Important information about shareholder reports

Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically. Financial statements will no longer be included in the shareholder report but will be available at vanguard.com, can be mailed upon request, or can be accessed on the SEC’s website at www.sec.gov.

You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.

Contents

Your Fund’s Performance at a Glance	1
AboutYour Fund's Expenses	2
Performance Summary	4
Financial Statements	7
Trustees Approve Advisory Arrangement	67
Liquidity Risk Management	69

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

Your Fund’s Performance at a Glance

•	For the 12 months ended August 31, 2023, Vanguard ESG U.S. Corporate Bond ETF returned 1.09% (based on net asset value), roughly in line with the 1.14% return of its expense-free benchmark.
•	Early in the period, inflation in many developed markets began to ease off multidecade highs but remained stubbornly high in some sectors, including services, which felt the effects of a tight labor market. While aggressive interest rate hikes by many major central banks including the Federal Reserve fanned fears of recession and weighed on bond prices, the economy proved more resilient than expected.
•	The yield of the bellwether 10-year U.S. Treasury bond rose significantly over the period, from 3.19% to 4.11%. With yield spreads narrowing for corporate bonds, they outperformed both Treasuries and mortgage-backed securities.
•	By sector, bonds issued by industrial companies and financial institutions posted gains, while those of utility companies finished the period in negative territory.
•	By maturity, return from shorter-dated corporate bonds in the index more than offset declines from their long-dated counterparts. By credit quality, corporate bonds on the bottom rung of the investment-grade ladder performed better than higher-rated bonds.

Market Barometer

	Average Annual Total Returns Periods Ended August 31, 2023
	One Year	Three Years	Five Years
Stocks
Russell 1000 Index (Large-caps)	15.40%	9.93%	10.77%
Russell 2000 Index (Small-caps)	4.65	8.12	3.14
Russell 3000 Index (Broad U.S. market)	14.76	9.81	10.25
FTSE All-World ex US Index (International)	12.02	4.49	3.74
Bonds
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market)	-1.05%	-4.40%	0.55%
Bloomberg Municipal Bond Index (Broad tax-exempt market)	1.70	-1.32	1.52
FTSE Three-Month U.S. Treasury Bill Index	4.44	1.63	1.68
CPI
Consumer Price Index	3.67%	5.71%	4.02%

1

About Your Fund’s Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.

A fund‘s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund’s costs in two ways:

•

Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“

•

Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.

2

Six Months Ended August 31, 2023
ESG U.S. Corporate Bond ETF	Beginning Account Value 2/28/2023	Ending Account Value 8/31/2023	Expenses Paid During Period
Based on Actual Fund Return	$1,000.00	$1,021.80	$0.61
Based on Hypothetical 5% Yearly Return	1,000.00	1,024.60	0.61

The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratio for that period is 0.12%. The dollar amounts shown as ”Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

3

ESG U.S. Corporate Bond ETF

Performance Summary

All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.

Cumulative Performance: September 22, 2020, Through August 31, 2023

Initial Investment of $10,000

		Average Annual Total Returns Periods Ended August 31, 2023
		One Year	Since Inception (9/22/2020)	Final Value of a $10,000 Investment
	ESG U.S. Corporate Bond ETF Net Asset Value	1.09%	-4.47%	$8,742
	ESG U.S. Corporate Bond ETF Market Price	1.47	-4.43	8,753
	Bloomberg MSCI US Corporate SRI Select Index	1.14	-4.40	8,762
	Bloomberg U.S. Corporate Bond Index	0.90	-4.37	8,768

“Since Inception” performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).

See Financial Highlights for dividend and capital gains information.

4

ESG U.S. Corporate Bond ETF

Cumulative Returns of ETF Shares: September 22, 2020, Through August 31, 2023
	One Year	Since Inception (9/22/2020)
ESG U.S. Corporate Bond ETF Market Price	1.47%	-12.47%
ESG U.S. Corporate Bond ETF Net Asset Value	1.09	-12.58
Bloomberg MSCI US Corporate SRI Select Index	1.14	-12.38

"Since Inception" performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).

The market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares’ market price was above or below the NAV.

5

ESG U.S. Corporate Bond ETF

Fund Allocation

As of August 31, 2023

Corporate Bonds – Communications	13.0%
Corporate Bonds – Consumer Discretionary	6.8
Corporate Bonds – Consumer Staples	3.6
Corporate Bonds – Financials	43.8
Corporate Bonds – Health Care	15.4
Corporate Bonds – Industrials	1.9
Corporate Bonds – Materials	1.2
Corporate Bonds – Real Estate	2.1
Corporate Bonds – Technology	12.1
Corporate Bonds – Utilities	0.1

The table reflects the fund's investments, except for short-term investments and derivatives.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

6

ESG U.S. Corporate Bond ETF

Financial Statements

Schedule of Investments

As of August 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Corporate Bonds (98.4%)
Communications (12.8%)
	Activision Blizzard Inc.		3.400%	9/15/26	115	110
	Activision Blizzard Inc.		2.500%	9/15/50	195	124
	Alphabet Inc.		0.450%	8/15/25	110	101
	Alphabet Inc.		1.998%	8/15/26	240	222
	Alphabet Inc.		0.800%	8/15/27	185	160
	Alphabet Inc.		1.100%	8/15/30	200	160
	Alphabet Inc.		2.050%	8/15/50	286	171
	Alphabet Inc.		2.250%	8/15/60	210	122
	America Movil SAB de CV		3.625%	4/22/29	210	192
	America Movil SAB de CV		2.875%	5/7/30	195	168
	America Movil SAB de CV		4.700%	7/21/32	140	133
	America Movil SAB de CV		6.375%	3/1/35	75	81
	America Movil SAB de CV		6.125%	3/30/40	180	187
	America Movil SAB de CV		4.375%	7/16/42	150	127
	America Movil SAB de CV		4.375%	4/22/49	155	131
	AT&T Inc.		5.539%	2/20/26	180	180
	AT&T Inc.		1.700%	3/25/26	380	346
	AT&T Inc.		3.800%	2/15/27	110	105
	AT&T Inc.		4.250%	3/1/27	275	265
	AT&T Inc.		2.300%	6/1/27	355	318
	AT&T Inc.		1.650%	2/1/28	285	244
1	AT&T Inc.		4.100%	2/15/28	270	256
	AT&T Inc.		4.350%	3/1/29	355	336
1	AT&T Inc.		4.300%	2/15/30	375	350
	AT&T Inc.		2.750%	6/1/31	265	219
	AT&T Inc.		2.250%	2/1/32	340	265
	AT&T Inc.		2.550%	12/1/33	460	351
	AT&T Inc.		5.400%	2/15/34	300	291
	AT&T Inc.		4.500%	5/15/35	325	289
	AT&T Inc.		5.250%	3/1/37	85	80
	AT&T Inc.		4.850%	3/1/39	189	168
	AT&T Inc.		3.500%	6/1/41	270	198
	AT&T Inc.		4.300%	12/15/42	230	186
	AT&T Inc.		4.350%	6/15/45	155	122
	AT&T Inc.		4.750%	5/15/46	210	175
	AT&T Inc.		5.650%	2/15/47	50	48
	AT&T Inc.		4.500%	3/9/48	220	176
	AT&T Inc.		4.550%	3/9/49	150	120
	AT&T Inc.		3.650%	6/1/51	350	239

