        Teladoc Health, Inc.
        87918A105
        
          
        
        2658.00000000
        NS
        USD
        394580.10000000
        0.198866154600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virgin Galactic Holdings, Inc.
        N/A
        Virgin Galactic Holdings, Inc.
        92766K106
        
          
        
        11730.00000000
        NS
        USD
        351782.70000000
        0.177296505332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla, Inc.
        54930043XZGB27CTOV49
        Tesla, Inc.
        88160R101
        
          
        
        5919.00000000
        NS
        USD
        4067536.80000000
        2.050015705583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arista Networks, Inc.
        635400H1WKBLOQERUU95
        Arista Networks, Inc.
        040413106
        
          
        
        1015.00000000
        NS
        USD
        386095.85000000
        0.194590140244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regions Financial Corp.
        CW05CS5KW59QTC0DG824
        Regions Financial Corp.
        7591EP100
        
          
        
        17367.00000000
        NS
        USD
        334314.75000000
        0.168492756625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capri Holdings Ltd.
        549300LPG8W0H1OX3A26
        Capri Holdings Ltd.
        N/A
        
          
        
        7927.00000000
        NS
        USD
        446369.37000000
        0.224967655852
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        United Parcel Service, Inc., Class B
        911312106
        
          
        
        7909.00000000
        NS
        USD
        1513466.24000000
        0.762778485955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L Brands, Inc.
        GR3KVMWVCR54YWQNXU90
        L Brands, Inc.
        501797104
        
          
        
        7548.00000000
        NS
        USD
        604368.36000000
        0.304598259555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marvell Technology, Inc.
        N/A
        Marvell Technology, Inc.
        573874104
        
          
        
        13892.00000000
        NS
        USD
        840604.92000000
        0.423660159188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morningstar, Inc.
        529900YGNQPOVAXQ7F29
        Morningstar, Inc.
        617700109
        
          
        
        636.00000000
        NS
        USD
        160672.68000000
        0.080978128448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors, Inc.
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors, Inc.
        681936100
        
          
        
        510.00000000
        NS
        USD
        18502.80000000
        0.009325307295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        260.00000000
        NS
        USD
        18569.20000000
        0.009358772522
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne, Inc.
        C3X4YJ278QNZHRJULN75
        Teradyne, Inc.
        880770102
        
          
        
        4306.00000000
        NS
        USD
        546862.00000000
        0.275615377047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pegasystems, Inc.
        549300FMCOKPL06FYN26
        Pegasystems, Inc.
        705573103
        
          
        
        2782.00000000
        NS
        USD
        355094.48000000
        0.178965623855
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Republic Bank
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank
        33616C100
        
          
        
        2390.00000000
        NS
        USD
        466097.80000000
        0.234910673786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR & Co., Inc.
        549300JOHU21WRN2Z451
        KKR & Co., Inc.
        48251W104
        
          
        
        11197.00000000
        NS
        USD
        713920.72000000
        0.359812033794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315103
        
          
        
        8853.00000000
        NS
        USD
        842451.48000000
        0.424590815058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bill.com Holdings, Inc.
        549300IBF9VZZIGOZW63
        Bill.com Holdings, Inc.
        090043100
        
          
        
        2785.00000000
        NS
        USD
        575993.70000000
        0.290297590255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paylocity Holding Corp.
        549300VH75FTB4DIEE07
        Paylocity Holding Corp.
        70438V106
        
          
        
        1753.00000000
        NS
        USD
        363677.38000000
        0.183291357257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk, Inc. (The)
        549300GXPD31VT3E0P46
        Trade Desk, Inc. (The), Class A
        88339J105
        
          
        
        8619.00000000
        NS
        USD
        705982.29000000
        0.355811109653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
        
        10178.00000000
        NS
        USD
        3340317.82000000
        1.683501423427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        IAC/InterActiveCorp
        44891N208
        
          
        
        3086.00000000
        NS
        USD
        423676.94000000
        0.213530798564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McCormick & Co., Inc.
        549300JQQA6MQ4OJP259
        McCormick & Co., Inc. (Non-Voting)
        579780206
        
          
        
        5126.00000000
        NS
        USD
        431455.42000000
        0.217451108803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp.
        549300VSP3RIX7FGDZ51
        Newmont Corp.
        651639106
        
          
        
        8539.00000000
        NS
        USD
        536419.98000000
        0.270352657605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM Systems, Inc.
        549300XCR4R530HJP604
        EPAM Systems, Inc.
        29414B104
        
          
        
        1183.00000000
        NS
        USD
        662243.40000000
        0.333766954713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners, Inc.
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners, Inc.
        72346Q104
        
          
        
        1674.00000000
        NS
        USD
        150007.14000000
        0.075602756181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nuance Communications, Inc.
        AEMSOT3SS15TNMJCE605
        Nuance Communications, Inc.
        67020Y100
        
          
        
        9184.00000000
        NS
        USD
        504201.60000000
        0.254114775010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular, Inc.
        5493008CARDZMVQ3LO89
        Popular, Inc.
        733174700
        
          
        
        2418.00000000
        NS
        USD
        175933.68000000
        0.088669586748
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
        
        3370.00000000
        NS
        USD
        621798.70000000
        0.313383053033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies plc
        549300BURLR9SLYY2705
        Trane Technologies plc
        N/A
        
          
        
        4004.00000000
        NS
        USD
        815254.44000000
        0.410883659625
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        American Water Works Co., Inc.
        549300DXHIJQMD5WFW18
        American Water Works Co., Inc.
        030420103
        
          
        
        3843.00000000
        NS
        USD
        653732.73000000
        0.329477624825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enphase Energy, Inc.
        5493008U7KIGMI59Z314
        Enphase Energy, Inc.
        29355A107
        
          
        
        3208.00000000
        NS
        USD
        608236.80000000
        0.306547931591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co.
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co.
        962166104
        
          
        
        16826.00000000
        NS
        USD
        567540.98000000
        0.286037466842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Solar, Inc.
        549300NPYMLM4NHTOF27
        First Solar, Inc.
        336433107
        
          
        
        5216.00000000
        NS
        USD
        448784.64000000
        0.226184938369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Church & Dwight Co., Inc.
        POOXSI30AWAQGYJZC921
        Church & Dwight Co., Inc.
        171340102
        
          
        
        5447.00000000
        NS
        USD
        471601.26000000
        0.237684386721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill, Inc.
        N/A
        Chipotle Mexican Grill, Inc.
        169656105
        
          
        
        496.00000000
        NS
        USD
        924266.24000000
        0.465824994660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        4583.00000000
        NS
        USD
        2848930.29000000
        1.435844867737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hess Corp.
        UASVRYNXNK17ULIGK870
        Hess Corp.
        42809H107
        
          
        
        4790.00000000
        NS
        USD
        366147.60000000
        0.184536334265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altria Group, Inc.
        XSGZFLO9YTNO9VCQV219
        Altria Group, Inc.
        02209S103
        
          
        
        4304.00000000
        NS
        USD
        206764.16000000
        0.104207975537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veeva Systems, Inc.
        549300YZEXPDB92M2F02
        Veeva Systems, Inc., Class A
        922475108
        
          
        
        2390.00000000
        NS
        USD
        795176.90000000
        0.400764692213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk, Inc.
        FRKKVKAIQEF3FCSTPG55
        Autodesk, Inc.
        052769106
        
          
        
        3180.00000000
        NS
        USD
        1021193.40000000
        0.514675738997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Co.
        PWFTNG3EI0Y73OXWDH08
        Deere & Co.
        244199105
        
          
        
        3440.00000000
        NS
        USD
        1243869.60000000
        0.626903293339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc., Class A
        090572207
        
          
        
        778.00000000
        NS
        USD
        575338.78000000
        0.289967514253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Display Corp.
        N/A
        Universal Display Corp.
        91347P105
        
          
        
        275.00000000
        NS
        USD
        64484.75000000
        0.032499951880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coupa Software, Inc.
        549300Q95ICR2GFL2K37
        Coupa Software, Inc.
        22266L106
        
          
        
        1830.00000000
        NS
        USD
        397110.00000000
        0.200141209993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashland Global Holdings, Inc.
        529900E4L9R04SB8HB11
        Ashland Global Holdings, Inc.
        044186104
        
          
        
        709.00000000
        NS
        USD
        60314.63000000
        0.030398234817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freeport-McMoRan, Inc.
        549300IRDTHJQ1PVET45
        Freeport-McMoRan, Inc.
        35671D857
        
          
        
        15982.00000000
        NS
        USD
        608914.20000000
        0.306889337387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Drainage Systems, Inc.
        6QQTOZ5MF5DHM7K92I60
        Advanced Drainage Systems, Inc.
        00790R104
        
          
        
        2110.00000000
        NS
        USD
        257609.90000000
        0.129833942968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        Southern Co. (The)
        842587107
        
          
        
