JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB US) – Portfolio Construction Methodology

The underlying ICE U.S. Treasury 3-10 Year Bond Index offers market-value-weighted exposure to intermediate-maturity U.S. government debt. The universe consists of U.S. dollar-denominated, fixed-rate U.S. Treasury notes and bonds issued in the domestic market with remaining maturities strictly greater than three years and less than or equal to ten years. The index excludes Treasury bills, cash-management bills, inflation-linked securities, floating-rate notes, STRIPS, savings bonds and any agency or quasi-sovereign debt. Only benchmark-sized, marketable lines that meet minimum amount-outstanding and standard ICE pricing and liquidity criteria are included; all eligible issues are admitted without ranking. Constituents are weighted in proportion to their market value of outstanding principal, so issuance sizes and the aging of individual bonds drive weights over time. The index is rebalanced monthly at month-end to add new issues, remove matured bonds and drop securities that fall outside the 3–10-year maturity band.

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