7

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	AT&T Inc.		3.300%	2/1/52	115	75
	AT&T Inc.		3.500%	9/15/53	895	589
	AT&T Inc.		3.550%	9/15/55	880	574
	AT&T Inc.		3.800%	12/1/57	677	456
	AT&T Inc.		3.650%	9/15/59	710	459
	AT&T Inc.		3.850%	6/1/60	225	153
	Bell Telephone Co. of Canada or Bell Canada		5.100%	5/11/33	150	145
	Bell Telephone Co. of Canada or Bell Canada		4.464%	4/1/48	60	49
	Bell Telephone Co. of Canada or Bell Canada		3.650%	8/15/52	75	54
	Booking Holdings Inc.		3.600%	6/1/26	165	159
	Booking Holdings Inc.		4.625%	4/13/30	210	205
	British Telecommunications plc		9.625%	12/15/30	300	365
	Charter Communications Operating LLC		4.908%	7/23/25	450	442
	Charter Communications Operating LLC		3.750%	2/15/28	90	82
	Charter Communications Operating LLC		4.200%	3/15/28	165	154
	Charter Communications Operating LLC		2.250%	1/15/29	185	153
	Charter Communications Operating LLC		5.050%	3/30/29	195	186
	Charter Communications Operating LLC		2.800%	4/1/31	340	274
	Charter Communications Operating LLC		2.300%	2/1/32	200	151
	Charter Communications Operating LLC		4.400%	4/1/33	100	88
	Charter Communications Operating LLC		6.384%	10/23/35	225	218
	Charter Communications Operating LLC		5.375%	4/1/38	105	89
	Charter Communications Operating LLC		3.500%	6/1/41	235	155
	Charter Communications Operating LLC		3.500%	3/1/42	270	176
	Charter Communications Operating LLC		6.484%	10/23/45	360	331
	Charter Communications Operating LLC		5.375%	5/1/47	230	183
	Charter Communications Operating LLC		5.750%	4/1/48	348	293
	Charter Communications Operating LLC		5.125%	7/1/49	115	88
	Charter Communications Operating LLC		4.800%	3/1/50	265	196
	Charter Communications Operating LLC		3.700%	4/1/51	210	130
	Charter Communications Operating LLC		3.900%	6/1/52	295	188
	Charter Communications Operating LLC		5.250%	4/1/53	100	79
	Charter Communications Operating LLC		3.850%	4/1/61	270	161
	Charter Communications Operating LLC		4.400%	12/1/61	180	118
	Charter Communications Operating LLC		3.950%	6/30/62	145	87
	Charter Communications Operating LLC		5.500%	4/1/63	125	98
	Comcast Corp.		3.375%	8/15/25	160	155
	Comcast Corp.		3.950%	10/15/25	360	351
	Comcast Corp.		5.250%	11/7/25	100	100
	Comcast Corp.		3.150%	3/1/26	240	229
	Comcast Corp.		2.350%	1/15/27	220	202
	Comcast Corp.		3.300%	2/1/27	215	203
	Comcast Corp.		3.150%	2/15/28	95	88
	Comcast Corp.		3.550%	5/1/28	195	184
	Comcast Corp.		4.150%	10/15/28	460	443
	Comcast Corp.		4.550%	1/15/29	110	108
	Comcast Corp.		2.650%	2/1/30	250	217
	Comcast Corp.		3.400%	4/1/30	190	173
	Comcast Corp.		4.250%	10/15/30	175	166
	Comcast Corp.		1.950%	1/15/31	200	162
	Comcast Corp.		1.500%	2/15/31	185	145
	Comcast Corp.		5.500%	11/15/32	70	72
	Comcast Corp.		4.250%	1/15/33	175	164
	Comcast Corp.		4.650%	2/15/33	120	117
	Comcast Corp.		7.050%	3/15/33	210	239