        5952.00000000
        NS
        USD
        380154.24000000
        0.191595602169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI, Inc.
        549300HTIN2PD78UB763
        MSCI, Inc.
        55354G100
        
          
        
        1447.00000000
        NS
        USD
        862354.12000000
        0.434621633853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients, Inc.
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients, Inc.
        237266101
        
          
        
        6026.00000000
        NS
        USD
        416215.82000000
        0.209770435982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axon Enterprise, Inc.
        549300QP2IEEGFE16681
        Axon Enterprise, Inc.
        05464C101
        
          
        
        2021.00000000
        NS
        USD
        375946.42000000
        0.189474884519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System, Inc.
        783549108
        
          
        
        2546.00000000
        NS
        USD
        193877.90000000
        0.097713372861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corteva, Inc.
        549300WZN9I2QKLS0O94
        Corteva, Inc.
        22052L104
        
          
        
        14385.00000000
        NS
        USD
        615390.30000000
        0.310153255420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watsco, Inc.
        549300F1Y3LN5BX5WN75
        Watsco, Inc.
        942622200
        
          
        
        1080.00000000
        NS
        USD
        305035.20000000
        0.153736027847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Williams-Sonoma, Inc.
        549300IARG6YWVTZ1I92
        Williams-Sonoma, Inc.
        969904101
        
          
        
        2340.00000000
        NS
        USD
        354978.00000000
        0.178906918589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Element Solutions, Inc.
        549300FLGN6P5CU20J91
        Element Solutions, Inc.
        28618M106
        
          
        
        5136.00000000
        NS
        USD
        120131.04000000
        0.060545369553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Herbalife Nutrition Ltd.
        549300BA7TYPBSZZIA41
        Herbalife Nutrition Ltd.
        N/A
        
          
        
        4228.00000000
        NS
        USD
        215374.32000000
        0.108547447826
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SYNNEX Corp.
        5493004HI6PFLF46NS53
        SYNNEX Corp.
        87162W100
        
          
        
        1095.00000000
        NS
        USD
        130896.30000000
        0.065971000140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qurate Retail, Inc.
        549300PSXEKU4PHLCR04
        Qurate Retail, Inc., Series A
        74915M100
        
          
        
        13708.00000000
        NS
        USD
        162576.88000000
        0.081937834555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        6097.00000000
        NS
        USD
        525988.19000000
        0.265095094026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq, Inc.
        549300L8X1Q78ERXFD06
        Nasdaq, Inc.
        631103108
        
          
        
        1908.00000000
        NS
        USD
        356280.84000000
        0.179563542633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
        
        2072.00000000
        NS
        USD
        257591.04000000
        0.129824437634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd.
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd.
        N/A
        
          
        
        15554.00000000
        NS
        USD
        379206.52000000
        0.191117956611
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Rollins, Inc.
        549300F2A0BXT4SGWD84
        Rollins, Inc.
        775711104
        
          
        
        6386.00000000
        NS
        USD
        244775.38000000
        0.123365416961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group, Inc.
        2549002XEELQDIR6FU05
        Zillow Group, Inc., Class C
        98954M200
        
          
        
        4003.00000000
        NS
        USD
        425358.78000000
        0.214378436479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135F101
        
          
        
        4064.00000000
        NS
        USD
        1972665.60000000
        0.994212384720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Datadog, Inc.
        549300F6JNO0KRPO1K63
        Datadog, Inc., Class A
        23804L103
        
          
        
        5234.00000000
        NS
        USD
        579403.80000000
        0.292016261506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dynatrace, Inc.
        N/A
        Dynatrace, Inc.
        268150109
        
          
        
        7890.00000000
        NS
        USD
        503934.30000000
        0.253980057311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        Gap, Inc. (The)
        364760108
        
          
        
        13265.00000000
        NS
        USD
        386940.05000000
        0.195015612303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANSYS, Inc.
        549300VJV8H15Z5FJ571
        ANSYS, Inc.
        03662Q105
        
          
        
        1837.00000000
        NS
        USD
        676861.02000000
        0.341134153106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Products and Chemicals, Inc.
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals, Inc.
        009158106
        
          
        
        2370.00000000
        NS
        USD
        689741.10000000
        0.347625641097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp.
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp.
        22160K105
        
          
        
        4356.00000000
        NS
        USD
        1871860.32000000
        0.943407089681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448C104
        
          
        
        15343.00000000
        NS
        USD
        847700.75000000
        0.427236417660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Generac Holdings, Inc.
        529900S2H2AHJHSFFI84
        Generac Holdings, Inc.
        368736104
        
          
        
        1583.00000000
        NS
        USD
        663846.88000000
        0.334575099628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum China Holdings, Inc.
        529900DO9BYZ7VA3K502
        Yum China Holdings, Inc.
        98850P109
        
          
        
        8397.00000000
        NS
        USD
        522209.43000000
        0.263190620206
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HubSpot, Inc.
        529900BLNVEW0MVKJB37
        HubSpot, Inc.
        443573100
        
          
        
        1072.00000000
        NS
        USD
        638933.44000000
        0.322018865772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keysight Technologies, Inc.
        549300GLKVIO8YRCYN02
        Keysight Technologies, Inc.
        49338L103
        
          
        
        3999.00000000
        NS
        USD
        658035.45000000
        0.331646171543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
        
        3058.00000000
        NS
        USD
        795171.74000000
        0.400762091602
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
        
        1115.00000000
        NS
        USD
        613205.40000000
        0.309052078090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson plc
        549300WHC56FF48KL350
        Willis Towers Watson plc
        N/A
        
          
        
        2317.00000000
        NS
        USD
        477487.36000000
        0.240650948067
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Everbridge, Inc.
        549300WCY0UMR64ATW81
        Everbridge, Inc.
        29978A104
        
          
        
        622.00000000
        NS
        USD
        87838.84000000
        0.044270282093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Okta, Inc.
        549300N8J06I8MRHU620
        Okta, Inc.
        679295105
        
          
        
        2542.00000000
        NS
        USD
        629882.18000000
        0.317457081560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemed Corp.
        54930020031IDJT2IM79
        Chemed Corp.
        16359R103
        
          
        
        353.00000000
        NS
        USD
        168035.06000000
        0.084688726624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alnylam Pharmaceuticals, Inc.
        529900S3ZI14OWRJII50
        Alnylam Pharmaceuticals, Inc.
        02043Q107
        
          
        
        2898.00000000
        NS
        USD
        518568.12000000
        0.261355420414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peloton Interactive, Inc.
        5493002YS021166W0339
        Peloton Interactive, Inc., Class A
        70614W100
        
          
        
        5308.00000000
        NS
        USD
        626609.40000000
        0.315807618818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CyrusOne, Inc.
        5493006S177ZK2ZNBU43
        CyrusOne, Inc.
        23283R100
        
          
        
        877.00000000
        NS
        USD
        62503.79000000
        0.031501559164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invitation Homes, Inc.
        N/A
        Invitation Homes, Inc.
        46187W107
        
          
        
        12473.00000000
        NS
        USD
        507401.64000000
        0.255727577200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hain Celestial Group, Inc. (The)
        5493000S8QXWHLIXDP75
        Hain Celestial Group, Inc. (The)
        405217100
        
          
        
        2783.00000000
        NS
        USD
        111069.53000000
        0.055978419399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
        
        12426.00000000
        NS
        USD
        731021.58000000
        0.368430771203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp.
        549300MIX43II8JLN536
        Liberty Broadband Corp., Class C
        530307305
        
          
        
        3569.00000000
        NS
        USD
        633461.81000000
        0.319261194978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands, Inc.
        54930035UDEIH090K650
        Conagra Brands, Inc.
        205887102
        
          
        
        8840.00000000
        NS
        USD
        296051.60000000
        0.149208343895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cree, Inc.
        549300OGU88P3AW3TO93
        Cree, Inc.
        225447101
        
          
        
        4311.00000000
        NS
        USD
        399888.36000000
        0.201541487831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions, Inc.
        6S552MUG6KGJVEBSEC55
        Motorola Solutions, Inc.
        620076307
        
          
        
        1082.00000000
        NS
        USD
        242281.44000000
        0.122108485206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding, Inc.
        549300T64GVCHFJ8L449
        Ceridian HCM Holding, Inc.
        15677J108
        
          
        
        4803.00000000
        NS
        USD
        472615.20000000
        0.238195406787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GameStop Corp.
        549300505KLOET039L77
        GameStop Corp., Class A
        36467W109
        
          
        
        2097.00000000
        NS
        USD
        337868.64000000
        0.170283897228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Arthur J Gallagher & Co.
        54930049QLLMPART6V29
        Arthur J Gallagher & Co.
        363576109
        
          
        
        4270.00000000
        NS
        USD
        594853.70000000
        0.299802924345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plug Power, Inc.
        549300JPDKRSJ8JSM954
        Plug Power, Inc.
        72919P202
        