8

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Comcast Corp.		4.800%	5/15/33	110	108
	Comcast Corp.		4.200%	8/15/34	50	46
	Comcast Corp.		5.650%	6/15/35	110	114
	Comcast Corp.		4.400%	8/15/35	135	125
	Comcast Corp.		3.200%	7/15/36	135	109
	Comcast Corp.		3.900%	3/1/38	205	174
	Comcast Corp.		4.600%	10/15/38	70	64
	Comcast Corp.		3.250%	11/1/39	120	92
	Comcast Corp.		3.750%	4/1/40	200	164
	Comcast Corp.		4.600%	8/15/45	40	35
	Comcast Corp.		3.400%	7/15/46	160	117
	Comcast Corp.		4.000%	8/15/47	95	76
	Comcast Corp.		3.969%	11/1/47	240	192
	Comcast Corp.		4.000%	3/1/48	160	129
	Comcast Corp.		4.700%	10/15/48	218	197
	Comcast Corp.		3.999%	11/1/49	310	247
	Comcast Corp.		3.450%	2/1/50	210	153
	Comcast Corp.		2.800%	1/15/51	237	150
	Comcast Corp.		2.887%	11/1/51	554	354
	Comcast Corp.		2.450%	8/15/52	275	161
	Comcast Corp.		4.049%	11/1/52	165	132
	Comcast Corp.		5.350%	5/15/53	135	132
	Comcast Corp.		2.937%	11/1/56	587	365
	Comcast Corp.		4.950%	10/15/58	180	166
	Comcast Corp.		2.650%	8/15/62	210	120
	Comcast Corp.		2.987%	11/1/63	453	273
	Comcast Corp.		5.500%	5/15/64	150	146
	Deutsche Telekom International Finance BV		8.750%	6/15/30	410	482
	Discovery Communications LLC		3.950%	3/20/28	235	218
	Discovery Communications LLC		4.125%	5/15/29	140	129
	Discovery Communications LLC		3.625%	5/15/30	105	92
	Discovery Communications LLC		5.200%	9/20/47	140	113
	Discovery Communications LLC		5.300%	5/15/49	170	138
	Discovery Communications LLC		4.650%	5/15/50	90	67
	Discovery Communications LLC		4.000%	9/15/55	195	127
	Electronic Arts Inc.		1.850%	2/15/31	150	120
	Electronic Arts Inc.		2.950%	2/15/51	95	61
	Expedia Group Inc.		3.800%	2/15/28	150	140
	Expedia Group Inc.		3.250%	2/15/30	160	139
	Fox Corp.		4.709%	1/25/29	265	255
	Fox Corp.		5.476%	1/25/39	215	194
	Fox Corp.		5.576%	1/25/49	123	110
	Grupo Televisa SAB		5.000%	5/13/45	30	25
	Grupo Televisa SAB		6.125%	1/31/46	150	144
	Meta Platforms Inc.		3.500%	8/15/27	270	257
	Meta Platforms Inc.		4.600%	5/15/28	180	178
	Meta Platforms Inc.		4.800%	5/15/30	140	139
	Meta Platforms Inc.		3.850%	8/15/32	385	353
	Meta Platforms Inc.		4.950%	5/15/33	225	224
	Meta Platforms Inc.		4.450%	8/15/52	275	233
	Meta Platforms Inc.		5.600%	5/15/53	305	306
	Meta Platforms Inc.		4.650%	8/15/62	200	170
	Meta Platforms Inc.		5.750%	5/15/63	235	237
	Netflix Inc.		5.875%	2/15/25	35	35
	Netflix Inc.		4.375%	11/15/26	150	146

9

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Netflix Inc.		4.875%	4/15/28	160	158
	Netflix Inc.		5.875%	11/15/28	275	283
	Omnicom Group Inc.		3.650%	11/1/24	175	171
	Omnicom Group Inc.		3.600%	4/15/26	90	86
	Omnicom Group Inc.		2.600%	8/1/31	115	94
	Orange SA		9.000%	3/1/31	329	399
	Orange SA		5.375%	1/13/42	115	110
	Orange SA		5.500%	2/6/44	65	63
	Paramount Global		4.000%	1/15/26	125	120
	Paramount Global		7.875%	7/30/30	140	148
	Paramount Global		4.950%	1/15/31	240	214
	Paramount Global		4.200%	5/19/32	275	229
	Paramount Global		6.875%	4/30/36	100	96
	Paramount Global		4.375%	3/15/43	85	59
	Paramount Global		5.850%	9/1/43	40	33
	Paramount Global		4.950%	5/19/50	135	99
	Rogers Communications Inc.		2.950%	3/15/25	50	48
	Rogers Communications Inc.		3.200%	3/15/27	135	125
	Rogers Communications Inc.		3.800%	3/15/32	235	201
	Rogers Communications Inc.		5.000%	3/15/44	95	81
	Rogers Communications Inc.		4.300%	2/15/48	120	89
	Rogers Communications Inc.		4.350%	5/1/49	70	53
	Rogers Communications Inc.		3.700%	11/15/49	105	71
	Rogers Communications Inc.		4.550%	3/15/52	265	205
	Sprint Capital Corp.		6.875%	11/15/28	275	291
	Sprint Capital Corp.		8.750%	3/15/32	235	280
	Sprint LLC		7.625%	2/15/25	195	199
	Sprint LLC		7.625%	3/1/26	170	176
	Telefonica Emisiones SA		4.103%	3/8/27	275	262
	Telefonica Emisiones SA		7.045%	6/20/36	175	187
	Telefonica Emisiones SA		4.665%	3/6/38	120	99
	Telefonica Emisiones SA		5.213%	3/8/47	315	264
	Telefonica Emisiones SA		4.895%	3/6/48	70	56
	Telefonica Emisiones SA		5.520%	3/1/49	195	170
	Telefonica Europe BV		8.250%	9/15/30	180	205
	TELUS Corp.		3.400%	5/13/32	135	114
	TELUS Corp.		4.600%	11/16/48	35	29
	Time Warner Cable Enterprises LLC		8.375%	7/15/33	115	128
	Time Warner Cable LLC		6.550%	5/1/37	190	180
	Time Warner Cable LLC		7.300%	7/1/38	135	136
	Time Warner Cable LLC		6.750%	6/15/39	135	130
	Time Warner Cable LLC		5.875%	11/15/40	135	117
	Time Warner Cable LLC		5.500%	9/1/41	225	185
	Time Warner Cable LLC		4.500%	9/15/42	240	175
	T-Mobile USA Inc.		3.500%	4/15/25	540	522
	T-Mobile USA Inc.		1.500%	2/15/26	210	191
	T-Mobile USA Inc.		2.250%	2/15/26	220	204
	T-Mobile USA Inc.		2.625%	4/15/26	115	107
	T-Mobile USA Inc.		3.750%	4/15/27	415	393
	T-Mobile USA Inc.		4.750%	2/1/28	150	146
	T-Mobile USA Inc.		2.050%	2/15/28	220	192
	T-Mobile USA Inc.		4.950%	3/15/28	30	30
	T-Mobile USA Inc.		4.800%	7/15/28	85	83
	T-Mobile USA Inc.		2.625%	2/15/29	50	43
	T-Mobile USA Inc.		3.375%	4/15/29	310	278