          
        
        9688.00000000
        NS
        USD
        264288.64000000
        0.133199990423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexcom, Inc.
        549300YSK3QDSFR5EU59
        Dexcom, Inc.
        252131107
        
          
        
        1441.00000000
        NS
        USD
        742849.91000000
        0.374392183099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities, Inc.
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities, Inc.
        015271109
        
          
        
        2370.00000000
        NS
        USD
        477175.80000000
        0.240493923576
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Midstream Corp.
        N/A
        Antero Midstream Corp.
        03676B102
        
          
        
        35432.00000000
        NS
        USD
        336604.00000000
        0.169646525770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp.
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp.
        855244109
        
          
        
        12947.00000000
        NS
        USD
        1572154.21000000
        0.792356893267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corning, Inc.
        549300X2937PB0CJ7I56
        Corning, Inc.
        219350105
        
          
        
        14995.00000000
        NS
        USD
        627690.70000000
        0.316352587946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AptarGroup, Inc.
        VNPEQDQFAA7IY1T2PX43
        AptarGroup, Inc.
        038336103
        
          
        
        1216.00000000
        NS
        USD
        156766.72000000
        0.079009546542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casey's General Stores, Inc.
        549300CAFWSI86V66Q65
        Casey's General Stores, Inc.
        147528103
        
          
        
        1512.00000000
        NS
        USD
        298937.52000000
        0.150662831369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services, Inc.
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services, Inc.
        445658107
        
          
        
        2845.00000000
        NS
        USD
        479240.25000000
        0.241534394783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        15602.00000000
        NS
        USD
        1497479.96000000
        0.754721490607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
        
        6796.00000000
        NS
        USD
        978759.92000000
        0.493289503366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
        
        5216.00000000
        NS
        USD
        474134.40000000
        0.238961075055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evercore, Inc.
        529900P6KLPT95DW3W58
        Evercore, Inc., Class A
        29977A105
        
          
        
        2970.00000000
        NS
        USD
        392634.00000000
        0.197885331128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        Advanced Micro Devices, Inc.
        007903107
        
          
        
        14428.00000000
        NS
        USD
        1532109.32000000
        0.772174493583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan U.S. Government Money Market Fund
        549300NQ5E5B7ZV4T516
        JPMorgan U.S. Government Money Market Fund, Share Class IM
        4812C2270
        
          
        
        1178781.00000000
        NS
        USD
        1178781.00000000
        0.594099004450
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        AGCO Corp.
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp.
        001084102
        
          
        
        3382.00000000
        NS
        USD
        446796.02000000
        0.225182685057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP, Inc.
        WHKXQACZ14C5XRO8LW03
        HP, Inc.
        40434L105
        
          
        
        10909.00000000
        NS
        USD
        314942.83000000
        0.158729417730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beyond Meat, Inc.
        549300XQ946NCE51DR09
        Beyond Meat, Inc.
        08862E109
        
          
        
        1634.00000000
        NS
        USD
        200491.80000000
        0.101046741320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Schneider National, Inc.
        529900V6GZ6G6E3BLV72
        Schneider National, Inc., Class B
        80689H102
        
          
        
        13.00000000
        NS
        USD
        291.72000000
        0.000147025241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Five9, Inc.
        254900MXP6EWY0SFFR59
        Five9, Inc.
        338307101
        
          
        
        2815.00000000
        NS
        USD
        566631.35000000
        0.285579018431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials, Inc.
        41BNNE1AFPNAZELZ6K07
        Applied Materials, Inc.
        038222105
        
          
        
        10342.00000000
        NS
        USD
        1447156.06000000
        0.729358527605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manhattan Associates, Inc.
        529900Q1GJP7KD52SW51
        Manhattan Associates, Inc.
        562750109
        
          
        
        2409.00000000
        NS
        USD
        384548.67000000
        0.193810370212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
        
        2957.00000000
        NS
        USD
        512802.94000000
        0.258449802069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQT Corp.
        4NT01YGM4X7ZX86ISY52
        EQT Corp.
        26884L109
        
          
        
        18585.00000000
        NS
        USD
        341778.15000000
        0.172254268314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cimarex Energy Co.
        11KYOFXPU1C4CQL1CL44
        Cimarex Energy Co.
        171798101
        
          
        
        3928.00000000
        NS
        USD
        256105.60000000
        0.129075784216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
        
        11188.00000000
        NS
        USD
        1139050.28000000
        0.574074944681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp.
        8WDDFXB5T1Z6J0XC1L66
        Target Corp.
        87612E106
        
          
        
        5737.00000000
        NS
        USD
        1497643.85000000
        0.754804090247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio, Inc.
        5493004W8TRGD63APX93
        Twilio, Inc., Class A
        90138F102
        
          
        
        2270.00000000
        NS
        USD
        848049.30000000
        0.427412084903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insulet Corp.
        549300TZTYD2PYN92D43
        Insulet Corp.
        45784P101
        
          
        
        1807.00000000
        NS
        USD
        505399.83000000
        0.254718676202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Erie Indemnity Co.
        549300WA5KP94KRUFZ80
        Erie Indemnity Co., Class A
        29530P102
        
          
        
        680.00000000
        NS
        USD
        125725.20000000
        0.063364794778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Citizens BancShares, Inc.
        549300N3Z00ZHE2XC526
        First Citizens BancShares, Inc., Class A
        31946M103
        
          
        
        202.00000000
        NS
        USD
        158083.18000000
        0.079673034989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        RPM International, Inc.
        549300TJCKW4BRXPJ474
        RPM International, Inc.
        749685103
        
          
        
        4111.00000000
        NS
        USD
        355971.49000000
        0.179407631970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
        
        4610.00000000
        NS
        USD
        890144.90000000
        0.448628030911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions, Inc.
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions, Inc.
        11133T103
        
          
        
        2877.00000000
        NS
        USD
        499130.73000000
        0.251559085006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Frontdoor, Inc.
        5493008RB0JZJI3QGZ06
        Frontdoor, Inc.
        35905A109
        
          
        
        13.00000000
        NS
        USD
        636.22000000
        0.000320651307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp. (The)
        549300VSGCJ7E698NM85
        Charles Schwab Corp. (The)
        808513105
        
          
        
        13428.00000000
        NS
        USD
        912432.60000000
        0.459860906553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Alliance Bancorp
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638109
        
          
        
        3464.00000000
        NS
        USD
        321528.48000000
        0.162048548348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avery Dennison Corp.
        549300PW7VPFCYKLIV37
        Avery Dennison Corp.
        053611109
        
          
        
        2419.00000000
        NS
        USD
        509634.92000000
        0.256853137779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masimo Corp.
        549300Q4A8JK0PIYCU29
        Masimo Corp.
        574795100
        
          
        
        370.00000000
        NS
        USD
        100784.30000000
        0.050794721236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        2026.00000000
        NS
        USD
        542562.80000000
        0.273448604390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDEXX Laboratories, Inc.
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories, Inc.
        45168D104
        
          
        
        1343.00000000
        NS
        USD
        911265.79000000
        0.459272840865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T. Rowe Price Group, Inc.
        549300SIV6FPS9Y7IH33
        T. Rowe Price Group, Inc.
        74144T108
        
          
        
        2731.00000000
        NS
        USD
        557560.96000000
        0.281007592806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trex Co., Inc.
        N/A
        Trex Co., Inc.
        89531P105
        
          
        
        4690.00000000
        NS
        USD
        455399.00000000
        0.229518538666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar, Inc.
        WRJR7GS4GTRECRRTVX92
        Caterpillar, Inc.
        149123101
        
          
        
        6249.00000000
        NS
        USD
        1291980.75000000
        0.651151042766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp.
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp., Class A
        989207105
        
          
        
        1143.00000000
        NS
        USD
        631484.64000000
        0.318264712401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
        
        6237.00000000
        NS
        USD
        918211.14000000
        0.462773258263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TJX Cos., Inc. (The)
        V167QI9I69W364E2DY52
        TJX Cos., Inc. (The)
        872540109
        
          
        
        13781.00000000
        NS
        USD
        948270.61000000
        0.477923062341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services, Inc.
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services, Inc.
        955306105
        
          
        
        1695.00000000
        NS
        USD
        697882.35000000
        0.351728785379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow, Inc.
        549300HJTQM36M0E1G39
        ServiceNow, Inc.
        81762P102
        
          
        
        2254.00000000
        NS
        USD
        1325104.06000000
        0.667845004999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp.
        54930036C8MWP850MI84
        Norfolk Southern Corp.
        655844108
        
          
        
        3455.00000000
        NS
        USD
        890802.65000000
        0.448959533218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076C106
        
          
        
        1706.00000000
        NS
        USD
        439397.36000000
        0.221453801964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acceleron Pharma, Inc.
        529900TQRID2UY164805
        Acceleron Pharma, Inc.
        00434H108
        