10

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	T-Mobile USA Inc.		3.875%	4/15/30	790	720
	T-Mobile USA Inc.		2.550%	2/15/31	325	268
	T-Mobile USA Inc.		2.875%	2/15/31	95	80
	T-Mobile USA Inc.		3.500%	4/15/31	385	336
	T-Mobile USA Inc.		2.250%	11/15/31	200	159
	T-Mobile USA Inc.		2.700%	3/15/32	90	73
	T-Mobile USA Inc.		5.200%	1/15/33	140	137
	T-Mobile USA Inc.		5.050%	7/15/33	275	265
	T-Mobile USA Inc.		4.375%	4/15/40	205	176
	T-Mobile USA Inc.		3.000%	2/15/41	300	211
	T-Mobile USA Inc.		4.500%	4/15/50	345	285
	T-Mobile USA Inc.		3.300%	2/15/51	535	358
	T-Mobile USA Inc.		3.400%	10/15/52	230	156
	T-Mobile USA Inc.		5.650%	1/15/53	250	244
	T-Mobile USA Inc.		5.750%	1/15/54	30	30
	T-Mobile USA Inc.		3.600%	11/15/60	205	137
	T-Mobile USA Inc.		5.800%	9/15/62	160	155
1	TWDC Enterprises 18 Corp.		3.150%	9/17/25	80	77
	TWDC Enterprises 18 Corp.		3.000%	2/13/26	109	104
1	TWDC Enterprises 18 Corp.		1.850%	7/30/26	120	110
1	TWDC Enterprises 18 Corp.		2.950%	6/15/27	80	75
1	TWDC Enterprises 18 Corp.		4.125%	6/1/44	70	59
	VeriSign Inc.		2.700%	6/15/31	100	82
	Verizon Communications Inc.		3.500%	11/1/24	110	107
	Verizon Communications Inc.		3.376%	2/15/25	270	262
	Verizon Communications Inc.		0.850%	11/20/25	220	200
	Verizon Communications Inc.		1.450%	3/20/26	70	64
	Verizon Communications Inc.		2.625%	8/15/26	270	251
	Verizon Communications Inc.		4.125%	3/16/27	540	520
	Verizon Communications Inc.		3.000%	3/22/27	10	9
	Verizon Communications Inc.		2.100%	3/22/28	345	302
	Verizon Communications Inc.		4.329%	9/21/28	420	402
	Verizon Communications Inc.		3.875%	2/8/29	110	103
	Verizon Communications Inc.		4.016%	12/3/29	480	446
	Verizon Communications Inc.		3.150%	3/22/30	235	206
	Verizon Communications Inc.		1.500%	9/18/30	130	101
	Verizon Communications Inc.		1.680%	10/30/30	250	196
	Verizon Communications Inc.		1.750%	1/20/31	225	175
	Verizon Communications Inc.		2.550%	3/21/31	282	232
	Verizon Communications Inc.		2.355%	3/15/32	437	346
	Verizon Communications Inc.		5.050%	5/9/33	275	267
	Verizon Communications Inc.		4.500%	8/10/33	270	249
	Verizon Communications Inc.		4.400%	11/1/34	212	192
	Verizon Communications Inc.		5.250%	3/16/37	200	195
	Verizon Communications Inc.		4.812%	3/15/39	120	109
	Verizon Communications Inc.		2.650%	11/20/40	340	226
	Verizon Communications Inc.		3.400%	3/22/41	425	316
	Verizon Communications Inc.		2.850%	9/3/41	155	106
	Verizon Communications Inc.		6.550%	9/15/43	105	117
	Verizon Communications Inc.		4.125%	8/15/46	125	99
	Verizon Communications Inc.		4.862%	8/21/46	200	176
	Verizon Communications Inc.		4.522%	9/15/48	150	126
	Verizon Communications Inc.		4.000%	3/22/50	205	157
	Verizon Communications Inc.		2.875%	11/20/50	410	251
	Verizon Communications Inc.		3.550%	3/22/51	515	360

11

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Verizon Communications Inc.		3.875%	3/1/52	160	120
	Verizon Communications Inc.		5.012%	8/21/54	115	102
	Verizon Communications Inc.		2.987%	10/30/56	445	266
	Verizon Communications Inc.		3.000%	11/20/60	330	194
	Verizon Communications Inc.		3.700%	3/22/61	285	194
	Vodafone Group plc		4.125%	5/30/25	270	264
	Vodafone Group plc		6.150%	2/27/37	190	195
	Vodafone Group plc		4.375%	2/19/43	150	122
	Vodafone Group plc		5.250%	5/30/48	30	27
	Vodafone Group plc		4.875%	6/19/49	305	259
	Vodafone Group plc		4.250%	9/17/50	180	138
	Walt Disney Co.		3.350%	3/24/25	170	165
	Walt Disney Co.		1.750%	1/13/26	200	185
	Walt Disney Co.		2.200%	1/13/28	210	189
	Walt Disney Co.		2.000%	9/1/29	255	216
	Walt Disney Co.		3.800%	3/22/30	115	108
	Walt Disney Co.		2.650%	1/13/31	240	206
	Walt Disney Co.		6.200%	12/15/34	140	152
	Walt Disney Co.		6.400%	12/15/35	135	148
	Walt Disney Co.		6.650%	11/15/37	170	191
	Walt Disney Co.		4.625%	3/23/40	110	102
	Walt Disney Co.		3.500%	5/13/40	205	164
	Walt Disney Co.		2.750%	9/1/49	295	189
	Walt Disney Co.		4.700%	3/23/50	175	159
	Walt Disney Co.		3.600%	1/13/51	370	278
	Walt Disney Co.		3.800%	5/13/60	120	90
	Warnermedia Holdings Inc.		3.638%	3/15/25	265	256
	Warnermedia Holdings Inc.		3.755%	3/15/27	500	469
	Warnermedia Holdings Inc.		4.054%	3/15/29	140	129
	Warnermedia Holdings Inc.		4.279%	3/15/32	580	512
	Warnermedia Holdings Inc.		5.050%	3/15/42	500	411
	Warnermedia Holdings Inc.		5.141%	3/15/52	810	645
	Warnermedia Holdings Inc.		5.391%	3/15/62	410	325
	Weibo Corp.		3.375%	7/8/30	145	114
	WPP Finance 2010		3.750%	9/19/24	120	117
						54,783
Consumer Discretionary (6.7%)
	Alibaba Group Holding Ltd.		3.600%	11/28/24	318	310
	Alibaba Group Holding Ltd.		3.400%	12/6/27	225	209
	Alibaba Group Holding Ltd.		2.125%	2/9/31	195	156
	Alibaba Group Holding Ltd.		4.000%	12/6/37	185	150
	Alibaba Group Holding Ltd.		2.700%	2/9/41	210	134
	Alibaba Group Holding Ltd.		4.200%	12/6/47	125	93
	Alibaba Group Holding Ltd.		3.150%	2/9/51	160	97
	Alibaba Group Holding Ltd.		4.400%	12/6/57	125	92
	Alibaba Group Holding Ltd.		3.250%	2/9/61	70	40
	Amazon.com Inc.		4.700%	11/29/24	100	99
	Amazon.com Inc.		3.800%	12/5/24	185	182
	Amazon.com Inc.		3.000%	4/13/25	245	237
	Amazon.com Inc.		0.800%	6/3/25	240	223
	Amazon.com Inc.		4.600%	12/1/25	255	253
	Amazon.com Inc.		5.200%	12/3/25	110	110
	Amazon.com Inc.		1.000%	5/12/26	370	334
	Amazon.com Inc.		3.300%	4/13/27	175	167
	Amazon.com Inc.		1.200%	6/3/27	225	198

12

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Amazon.com Inc.		3.150%	8/22/27	555	522
	Amazon.com Inc.		4.550%	12/1/27	135	134
	Amazon.com Inc.		1.650%	5/12/28	160	140
	Amazon.com Inc.		3.450%	4/13/29	210	198
	Amazon.com Inc.		4.650%	12/1/29	215	214
	Amazon.com Inc.		1.500%	6/3/30	340	276
	Amazon.com Inc.		2.100%	5/12/31	285	236
	Amazon.com Inc.		3.600%	4/13/32	250	230
	Amazon.com Inc.		4.700%	12/1/32	255	253
	Amazon.com Inc.		4.800%	12/5/34	150	151
	Amazon.com Inc.		3.875%	8/22/37	310	280
	Amazon.com Inc.		2.875%	5/12/41	205	154
	Amazon.com Inc.		4.950%	12/5/44	210	207
	Amazon.com Inc.		4.050%	8/22/47	415	358
	Amazon.com Inc.		2.500%	6/3/50	230	146
	Amazon.com Inc.		3.100%	5/12/51	380	271
	Amazon.com Inc.		3.950%	4/13/52	390	325
	Amazon.com Inc.		4.250%	8/22/57	260	225
	Amazon.com Inc.		2.700%	6/3/60	288	177
	Amazon.com Inc.		3.250%	5/12/61	200	139
	Amazon.com Inc.		4.100%	4/13/62	170	141
1	American Honda Finance Corp.		2.150%	9/10/24	35	34
1	American Honda Finance Corp.		1.500%	1/13/25	150	142
1	American Honda Finance Corp.		1.200%	7/8/25	160	148
1	American Honda Finance Corp.		1.000%	9/10/25	10	9
1	American Honda Finance Corp.		5.250%	7/7/26	85	85
1	American Honda Finance Corp.		2.000%	3/24/28	160	140
1	American Honda Finance Corp.		5.125%	7/7/28	85	85
	Aptiv plc		3.250%	3/1/32	85	72
	Aptiv plc		3.100%	12/1/51	220	134
	Aptiv plc		4.150%	5/1/52	90	67
	AutoZone Inc.		4.000%	4/15/30	130	120
	AutoZone Inc.		4.750%	8/1/32	120	115
	BorgWarner Inc.		2.650%	7/1/27	205	186
	eBay Inc.		1.900%	3/11/25	105	99
	eBay Inc.		1.400%	5/10/26	135	122
	eBay Inc.		3.600%	6/5/27	85	80
	eBay Inc.		2.700%	3/11/30	115	98
	eBay Inc.		2.600%	5/10/31	85	70
	eBay Inc.		4.000%	7/15/42	62	49
	eBay Inc.		3.650%	5/10/51	115	82
	General Motors Co.		6.125%	10/1/25	195	196
	General Motors Co.		4.200%	10/1/27	150	141
	General Motors Co.		6.800%	10/1/27	215	222
	General Motors Co.		5.000%	10/1/28	130	126
	General Motors Co.		5.400%	10/15/29	120	116
	General Motors Co.		5.600%	10/15/32	220	212
	General Motors Co.		5.000%	4/1/35	25	22
	General Motors Co.		6.600%	4/1/36	195	196
	General Motors Co.		5.150%	4/1/38	100	87
	General Motors Co.		6.250%	10/2/43	195	183
	General Motors Co.		5.200%	4/1/45	140	115
	General Motors Co.		6.750%	4/1/46	115	113
	General Motors Co.		5.400%	4/1/48	85	71
	General Motors Co.		5.950%	4/1/49	90	81