          
        
        3071.00000000
        NS
        USD
        384059.26000000
        0.193563710320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Micro E-Mini Index
        N/A
        
          
          
        
        5.00000000
        NC
        USD
        3066.75000000
        0.001545624778
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P 500 Micro E-Mini Index
                US78378X1072
              
            
            2021-09-17
            109725.00000000
            USD
            3066.75000000
          
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co. (The)
        742718109
        
          
        
        18270.00000000
        NS
        USD
        2598542.10000000
        1.309650626054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies, Inc.
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies, Inc.
        00846U101
        
          
        
        5136.00000000
        NS
        USD
        786989.28000000
        0.396638177711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods, Inc.
        529900SSBV5I4LWSK313
        Dick's Sporting Goods, Inc.
        253393102
        
          
        
        2361.00000000
        NS
        USD
        245874.54000000
        0.123919387429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LPL Financial Holdings, Inc.
        549300XROQ4Y8G2L7682
        LPL Financial Holdings, Inc.
        50212V100
        
          
        
        3313.00000000
        NS
        USD
        467265.52000000
        0.235499198108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Beer Co., Inc. (The)
        529900Q02MQ0DCQNRM58
        Boston Beer Co., Inc. (The), Class A
        100557107
        
          
        
        402.00000000
        NS
        USD
        285420.00000000
        0.143850077198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Estee Lauder Cos., Inc. (The)
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos., Inc. (The), Class A
        518439104
        
          
        
        3179.00000000
        NS
        USD
        1061245.57000000
        0.534861807760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Knight, Inc.
        549300TUSNXS3BFFML48
        Black Knight, Inc.
        09215C105
        
          
        
        195.00000000
        NS
        USD
        16147.95000000
        0.008138476119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
        
        20799.00000000
        NS
        USD
        1160168.22000000
        0.584718267851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141G104
        
          
        
        3072.00000000
        NS
        USD
        1151631.36000000
        0.580415738351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana, Inc.
        529900YLDW34GJAO4J06
        Humana, Inc.
        444859102
        
          
        
        1760.00000000
        NS
        USD
        749513.60000000
        0.377750645439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        13802.00000000
        NS
        USD
        3932327.82000000
        1.981871138941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics, Inc.
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        3613.00000000
        NS
        USD
        512323.40000000
        0.258208116602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ares Management Corp.
        529900JUV61FH7B8VW38
        Ares Management Corp.
        03990B101
        
          
        
        3844.00000000
        NS
        USD
        275268.84000000
        0.138733949563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DXC Technology Co.
        549300DOVZ3EDJB7O259
        DXC Technology Co.
        23355L106
        
          
        
        8754.00000000
        NS
        USD
        349984.92000000
        0.176390434308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        11273.00000000
        NS
        USD
        805117.66000000
        0.405774779429
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Avalara, Inc.
        549300Q16CMW239SS315
        Avalara, Inc.
        05338G106
        
          
        
        2784.00000000
        NS
        USD
        465401.28000000
        0.234559631617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis, Inc.
        529900DFH19P073LZ636
        Prologis, Inc.
        74340W103
        
          
        
        8162.00000000
        NS
        USD
        1045062.48000000
        0.526705621278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE, Inc., Class B
        654106103
        
          
        
        13201.00000000
        NS
        USD
        2211299.51000000
        1.114482535290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
        
        10773.00000000
        NS
        USD
        455697.90000000
        0.229669182587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan U.S. Government Money Market Fund
        8I5DZWZKVSZI1NUHU748
        JPMorgan U.S. Government Money Market Fund, Class IM
        4812C2270
        
          
        
        100388.74000000
        NS
        USD
        100388.74000000
        0.050595361218
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        Twitter, Inc.
        90184L102
        
          
        
        1465.00000000
        NS
        USD
        102183.75000000
        0.051500036178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp.
        254900787YGRYS2A1Z35
        Boyd Gaming Corp.
        103304101
        
          
        
        5259.00000000
        NS
        USD
        299763.00000000
        0.151078868654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Holdings, Inc.
        549300E3VEW8SMS5XW09
        OneMain Holdings, Inc.
        68268W103
        
          
        
        4477.00000000
        NS
        USD
        273097.00000000
        0.137639354399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS plc
        N/A
        STERIS plc
        N/A
        
          
        
        644.00000000
        NS
        USD
        140359.80000000
        0.070740550997
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Smartsheet, Inc.
        549300N9WF42OK9VL589
        Smartsheet, Inc., Class A
        83200N103
        
          
        
        1078.00000000
        NS
        USD
        78208.90000000
        0.039416846410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line, Inc.
        5299009TWK32WE417T96
        Old Dominion Freight Line, Inc.
        679580100
        
          
        
        2340.00000000
        NS
        USD
        629811.00000000
        0.317421207240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        1468.00000000
        NS
        USD
        364357.60000000
        0.183634184317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
        
        8008.00000000
        NS
        USD
        478157.68000000
        0.240988785582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical, Inc.
        54930052SRG011710797
        Intuitive Surgical, Inc.
        46120E602
        
          
        
        1312.00000000
        NS
        USD
        1300795.52000000
        0.655593637346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        East West Bancorp, Inc.
        N/A
        East West Bancorp, Inc.
        27579R104
        
          
        
        3639.00000000
        NS
        USD
        258914.85000000
        0.130491630440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp.
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp.
        682189105
        
          
        
        13430.00000000
        NS
        USD
        524575.80000000
        0.264383257397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Etsy, Inc.
        54930089Q7XT501AEA40
        Etsy, Inc.
        29786A106
        
          
        
        2707.00000000
        NS
        USD
        496761.57000000
        0.250365041671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEC Energy Group, Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939U106
        
          
        
        5484.00000000
        NS
        USD
        516263.76000000
        0.260194035914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        N/A
        
          
        
        3860.00000000
        NS
        USD
        796665.40000000
        0.401514887854
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co.
        N/A
        Baker Hughes Co.
        05722G100
        
          
        
        11492.00000000
        NS
        USD
        244090.08000000
        0.123020029610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affiliated Managers Group, Inc.
        2JE75BUE3T1BLCYYGK54
        Affiliated Managers Group, Inc.
        008252108
        
          
        
        2665.00000000
        NS
        USD
        422242.60000000
        0.212807899258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo, Inc.
        254900YAUJV2EUEVBR11
        Qorvo, Inc.
        74736K101
        
          
        
        1815.00000000
        NS
        USD
        344105.85000000
        0.173427416042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyler Technologies, Inc.
        25490040SMU4Z8LBCW70
        Tyler Technologies, Inc.
        902252105
        
          
        
        1121.00000000
        NS
        USD
        552249.44000000
        0.278330616553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Copart, Inc.
        549300KVYX3JWMYEHU61
        Copart, Inc.
        217204106
        
          
        
        4735.00000000
        NS
        USD
        696045.00000000
        0.350802771297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications, Inc.
        549300T9GCHU0ODOM055
        Zoom Video Communications, Inc., Class A
        98980L101
        
          
        
        2278.00000000
        NS
        USD
        861311.80000000
        0.434096310426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DocuSign, Inc.
        549300Q7PVDWRZ39JG09
        DocuSign, Inc.
        256163106
        
          
        
        2576.00000000
        NS
        USD
        767751.04000000
        0.386942212785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324P102
        
          
        
        4388.00000000
        NS
        USD
        1808821.36000000
        0.911635807842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
        
        4093.00000000
        NS
        USD
        2210260.93000000
        1.113959096802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Guardant Health, Inc.
        254900M8C3E5VC8BR186
        Guardant Health, Inc.
        40131M109
        
          
        
        172.00000000
        NS
        USD
        18885.60000000
        0.009518236346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corp.
        549300E707U7WNPZN687
        FedEx Corp.
        31428X106
        
          
        
        3302.00000000
        NS
        USD
        924394.90000000
        0.465889838577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synopsys, Inc.
        QG7T915N9S0NY5UKNE63
        Synopsys, Inc.
        871607107
        
          
        
        2684.00000000
        NS
        USD
        772965.16000000
        0.389570099985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair, Inc.
        54930027N9ZAVYFDHK53
        Wayfair, Inc., Class A
        94419L101
        
          
        
        1108.00000000
        NS
        USD
        267426.88000000
        0.134781645760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Seagen, Inc.
        N/A
        Seagen, Inc.
        81181C104
        
          
        
        2829.00000000
        NS
        USD
        433940.31000000
        0.218703479409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        O'Reilly Automotive, Inc.
        549300K2RLMQL149Q332
        O'Reilly Automotive, Inc.
        67103H107
        
          
        
        532.00000000
        NS
        USD
        321242.88000000
        0.161904607551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MongoDB, Inc.
        549300TPTG69WKWE1Z37
        MongoDB, Inc.
        60937P106
        
          
        