13

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	General Motors Financial Co. Inc.		1.200%	10/15/24	170	161
	General Motors Financial Co. Inc.		3.500%	11/7/24	130	126
	General Motors Financial Co. Inc.		4.000%	1/15/25	100	97
	General Motors Financial Co. Inc.		2.900%	2/26/25	195	186
	General Motors Financial Co. Inc.		3.800%	4/7/25	165	159
	General Motors Financial Co. Inc.		4.350%	4/9/25	165	161
	General Motors Financial Co. Inc.		2.750%	6/20/25	75	71
	General Motors Financial Co. Inc.		4.300%	7/13/25	85	83
	General Motors Financial Co. Inc.		6.050%	10/10/25	45	45
	General Motors Financial Co. Inc.		1.250%	1/8/26	190	171
	General Motors Financial Co. Inc.		5.250%	3/1/26	165	163
	General Motors Financial Co. Inc.		5.400%	4/6/26	215	212
	General Motors Financial Co. Inc.		1.500%	6/10/26	255	226
	General Motors Financial Co. Inc.		4.000%	10/6/26	150	142
	General Motors Financial Co. Inc.		4.350%	1/17/27	105	100
	General Motors Financial Co. Inc.		5.000%	4/9/27	35	34
	General Motors Financial Co. Inc.		2.700%	8/20/27	135	120
	General Motors Financial Co. Inc.		6.000%	1/9/28	115	115
	General Motors Financial Co. Inc.		2.400%	4/10/28	115	99
	General Motors Financial Co. Inc.		5.800%	6/23/28	155	154
	General Motors Financial Co. Inc.		2.400%	10/15/28	80	68
	General Motors Financial Co. Inc.		4.300%	4/6/29	155	142
	General Motors Financial Co. Inc.		5.850%	4/6/30	35	34
	General Motors Financial Co. Inc.		3.600%	6/21/30	65	56
	General Motors Financial Co. Inc.		2.350%	1/8/31	90	70
	General Motors Financial Co. Inc.		2.700%	6/10/31	100	79
	General Motors Financial Co. Inc.		3.100%	1/12/32	170	136
	General Motors Financial Co. Inc.		6.400%	1/9/33	115	116
	Hasbro Inc.		3.900%	11/19/29	185	168
	Home Depot Inc.		3.350%	9/15/25	95	92
	Home Depot Inc.		4.000%	9/15/25	105	103
	Home Depot Inc.		3.000%	4/1/26	160	153
	Home Depot Inc.		2.125%	9/15/26	140	129
	Home Depot Inc.		2.500%	4/15/27	105	97
	Home Depot Inc.		2.875%	4/15/27	130	122
	Home Depot Inc.		2.800%	9/14/27	75	70
	Home Depot Inc.		1.500%	9/15/28	65	56
	Home Depot Inc.		3.900%	12/6/28	90	87
	Home Depot Inc.		2.950%	6/15/29	195	177
	Home Depot Inc.		2.700%	4/15/30	180	158
	Home Depot Inc.		1.375%	3/15/31	70	55
	Home Depot Inc.		1.875%	9/15/31	175	141
	Home Depot Inc.		3.250%	4/15/32	155	138
	Home Depot Inc.		4.500%	9/15/32	120	117
	Home Depot Inc.		5.875%	12/16/36	284	305
	Home Depot Inc.		3.300%	4/15/40	131	103
	Home Depot Inc.		5.950%	4/1/41	125	134
	Home Depot Inc.		4.200%	4/1/43	60	52
	Home Depot Inc.		4.875%	2/15/44	85	80
	Home Depot Inc.		4.400%	3/15/45	105	92
	Home Depot Inc.		4.250%	4/1/46	235	201
	Home Depot Inc.		3.900%	6/15/47	160	130
	Home Depot Inc.		4.500%	12/6/48	200	179
	Home Depot Inc.		3.125%	12/15/49	120	84
	Home Depot Inc.		3.350%	4/15/50	185	135

14

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Home Depot Inc.		2.375%	3/15/51	190	113
	Home Depot Inc.		2.750%	9/15/51	130	84
	Home Depot Inc.		3.625%	4/15/52	270	205
	Home Depot Inc.		4.950%	9/15/52	75	72
	Home Depot Inc.		3.500%	9/15/56	180	132
	Honda Motor Co. Ltd.		2.271%	3/10/25	320	306
	Honda Motor Co. Ltd.		2.534%	3/10/27	110	101
	Honda Motor Co. Ltd.		2.967%	3/10/32	105	92
	Lennar Corp.		4.750%	11/29/27	75	73
2	LKQ Corp.		5.750%	6/15/28	95	94
	Lowe's Cos. Inc.		4.400%	9/8/25	145	143
	Lowe's Cos. Inc.		3.375%	9/15/25	85	82
	Lowe's Cos. Inc.		4.800%	4/1/26	80	79
	Lowe's Cos. Inc.		2.500%	4/15/26	160	150
	Lowe's Cos. Inc.		3.350%	4/1/27	35	33
	Lowe's Cos. Inc.		3.100%	5/3/27	265	247
	Lowe's Cos. Inc.		1.300%	4/15/28	25	21
	Lowe's Cos. Inc.		1.700%	9/15/28	120	102
	Lowe's Cos. Inc.		3.650%	4/5/29	201	187
	Lowe's Cos. Inc.		4.500%	4/15/30	170	164
	Lowe's Cos. Inc.		1.700%	10/15/30	120	95
	Lowe's Cos. Inc.		2.625%	4/1/31	135	113
	Lowe's Cos. Inc.		3.750%	4/1/32	190	170
	Lowe's Cos. Inc.		5.000%	4/15/33	130	127
	Lowe's Cos. Inc.		5.150%	7/1/33	130	128
	Lowe's Cos. Inc.		2.800%	9/15/41	120	82
	Lowe's Cos. Inc.		3.700%	4/15/46	170	127
	Lowe's Cos. Inc.		4.050%	5/3/47	180	140
	Lowe's Cos. Inc.		3.000%	10/15/50	240	152
	Lowe's Cos. Inc.		4.250%	4/1/52	170	134
	Lowe's Cos. Inc.		5.625%	4/15/53	175	170
	Lowe's Cos. Inc.		4.450%	4/1/62	145	113
	Lowe's Cos. Inc.		5.800%	9/15/62	145	140
	Magna International Inc.		2.450%	6/15/30	95	80
1	Marriott International Inc.		3.125%	6/15/26	105	99
	Marriott International Inc.		5.000%	10/15/27	90	89
	Marriott International Inc.		4.900%	4/15/29	10	10
1	Marriott International Inc.		4.625%	6/15/30	160	152
1	Marriott International Inc.		2.850%	4/15/31	170	141
1	Marriott International Inc.		3.500%	10/15/32	120	102
1	McDonald's Corp.		3.300%	7/1/25	113	109
1	McDonald's Corp.		3.700%	1/30/26	200	193
1	McDonald's Corp.		3.500%	3/1/27	60	57
1	McDonald's Corp.		3.500%	7/1/27	145	138
1	McDonald's Corp.		3.800%	4/1/28	125	120
1	McDonald's Corp.		2.625%	9/1/29	109	96
1	McDonald's Corp.		2.125%	3/1/30	60	51
1	McDonald's Corp.		3.600%	7/1/30	30	28
1	McDonald's Corp.		4.600%	9/9/32	35	34
1	McDonald's Corp.		4.700%	12/9/35	175	167
1	McDonald's Corp.		6.300%	10/15/37	125	136
1	McDonald's Corp.		6.300%	3/1/38	150	163
1	McDonald's Corp.		4.875%	12/9/45	195	180
1	McDonald's Corp.		4.450%	3/1/47	205	177
1	McDonald's Corp.		4.450%	9/1/48	107	93