        1361.00000000
        NS
        USD
        488490.12000000
        0.246196277320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medical Properties Trust, Inc.
        254900U6E39J1MQCCY14
        Medical Properties Trust, Inc.
        58463J304
        
          
        
        4552.00000000
        NS
        USD
        95728.56000000
        0.048246656667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc., Class A
        92826C839
        
          
        
        7699.00000000
        NS
        USD
        1896956.61000000
        0.956055478910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Holdings, Inc.
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings, Inc.
        228368106
        
          
        
        4478.00000000
        NS
        USD
        446725.28000000
        0.225147032494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp.
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp.
        012653101
        
          
        
        1936.00000000
        NS
        USD
        398893.44000000
        0.201040053738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cirrus Logic, Inc.
        549300NKSJEM5ZZSSV18
        Cirrus Logic, Inc.
        172755100
        
          
        
        1080.00000000
        NS
        USD
        89197.20000000
        0.044954887905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software, Inc.
        254900LSB0HNJUDC6Q18
        Paycom Software, Inc.
        70432V102
        
          
        
        1145.00000000
        NS
        USD
        458000.00000000
        0.230829428060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalent, Inc.
        N/A
        Catalent, Inc.
        148806102
        
          
        
        4497.00000000
        NS
        USD
        538785.57000000
        0.271544901681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications, Inc., Class A
        16119P108
        
          
        
        1637.00000000
        NS
        USD
        1218009.85000000
        0.613870124556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Targa Resources Corp.
        5493003QENHHS261UR94
        Targa Resources Corp.
        87612G101
        
          
        
        4390.00000000
        NS
        USD
        184862.90000000
        0.093169863485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867101
        
          
        
        9189.00000000
        NS
        USD
        504200.43000000
        0.254114185337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        DaVita, Inc.
        23918K108
        
          
        
        3516.00000000
        NS
        USD
        422799.00000000
        0.213088321734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signature Bank
        VLP5AP0XK2GM6GKD1007
        Signature Bank
        82669G104
        
          
        
        1220.00000000
        NS
        USD
        276903.40000000
        0.139557758624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fastenal Co.
        529900PP0C7H2HHPSJ32
        Fastenal Co.
        311900104
        
          
        
        2800.00000000
        NS
        USD
        153356.00000000
        0.077290562815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vimeo, Inc.
        N/A
        Vimeo, Inc.
        92719V100
        
          
        
        3254.00000000
        NS
        USD
        145779.20000000
        0.073471898163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dell Technologies, Inc.
        549300TJB5YBRUPOG437
        Dell Technologies, Inc., Class C
        24703L202
        
          
        
        5880.00000000
        NS
        USD
        568125.60000000
        0.286332112039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787107
        
          
        
        2432.00000000
        NS
        USD
        353539.84000000
        0.178182094025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasTec, Inc.
        549300TMDIT8WREDOF45
        MasTec, Inc.
        576323109
        
          
        
        3661.00000000
        NS
        USD
        370603.03000000
        0.186781845965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anaplan, Inc.
        N/A
        Anaplan, Inc.
        03272L108
        
          
        
        4678.00000000
        NS
        USD
        267581.60000000
        0.134859623771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM, Inc.
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM, Inc.
        747525103
        
          
        
        6341.00000000
        NS
        USD
        949881.80000000
        0.478735093053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amedisys, Inc.
        5299001RBS9GK9STN379
        Amedisys, Inc.
        023436108
        
          
        
        1484.00000000
        NS
        USD
        386760.08000000
        0.194924908434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp.
        549300I4GMO6D34U1T02
        Lam Research Corp.
        512807108
        
          
        
        1767.00000000
        NS
        USD
        1126303.47000000
        0.567650624022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES Corp. (The)
        2NUNNB7D43COUIRE5295
        AES Corp. (The)
        00130H105
        
          
        
        19957.00000000
        NS
        USD
        472980.90000000
        0.238379717533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fastly, Inc.
        549300E2FZC83FJ3H565
        Fastly, Inc., Class A
        31188V100
        
          
        
        5189.00000000
        NS
        USD
        249435.23000000
        0.125713955194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Burlington Stores, Inc.
        5299003Z37DVGKKC1W09
        Burlington Stores, Inc.
        122017106
        
          
        
        1503.00000000
        NS
        USD
        503204.40000000
        0.253612191810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        9354.00000000
        NS
        USD
        1783059.48000000
        0.898651964990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain, Inc.
        46284V101
        
          
        
        10473.00000000
        NS
        USD
        458298.48000000
        0.230979860303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moderna, Inc.
        549300EI6OKH5K5Q2G38
        Moderna, Inc.
        60770K107
        
          
        
        4262.00000000
        NS
        USD
        1507043.20000000
        0.759541309864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        salesforce.com, Inc.
        79466L302
        
          
        
        8965.00000000
        NS
        USD
        2168902.45000000
        1.093114655134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SLM Corp.
        N/A
        SLM Corp.
        78442P106
        
          
        
        20910.00000000
        NS
        USD
        393735.30000000
        0.198440380144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Garmin Ltd.
        2549001E0HIPIJQ0W046
        Garmin Ltd.
        N/A
        
          
        
        3835.00000000
        NS
        USD
        602862.00000000
        0.303839062574
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        2941.00000000
        NS
        USD
        280659.63000000
        0.141450877450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Fuel Gas Co.
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co.
        636180101
        
          
        
        2290.00000000
        NS
        USD
        117774.70000000
        0.059357787425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valmont Industries, Inc.
        5493009ZGZJJ8F77JN08
        Valmont Industries, Inc.
        920253101
        
          
        
        609.00000000
        NS
        USD
        144302.55000000
        0.072727674856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jefferies Financial Group, Inc.
        549300HOF34RGOJ5YL07
        Jefferies Financial Group, Inc.
        47233W109
        
          
        
        13498.00000000
        NS
        USD
        447998.62000000
        0.225788788703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roku, Inc.
        549300KR6ITU0YIR1T71
        Roku, Inc.
        77543R102
        
          
        
        2037.00000000
        NS
        USD
        872467.47000000
        0.439718705461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cloudflare, Inc.
        5493007DY18BGNLDWU14
        Cloudflare, Inc., Class A
        18915M107
        
          
        
        5348.00000000
        NS
        USD
        634433.24000000
        0.319750790243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square, Inc.
        549300OHIIUWSTIZME52
        Square, Inc., Class A
        852234103
        
          
        
        4841.00000000
        NS
        USD
        1196985.66000000
        0.603274050860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monolithic Power Systems, Inc.
        529900TB7O85LSZ1XU31
        Monolithic Power Systems, Inc.
        609839105
        
          
        
        1394.00000000
        NS
        USD
        626268.44000000
        0.315635776893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoetis, Inc.
        549300HD9Q1LOC9KLJ48
        Zoetis, Inc.
        98978V103
        
          
        
        5999.00000000
        NS
        USD
        1215997.30000000
        0.612855810658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks, Inc.
        549300QXR2YVZV231H43
        Palo Alto Networks, Inc.
        697435105
        
          
        
        1815.00000000
        NS
        USD
        724275.75000000
        0.365030910764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunrun, Inc.
        54930007SJ77CI66U531
        Sunrun, Inc.
        86771W105
        
          
        
        8486.00000000
        NS
        USD
        449503.42000000
        0.226547199453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cintas Corp.
        N/A
        Cintas Corp.
        172908105
        
          
        
        1576.00000000
        NS
        USD
        621227.68000000
        0.313095262160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtu Financial, Inc.
        5493001OPW2K42CH3884
        Virtu Financial, Inc., Class A
        928254101
        
          
        
        757.00000000
        NS
        USD
        19485.18000000
        0.009820421299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-08-30
      J.P. Morgan Exchange-Traded Fund Trust
      Timothy J. Clemens
      Timothy J. Clemens
      Treasurer and Principal Financial Officer
    
  
  XXXX



JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited)

 

Investments

   Shares      Value ($)  

COMMON STOCKS — 100.0%

 

Aerospace & Defense — 0.5%

 

Axon Enterprise, Inc.*

     2,021        375,946  

Howmet Aerospace, Inc.*

     7,366        241,752  

Virgin Galactic Holdings, Inc.*

     11,730        351,783  
     

 

 

 
        969,481  
     

 

 

 

Automobiles & Parts — 2.2%

     

Gentex Corp.

     11,710        398,491  

Tesla, Inc.*

     5,919        4,067,537  
     

 

 

 
        4,466,028  
     

 

 

 

Banks — 1.6%

     

Bank OZK

     3,076        125,224  

Discover Financial Services

     2,072        257,591  

East West Bancorp, Inc.

     3,639        258,915  

First Citizens BancShares, Inc., Class A(a)

     202        158,083  

First Republic Bank

     2,390        466,098  

Pinnacle Financial Partners, Inc.

     1,674        150,007  

Popular, Inc. (Puerto Rico)

     2,418        175,934  

Regions Financial Corp.

     17,367        334,315  

Signature Bank

     1,220        276,903  

SVB Financial Group*

     1,115        613,205  

Western Alliance Bancorp

     3,464        321,529  
     

 

 

 
        3,137,804  
     

 

 

 

Beverages — 0.5%

     

Boston Beer Co., Inc. (The), Class A*

     402        285,420  

Monster Beverage Corp.*

     6,824        643,640  
     

 

 

 
        929,060  
     

 

 

 

Chemicals — 0.6%

     

Air Products and Chemicals, Inc.

     2,370        689,741  

Albemarle Corp.

     1,936        398,893  

Ashland Global Holdings, Inc.

     709        60,315  

Element Solutions, Inc.

     5,136        120,131  
     

 

 

 
        1,269,080  
     

 

 

 

Construction & Materials — 2.4%

     

Advanced Drainage Systems, Inc.

     2,110        257,610  

AECOM*

     7,025        442,294  

Carrier Global Corp.

     15,343        847,701  

Louisiana-Pacific Corp.

     7,237        401,219  

Masco Corp.

     8,008        478,158  

MasTec, Inc.*

     3,661        370,603  

Quanta Services, Inc.

     5,216        474,134  

Trane Technologies plc

     4,004        815,255  

Trex Co., Inc.*

     4,690        455,399  

Watsco, Inc.

     1,080        305,035  
     

 

 

 
        4,847,408  
     

 

 

 

Consumer Services — 0.5%

     

Copart, Inc.*

     4,735        696,045  

Frontdoor, Inc.*

     13        636  

Rollins, Inc.

     6,386        244,776  
     

 

 

 
        941,457  
     

 

 

 

Electricity — 1.8%

     

AES Corp. (The)

     19,957        472,981  

Eversource Energy

     6,097        525,988  

NextEra Energy, Inc.

     21,539        1,677,888  

Southern Co. (The)

     5,952        380,154  

Sunrun, Inc.*

     8,486        449,504  
     

 

 

 
        3,506,515  
     

 

 

 

Electronic & Electrical Equipment — 1.4%

     

Johnson Controls International plc

     11,533        823,687  

Keysight Technologies, Inc.*

     3,999        658,035  

Mettler-Toledo International, Inc.*

     473        697,065  

Zebra Technologies Corp., Class A*

     1,143        631,485  
     

 

 

 
        2,810,272  
     

 

 

 

Finance & Credit Services — 1.5%

     

Ally Financial, Inc.

     9,911        509,029  

Moody’s Corp.

     2,278        856,528  

Morningstar, Inc.

     636        160,673  

MSCI, Inc.

     1,447        862,354  

OneMain Holdings, Inc.

     4,477        273,097  

SLM Corp.

     20,910        393,735  
     

 

 

 
        3,055,416  
     

 

 

 

Food Producers — 1.9%

     

Archer-Daniels-Midland Co.

     8,861        529,179  

Beyond Meat, Inc.*(a)

     1,634        200,492  

Bunge Ltd.

     5,562        431,778  

Conagra Brands, Inc.

     8,840        296,052  

Corteva, Inc.

     14,385        615,390  

Darling Ingredients, Inc.*

     6,026        416,216  

Freshpet, Inc.*

     1,140        166,953  

Hain Celestial Group, Inc. (The)*

     2,783        111,070  

Herbalife Nutrition Ltd.*

     4,228        215,374  

Kraft Heinz Co. (The)

     9,652        371,312  

McCormick & Co., Inc. (Non-Voting)

     5,126        431,455  
     

 

 

 
        3,785,271  
     

 

 

 

Gas, Water & Multi-utilities — 0.6%

     

American Water Works Co., Inc.

     3,843        653,733  

National Fuel Gas Co.

     2,290        117,774  

WEC Energy Group, Inc.

     5,484        516,264  
     

 

 

 
        1,287,771  
     

 

 

 

General Industrials — 0.6%

     

AptarGroup, Inc.

     1,216        156,767  

Crown Holdings, Inc.

     4,478        446,725  

RPM International, Inc.

     4,111        355,971  

Valmont Industries, Inc.

     609        144,303  
     

 

 

 
        1,103,766  
     

 

 

 

Health Care Providers — 2.6%

     

Acadia Healthcare Co., Inc.*

     1,543        95,234  

Amedisys, Inc.*

     1,484        386,760  

Chemed Corp.

     353        168,035  

DaVita, Inc.*

     3,516        422,799  

HCA Healthcare, Inc.

     1,468        364,358  

Humana, Inc.

     1,760        749,514  

Teladoc Health, Inc.*

     2,658        394,580  

UnitedHealth Group, Inc.

     4,388        1,808,821  

Veeva Systems, Inc., Class A*

     2,390        795,177  
     

 

 

 
        5,185,278  
     

 

 

 

Household Goods & Home Construction — 0.4%

     

DR Horton, Inc.

     2,941        280,660  

PulteGroup, Inc.

     9,189        504,200  
     

 

 

 
        784,860  
     

 

 

 

Industrial Engineering — 1.8%

     

AGCO Corp.

     3,382        446,796  

Caterpillar, Inc.

     6,249        1,291,981  


JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited) (continued)

 

Investments

   Shares      Value ($)  

Deere & Co.

     3,440        1,243,869  

Generac Holdings, Inc.*

     1,583        663,847  
     

 

 

 
        3,646,493  
     

 

 

 

Industrial Materials — 0.3%

     

Avery Dennison Corp.

     2,419        509,635  
     

 

 

 

Industrial Metals & Mining — 0.4%

     

Fastenal Co.

     2,800        153,356  

Freeport-McMoRan, Inc.

     15,982        608,914  
     

 

 

 
        762,270  
     

 

 

 

Industrial Support Services — 4.4%

     

American Express Co.

     3,296        562,067  

Bill.Com Holdings, Inc.*

     2,785        575,994  

Cintas Corp.

     1,576        621,228  

Fair Isaac Corp.*

     910        476,758  

Paylocity Holding Corp.*

     1,753        363,677  

PayPal Holdings, Inc.*

     11,041        3,042,127  

Square, Inc., Class A*

     4,841        1,196,986  

Visa, Inc., Class A

     7,699        1,896,956  
     

 

 

 
        8,735,793  
     

 

 

 

Industrial Transportation — 2.6%

     

FedEx Corp.

     3,302        924,395  

JB Hunt Transport Services, Inc.

     2,845        479,240  

Kansas City Southern

     2,026        542,563  

Norfolk Southern Corp.

     3,455        890,803  

Old Dominion Freight Line, Inc.

     2,340        629,811  

Ryder System, Inc.

     2,546        193,878  

Schneider National, Inc., Class B

     13        292  

United Parcel Service, Inc., Class B

     7,909        1,513,466  
     

 

 

 
        5,174,448  
     

 

 

 

Investment Banking & Brokerage Services — 5.1%

     

Affiliated Managers Group, Inc.

     2,665        422,243  

Ameriprise Financial, Inc.

     1,706        439,397  

Ares Management Corp.

     3,844        275,269  

BlackRock, Inc.

     1,613        1,398,745  

Broadridge Financial Solutions, Inc.

     2,877        499,131  

Charles Schwab Corp. (The)

     13,428        912,433  

Evercore, Inc., Class A

     2,970        392,634  

Goldman Sachs Group, Inc. (The)

     3,072        1,151,631  

Interactive Brokers Group, Inc., Class A

     2,940        181,868  

Invesco Ltd.

     15,554        379,206  

Jefferies Financial Group, Inc.

     13,498        447,999  

KKR & Co., Inc.

     11,197        713,921  

LPL Financial Holdings, Inc.

     3,313        467,265  

Morgan Stanley

     15,602        1,497,480  

Nasdaq, Inc.

     1,908        356,281  

T. Rowe Price Group, Inc.

     2,731        557,561  

Virtu Financial, Inc., Class A

     757        19,485  
     

 

 

 
        10,112,549  
     

 

 

 

Leisure Goods — 0.8%

     

Garmin Ltd.

     3,835        602,862  

Pool Corp.

     1,190        568,606  

Take-Two Interactive Software, Inc.*

     2,957        512,803  
     

 

 

 
        1,684,271  
     

 

 

 

Media — 0.4%

     

Trade Desk, Inc. (The), Class A*

     8,619        705,982  
     

 

 

 

Medical Equipment & Services — 6.5%

     

10X Genomics, Inc., Class A*

     2,517        461,190  

Agilent Technologies, Inc.

     5,136        786,989  

Bio-Rad Laboratories, Inc., Class A*

     778        575,339  

Bio-Techne Corp.

     1,167        562,774  

Danaher Corp.

     6,826        2,030,667  

Dexcom, Inc.*

     1,441        742,850  

IDEXX Laboratories, Inc.*

     1,343        911,266  

Insulet Corp.*

     1,807        505,400  

Intuitive Surgical, Inc.*

     1,312        1,300,795  

Masimo Corp.*

     370        100,784  

Quest Diagnostics, Inc.