15

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
1	McDonald's Corp.		3.625%	9/1/49	205	155
1	McDonald's Corp.		4.200%	4/1/50	75	62
1	McDonald's Corp.		5.150%	9/9/52	40	38
	Mercedes-Benz Finance North America LLC		8.500%	1/18/31	230	281
	NIKE Inc.		2.400%	3/27/25	90	86
	NIKE Inc.		2.375%	11/1/26	95	88
	NIKE Inc.		2.750%	3/27/27	154	144
	NIKE Inc.		2.850%	3/27/30	165	147
	NIKE Inc.		3.250%	3/27/40	135	109
	NIKE Inc.		3.875%	11/1/45	120	103
	NIKE Inc.		3.375%	3/27/50	178	137
	NVR Inc.		3.000%	5/15/30	107	92
	O'Reilly Automotive Inc.		3.600%	9/1/27	125	118
	O'Reilly Automotive Inc.		4.700%	6/15/32	120	115
	Ralph Lauren Corp.		2.950%	6/15/30	180	158
	Stanley Black & Decker Inc.		2.300%	3/15/30	110	91
	Stanley Black & Decker Inc.		2.750%	11/15/50	90	52
1	Stanley Black & Decker Inc.		4.000%	3/15/60	115	91
	Starbucks Corp.		3.800%	8/15/25	170	165
	Starbucks Corp.		4.750%	2/15/26	90	89
	Starbucks Corp.		4.000%	11/15/28	130	125
	Starbucks Corp.		3.550%	8/15/29	160	148
	Starbucks Corp.		2.250%	3/12/30	75	63
	Starbucks Corp.		2.550%	11/15/30	210	178
	Starbucks Corp.		3.000%	2/14/32	20	17
	Starbucks Corp.		4.500%	11/15/48	130	111
	Starbucks Corp.		4.450%	8/15/49	125	106
	Starbucks Corp.		3.500%	11/15/50	135	98
	TJX Cos. Inc.		2.250%	9/15/26	165	152
	Tractor Supply Co.		5.250%	5/15/33	85	83
	VF Corp.		2.400%	4/23/25	150	142
	VF Corp.		2.950%	4/23/30	85	71
						28,564
Consumer Staples (3.5%)
	Bunge Ltd. Finance Corp.		2.750%	5/14/31	165	138
	Campbell Soup Co.		3.950%	3/15/25	110	107
	Campbell Soup Co.		4.150%	3/15/28	115	109
	Coca-Cola Co.		1.750%	9/6/24	90	87
	Coca-Cola Co.		3.375%	3/25/27	115	110
	Coca-Cola Co.		1.450%	6/1/27	210	187
	Coca-Cola Co.		1.500%	3/5/28	145	127
	Coca-Cola Co.		1.000%	3/15/28	215	184
	Coca-Cola Co.		2.125%	9/6/29	190	166
	Coca-Cola Co.		3.450%	3/25/30	175	163
	Coca-Cola Co.		1.650%	6/1/30	75	62
	Coca-Cola Co.		2.000%	3/5/31	70	58
	Coca-Cola Co.		1.375%	3/15/31	190	150
	Coca-Cola Co.		2.250%	1/5/32	210	176
	Coca-Cola Co.		2.500%	6/1/40	115	83
	Coca-Cola Co.		2.875%	5/5/41	70	53
	Coca-Cola Co.		2.600%	6/1/50	203	135
	Coca-Cola Co.		3.000%	3/5/51	175	126
	Coca-Cola Co.		2.500%	3/15/51	255	165
	Coca-Cola Co.		2.750%	6/1/60	160	104
	Conagra Brands Inc.		4.600%	11/1/25	125	122

16

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Conagra Brands Inc.		1.375%	11/1/27	105	89
	Conagra Brands Inc.		4.850%	11/1/28	125	122
	Conagra Brands Inc.		5.300%	11/1/38	105	97
	Conagra Brands Inc.		5.400%	11/1/48	130	118
	Dollar General Corp.		4.250%	9/20/24	20	20
	Dollar General Corp.		3.500%	4/3/30	125	111
	Dollar General Corp.		5.450%	7/5/33	85	82
	Dollar Tree Inc.		4.000%	5/15/25	135	131
	Dollar Tree Inc.		4.200%	5/15/28	125	118
	Dollar Tree Inc.		2.650%	12/1/31	90	73
	General Mills Inc.		4.000%	4/17/25	110	107
	General Mills Inc.		3.200%	2/10/27	20	19
	General Mills Inc.		4.200%	4/17/28	125	120
	General Mills Inc.		2.875%	4/15/30	135	118
	General Mills Inc.		4.950%	3/29/33	150	146
	Haleon UK Capital plc		3.125%	3/24/25	185	178
	Haleon US Capital LLC		3.375%	3/24/27	250	235
	Haleon US Capital LLC		3.375%	3/24/29	110	101
	Haleon US Capital LLC		3.625%	3/24/32	250	222
	Haleon US Capital LLC		4.000%	3/24/52	85	68
	Hormel Foods Corp.		1.700%	6/3/28	110	95
	Hormel Foods Corp.		1.800%	6/11/30	130	107
	J M Smucker Co.		3.500%	3/15/25	110	107
	JBS USA LUX SA		2.500%	1/15/27	95	85
	JBS USA LUX SA		5.125%	2/1/28	135	131
	JBS USA LUX SA		5.500%	1/15/30	220	213
	JBS USA LUX SA		3.625%	1/15/32	40	33
	JBS USA LUX SA		3.000%	5/15/32	130	101
	JBS USA LUX SA		5.750%	4/1/33	265	254
	JBS USA LUX SA		4.375%	2/2/52	85	60
	JBS USA LUX SA		6.500%	12/1/52	165	157
	Kellogg Co.		3.250%	4/1/26	130	124
	Keurig Dr Pepper Inc.		4.597%	5/25/28	120	117
	Keurig Dr Pepper Inc.		3.950%	4/15/29	90	85
	Keurig Dr Pepper Inc.		3.200%	5/1/30	95	84
	Keurig Dr Pepper Inc.		4.050%	4/15/32	120	110
	Keurig Dr Pepper Inc.		3.800%	5/1/50	70	53
	Keurig Dr Pepper Inc.		4.500%	4/15/52	175	149
	Kimberly-Clark Corp.		3.100%	3/26/30	110	99
	Kraft Heinz Foods Co.		3.000%	6/1/26	180	170
	Kraft Heinz Foods Co.		3.875%	5/15/27	175	167
	Kraft Heinz Foods Co.		6.875%	1/26/39	75	82
	Kraft Heinz Foods Co.		5.000%	6/4/42	65	59
	Kraft Heinz Foods Co.		5.200%	7/15/45	245	225
	Kraft Heinz Foods Co.		4.375%	6/1/46	380	314
	Kraft Heinz Foods Co.		4.875%	10/1/49	175	155
	McCormick & Co. Inc.		3.400%	8/15/27	50	47
	Mead Johnson Nutrition Co.		4.125%	11/15/25	161	157
	Mondelez International Inc.		1.500%	5/4/25	150	140
	Mondelez International Inc.		2.625%	3/17/27	50	46
	Mondelez International Inc.		2.750%	4/13/30	32	28
	Mondelez International Inc.		3.000%	3/17/32	115	98
	Mondelez International Inc.		2.625%	9/4/50	140	87
	PepsiCo Inc.		2.250%	3/19/25	170	163
	PepsiCo Inc.		2.750%	4/30/25	100	96