     3,613        512,323  

Repligen Corp.*

     2,204        541,523  

ResMed, Inc.

     2,765        751,527  

STERIS plc

     644        140,360  

Thermo Fisher Scientific, Inc.

     4,093        2,210,261  

West Pharmaceutical Services, Inc.

     1,695        697,882  
     

 

 

 
        12,831,930  
     

 

 

 

Non-life Insurance — 2.1%

     

Aon plc, Class A

     3,058        795,172  

Arthur J Gallagher & Co.

     4,270        594,854  

Brown & Brown, Inc.

     8,451        459,734  

Erie Indemnity Co., Class A

     680        125,725  

Marsh & McLennan Cos., Inc.

     6,237        918,211  

Progressive Corp. (The)

     8,853        842,452  

Willis Towers Watson plc

     2,317        477,487  
     

 

 

 
        4,213,635  
     

 

 

 

Non-Renewable Energy — 1.9%

     

Antero Midstream Corp.

     35,432        336,604  

Baker Hughes Co.

     11,492        244,090  

Cheniere Energy, Inc.*

     4,003        339,975  

Chevron Corp.

     11,188        1,139,050  

Cimarex Energy Co.

     3,928        256,105  

EQT Corp.*

     18,585        341,778  

Hess Corp.

     4,790        366,148  

Pioneer Natural Resources Co.

     2,432        353,540  

Targa Resources Corp.

     4,390        184,863  

Texas Pacific Land Corp.

     167        249,256  
     

 

 

 
        3,811,409  
     

 

 

 

Personal Care, Drug & Grocery Stores — 2.1%

     

Casey’s General Stores, Inc.

     1,512        298,938  

Church & Dwight Co., Inc.

     5,447        471,601  

Kroger Co. (The)

     14,652        596,336  

Procter & Gamble Co. (The)

     18,270        2,598,542  

Spectrum Brands Holdings, Inc.

     2,368        206,845  
     

 

 

 
        4,172,262  
     

 

 

 

Personal Goods — 2.1%

     

Capri Holdings Ltd.*

     7,927        446,369  

Estee Lauder Cos., Inc. (The), Class A

     3,179        1,061,246  

NIKE, Inc., Class B

     13,201        2,211,299  

Tapestry, Inc.*

     10,773        455,698  
     

 

 

 
        4,174,612  
     

 

 

 

Pharmaceuticals, Biotechnology & Marijuana Producers — 4.3%

     

Acceleron Pharma, Inc.*

     3,071        384,059  

Alnylam Pharmaceuticals, Inc.*

     2,898        518,568  

Bristol-Myers Squibb Co.

     8,370        568,072  

Catalent, Inc.*

     4,497        538,786  

Charles River Laboratories International, Inc.*

     1,261        513,126  

Eli Lilly & Co.

     7,836        1,908,066  

Guardant Health, Inc.*

     172        18,886  


JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited) (continued)

 

Investments

   Shares      Value ($)  

Horizon Therapeutics plc*

     5,458        545,909  

Moderna, Inc.*

     4,262        1,507,043  

Seagen, Inc.*

     2,829        433,940  

United Therapeutics Corp.*

     1,949        354,582  

Zoetis, Inc.

     5,999        1,215,997  
     

 

 

 
        8,507,034  
     

 

 

 

Precious Metals & Mining — 0.3%

     

Newmont Corp.

     8,539        536,420  
     

 

 

 

Real Estate Investment & Services — 0.9%

     

CBRE Group, Inc., Class A*

     6,566        633,356  

CoStar Group, Inc.*

     7,277        646,562  

Zillow Group, Inc., Class C*

     4,003        425,359  
     

 

 

 
        1,705,277  
     

 

 

 

Real Estate Investment Trusts — 2.4%

     

Alexandria Real Estate Equities, Inc.

     2,370        477,176  

Crown Castle International Corp.

     4,610        890,145  

CyrusOne, Inc.

     877        62,504  

Gaming and Leisure Properties, Inc.

     5,591        264,678  

Invitation Homes, Inc.

     12,473        507,402  

Iron Mountain, Inc.

     10,473        458,298  

Life Storage, Inc.

     2,800        328,608  

Medical Properties Trust, Inc.

     4,552        95,728  

Omega Healthcare Investors, Inc.

     510        18,503  

Prologis, Inc.

     8,162        1,045,062  

Weyerhaeuser Co.

     16,826        567,541  
     

 

 

 
        4,715,645  
     

 

 

 

Renewable Energy — 0.7%

     

Enphase Energy, Inc.*

     3,208        608,237  

First Solar, Inc.*

     5,216        448,785  

Plug Power, Inc.*

     9,688        264,288  
     

 

 

 
        1,321,310  
     

 

 

 

Retailers — 7.5%

     

Amazon.com, Inc.*

     1,048        3,487,314  

Burlington Stores, Inc.*

     1,503        503,204  

Costco Wholesale Corp.

     4,356        1,871,860  

Dick’s Sporting Goods, Inc.

     2,361        245,874  

Etsy, Inc.*

     2,707        496,762  

GameStop Corp., Class A*(a)

     2,097        337,869  

Gap, Inc. (The)

     13,265        386,940  

Home Depot, Inc. (The)

     10,178        3,340,318  

L Brands, Inc.

     7,548        604,368  

O’Reilly Automotive, Inc.*

     532        321,243  

Qurate Retail, Inc., Series A

     13,708        162,577  

Target Corp.

     5,737        1,497,644  

TJX Cos., Inc. (The)

     13,781        948,271  

Wayfair, Inc., Class A*(a)

     1,108        267,427  

Williams-Sonoma, Inc.

     2,340        354,978  
     

 

 

 
        14,826,649  
     

 

 

 

Software & Computer Services — 16.3%

     

Adobe, Inc.*

     4,583        2,848,930  

Anaplan, Inc.*

     4,678        267,582  

ANSYS, Inc.*

     1,837        676,861  

Atlassian Corp. plc, Class A*

     2,513        817,027  

Autodesk, Inc.*

     3,180        1,021,193  

Avalara, Inc.*

     2,784        465,401  

Black Knight, Inc.*

     195        16,148  

Cadence Design Systems, Inc.*

     5,021        741,351  

Ceridian HCM Holding, Inc.*

     4,803        472,615  

Cloudflare, Inc., Class A*

     5,348        634,433  

Coupa Software, Inc.*

     1,830        397,110  

Crowdstrike Holdings, Inc., Class A*

     2,951        748,403  

Datadog, Inc., Class A*

     5,234        579,404  

Dell Technologies, Inc., Class C*

     5,880        568,126  

DocuSign, Inc.*

     2,576        767,751  

Dolby Laboratories, Inc., Class A

     395        38,355  

DXC Technology Co.*

     8,754        349,985  

Dynatrace, Inc.*

     7,890        503,934  

EPAM Systems, Inc.*

     1,183        662,243  

Everbridge, Inc.*

     622        87,839  

Fastly, Inc., Class A*(a)

     5,189        249,435  

Five9, Inc.*

     2,815        566,631  

HubSpot, Inc.*

     1,072        638,933  

InterActiveCorp.*

     3,086        423,677  

Intuit, Inc.

     2,797        1,482,326  

Manhattan Associates, Inc.*

     2,409        384,549  

Match Group, Inc.*

     3,904        621,790  

Microsoft Corp.

     13,802        3,932,328  

MongoDB, Inc.*

     1,361        488,490  

NCR Corp.*

     4,809        213,520  

Nuance Communications, Inc.*

     9,184        504,202  

Okta, Inc.*

     2,542        629,882  

Palo Alto Networks, Inc.*

     1,815        724,276  

Paycom Software, Inc.*

     1,145        458,000  

Pegasystems, Inc.

     2,782        355,095  

Pinterest, Inc., Class A*

     10,032        590,885  

salesforce.com, Inc.*

     8,965        2,168,902  

ServiceNow, Inc.*

     2,254        1,325,104  

Smartsheet, Inc., Class A*

     1,078        78,209  

Synopsys, Inc.*

     2,684        772,965  

Twilio, Inc., Class A*

     2,270        848,049  

Twitter, Inc.*

     1,465        102,184  

Tyler Technologies, Inc.*

     1,121        552,249  

Vimeo, Inc.*

     3,254        145,779  

Zoom Video Communications, Inc., Class A*

     2,278        861,312  

Zscaler, Inc.*

     2,410        568,543  
     

 

 

 
        32,352,006  
     

 

 

 

Technology Hardware & Equipment — 12.0%

     

Advanced Micro Devices, Inc.*

     14,428        1,532,109  

Apple, Inc.

     24,737        3,608,139  

Applied Materials, Inc.

     10,342        1,447,156  

Broadcom, Inc.

     4,064        1,972,666  

Cirrus Logic, Inc.*

     1,080        89,197  

Corning, Inc.

     14,995        627,691  

Cree, Inc.*

     4,311        399,888  

Entegris, Inc.

     4,336        523,095  

HP, Inc.

     10,909        314,943  

KLA Corp.

     2,472        860,652  

Lam Research Corp.

     1,767        1,126,303  

Marvell Technology, Inc.

     13,892        840,605  

Monolithic Power Systems, Inc.

     1,394        626,268  

NVIDIA Corp.

     20,984        4,091,670  

NXP Semiconductors NV (China)

     3,860        796,665  

ON Semiconductor Corp.*

     13,430        524,576  

Qorvo, Inc.*

     1,815        344,106  

QUALCOMM, Inc.

     6,341        949,882  

Skyworks Solutions, Inc.

     3,370        621,799  


JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited) (continued)

 

Investments

   Shares      Value ($)  

SYNNEX Corp.

     1,095        130,896  

Teradyne, Inc.

     4,306        546,862  

Texas Instruments, Inc.

     9,354        1,783,060  

Universal Display Corp.

     275        64,485  
     

 

 

 
        23,822,713  
     

 

 

 

Telecommunications Equipment — 0.4%

     

Arista Networks, Inc.*

     1,015        386,096  

Motorola Solutions, Inc.

     1,082        242,281  

Ubiquiti, Inc.

     568        177,841  
     

 

 

 
        806,218  
     

 

 

 

Telecommunications Service Providers — 2.8%

     

Charter Communications, Inc., Class A*

     1,637        1,218,010  

Comcast Corp., Class A

     12,426        731,022  

Liberty Broadband Corp., Class C*

     3,569        633,462  

Roku, Inc.*

     2,037        872,467  

T-Mobile US, Inc.*

     6,796        978,760  

Verizon Communications, Inc.

     20,799        1,160,168  
     

 

 

 
        5,593,889  
     

 

 

 

Tobacco — 0.1%

     

Altria Group, Inc.

     4,304        206,764  
     

 

 

 

Travel & Leisure — 2.4%

     

Boyd Gaming Corp.*

     5,259        299,763  

Chipotle Mexican Grill, Inc.*

     496        924,266  

Choice Hotels International, Inc.

     1,543        185,006  

Hilton Worldwide Holdings, Inc.*

     4,307        566,155  

Peloton Interactive, Inc., Class A*

     5,308        626,609  

Starbucks Corp.

     12,947        1,572,154  

Yum China Holdings, Inc. (China)

     8,397        522,210  
     

 

 

 
        4,696,163  
     

 

 

 

Waste & Disposal Services — 0.3%

     

Republic Services, Inc.

     4,437        525,163  
     

 

 

 

TOTAL COMMON STOCKS
(Cost $150,947,034)

 

     198,230,007  
     

 

 

 

SHORT-TERM INVESTMENTS — 0.6%

     

INVESTMENT COMPANIES — 0.0%(b)

     

JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.03%(c)(d)(Cost $100,389)

     100,389        100,389  
     

 

 

 

INVESTMENT OF CASH COLLATERAL FROM SECURITIES LOANED — 0.6%

     

JPMorgan U.S. Government Money Market Fund Class IM Shares, 0.03%(c)(d)(Cost $1,178,781)

     1,178,781        1,178,781  
     

 

 

 

TOTAL SHORT-TERM INVESTMENTS
(Cost $1,279,170)

        1,279,170  
     

 

 

 

Total Investments — 100.6%
(Cost $152,226,204)

 

     199,509,177  

Liabilities in Excess of Other Assets — (0.6%)

 

     (1,094,256
     

 

 

 

Net Assets — 100.0%

 

     198,414,921  
     

 

 

 

 

Percentages indicated are based on net assets.

 

(a)

The security or a portion of this security is on loan at July 31, 2021. The total value of securities on loan at July 31, 2021 is $1,116,197.

(b)

Amount rounds to less than 0.1% of net assets.

(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 July 31, 2021.

*

Non-income producing security.


JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited) (continued)

 

Futures contracts outstanding as of July 31, 2021:

 

Description

   Number of
Contracts
     Expiration
Date
     Trading
Currency
   Notional
Amount ($)
     Value and
Unrealized
Appreciation
(Depreciation) ($)
 

Long Contracts

 

Micro E-Mini S&P 500 Index

     6        09/2021      USD      131,670        3,078  
              

 

 

 

 

Abbreviations
USD    United States Dollar


JPMorgan U.S. Momentum Factor ETF

SCHEDULE OF PORTFOLIO INVESTMENTS

AS OF JULY 31, 2021 (Unaudited) (continued)

 

A. Valuation of Investments — Investments are valued in accordance with U.S. generally accepted accounting principles (“GAAP”) and the Fund’s valuation policies set forth by, and under the supervision and responsibility of, the Board of Trustees of the Trust (the “Board”), which established the following approach to valuation, as described more fully below: (i) investments for which market quotations are readily available shall be valued at their market value and (ii) all other investments for which market quotations are not readily available shall be valued at their fair value as determined in good faith by the Board.

J.P. Morgan Investment Management Inc. (the “Administrator”) has established the J.P. Morgan Asset Management Americas Valuation Committee (“AVC”) to assist the Board with the oversight and monitoring of the valuation of the Fund’s investments. The Administrator implements the valuation policies of the Fund’s investments, as directed by the Board. The AVC oversees and carries out the policies for the valuation of investments held in the Fund. This includes monitoring the appropriateness of fair values based on results of ongoing valuation oversight including, but not limited to, consideration of macro or security specific events, market events, and pricing vendor and broker due diligence. The Administrator is responsible for discussing and assessing the potential impacts to the fair values on an ongoing basis, and, at least on a quarterly basis, with the AVC and the Board.

Equities and other exchange-traded instruments are valued at the last sale price or official market closing price on the primary exchange on which the instrument is traded before the net asset values (“NAV”) of the Fund are calculated on a valuation date.

Investments in open-end investment companies (“Underlying Funds”) are valued at each Underlying Fund’s NAV per share as of the report date.

Futures contracts are generally valued on the basis of available market quotations.

Valuations reflected in this report are as of the report date. As a result, changes in valuation due to market events and/or issuer-related events after the report date and prior to issuance of the report are not reflected herein.

The various inputs that are used in determining the valuation of the Fund’s investments are summarized into the three broad levels listed below.

 

 

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 Fund’s assumptions in determining the fair value of investments).

A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input, both individually and in the aggregate, that is significant to the fair value measurement. The inputs or methodology used for valuing instruments are not necessarily an indication of the risk associated with investing in those instruments.

The following table represents each valuation input as presented on the Schedule of Portfolio Investments (“SOI”):

 

     Level 1
Quoted prices
     Level 2
Other significant observable
inputs
     Level 3
Significant unobservable
inputs
     Total  
Total Investments in Securities(a)    $ 199,509,177      $ —        $ —        $ 199,509,177  
  

 

 

    

 

 

    

 

 

    

 

 

 

Appreciation in Other Financial Instruments

           
Futures Contracts(a)    $ 3,078      $ —        $ —        $ 3,078  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(a)

Please refer to the SOI for specifics of portfolio holdings.

B. Investment Transactions with Affiliates — The Fund invested in Underlying Funds, which are advised by the Adviser. An issuer which is under common control with the Fund may be considered an affiliate. The Fund assumes the issuers listed in the table below to be affiliated issuers. Underlying Funds’ distributions may be reinvested into such Underlying Funds. Reinvestment amounts are included in the purchases at cost amounts in the table below.

 

For the period ended July 31, 2021

 

Security Description

  Value at
October 31,
2020
    Purchases at
Cost
    Proceeds from
Sales
    Net
Realized
Gain
(Loss)
    Change in
Unrealized
Appreciation/
(Depreciation)
    Value at
July 31,

2021
    Shares at
July 31,
2021
    Dividend
Income
    Capital Gain
Distributions
 

JPMorgan Securities Lending Money Market Fund Agency SL Class Shares(a)

  $ 399,860     $ —       $ 399,860     $ (50   $ 50     $ —         —       $ 71     $ —    

JPMorgan U.S. Government Money Market Fund Class IM Shares,
0.03%(a)(b)

    —         1,913,212       1,812,823       —         —         100,389       100,389       12       —    

JPMorgan U.S. Government Money Market Fund Class IM Shares,
0.03%(a)(b)

    800,674       12,201,093       11,822,986       —         —         1,178,781       1,178,781       139       —    

JPMorgan U.S. Government Money Market Fund Class Institutional Shares(a)

    205,755       3,127,882       3,333,637       —         —         —         —         28       —    
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

     

 

 

   

 

 

 

Total

  $ 1,406,289     $ 17,242,187     $ 17,369,306     $ (50   $ 50     $ 1,279,170       $ 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 July 31, 2021.



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