17

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PepsiCo Inc.		2.850%	2/24/26	75	71
	PepsiCo Inc.		2.375%	10/6/26	80	75
	PepsiCo Inc.		3.000%	10/15/27	150	141
	PepsiCo Inc.		3.600%	2/18/28	140	134
	PepsiCo Inc.		2.625%	7/29/29	155	139
	PepsiCo Inc.		2.750%	3/19/30	150	133
	PepsiCo Inc.		1.625%	5/1/30	90	74
	PepsiCo Inc.		1.400%	2/25/31	45	36
	PepsiCo Inc.		1.950%	10/21/31	175	143
	PepsiCo Inc.		3.900%	7/18/32	130	123
	PepsiCo Inc.		4.450%	2/15/33	65	65
	PepsiCo Inc.		2.625%	10/21/41	160	116
	PepsiCo Inc.		4.450%	4/14/46	90	84
	PepsiCo Inc.		3.450%	10/6/46	90	71
	PepsiCo Inc.		2.875%	10/15/49	135	96
	PepsiCo Inc.		3.625%	3/19/50	110	88
	PepsiCo Inc.		2.750%	10/21/51	170	115
	Pilgrim's Pride Corp.		4.250%	4/15/31	120	104
	Pilgrim's Pride Corp.		3.500%	3/1/32	130	105
	Pilgrim's Pride Corp.		6.250%	7/1/33	145	144
	Procter & Gamble Co.		0.550%	10/29/25	300	273
	Procter & Gamble Co.		1.000%	4/23/26	100	91
	Procter & Gamble Co.		2.450%	11/3/26	160	150
	Procter & Gamble Co.		1.900%	2/1/27	80	73
	Procter & Gamble Co.		2.850%	8/11/27	145	136
	Procter & Gamble Co.		3.000%	3/25/30	150	137
	Procter & Gamble Co.		1.200%	10/29/30	200	160
	Procter & Gamble Co.		1.950%	4/23/31	130	109
	Procter & Gamble Co.		2.300%	2/1/32	40	34
	Sysco Corp.		3.750%	10/1/25	35	34
	Sysco Corp.		3.300%	7/15/26	105	100
	Sysco Corp.		3.250%	7/15/27	125	116
	Sysco Corp.		5.950%	4/1/30	107	111
	Sysco Corp.		6.600%	4/1/50	150	165
	Sysco Corp.		3.150%	12/14/51	45	30
	Target Corp.		2.250%	4/15/25	260	248
	Target Corp.		2.500%	4/15/26	75	71
	Target Corp.		1.950%	1/15/27	140	128
	Target Corp.		3.375%	4/15/29	45	42
	Target Corp.		2.350%	2/15/30	120	103
	Target Corp.		4.500%	9/15/32	75	72
	Target Corp.		4.000%	7/1/42	165	143
	Target Corp.		2.950%	1/15/52	140	93
	Target Corp.		4.800%	1/15/53	135	124
	Tyson Foods Inc.		4.000%	3/1/26	150	145
	Tyson Foods Inc.		3.550%	6/2/27	240	225
	Tyson Foods Inc.		4.350%	3/1/29	85	80
	Tyson Foods Inc.		4.550%	6/2/47	85	68
	Tyson Foods Inc.		5.100%	9/28/48	145	126
	Unilever Capital Corp.		2.900%	5/5/27	115	107
	Unilever Capital Corp.		3.500%	3/22/28	45	43
	Unilever Capital Corp.		2.125%	9/6/29	25	22
	Unilever Capital Corp.		1.750%	8/12/31	90	72
	Unilever Capital Corp.		5.900%	11/15/32	95	103
	Walgreens Boots Alliance Inc.		3.800%	11/18/24	160	156

18

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Walgreens Boots Alliance Inc.		3.450%	6/1/26	110	104
	Walgreens Boots Alliance Inc.		4.800%	11/18/44	105	82
	Walgreens Boots Alliance Inc.		4.100%	4/15/50	50	34
						15,252
Financials (43.1%)
1	Aegon NV		5.500%	4/11/48	185	174
	AerCap Ireland Capital DAC		1.650%	10/29/24	350	333
1	AerCap Ireland Capital DAC		1.750%	10/29/24	140	133
	AerCap Ireland Capital DAC		3.500%	1/15/25	100	97
	AerCap Ireland Capital DAC		6.500%	7/15/25	210	211
	AerCap Ireland Capital DAC		1.750%	1/30/26	105	95
	AerCap Ireland Capital DAC		2.450%	10/29/26	225	202
	AerCap Ireland Capital DAC		3.650%	7/21/27	180	166
	AerCap Ireland Capital DAC		5.750%	6/6/28	150	149
	AerCap Ireland Capital DAC		3.000%	10/29/28	350	303
	AerCap Ireland Capital DAC		3.300%	1/30/32	505	410
	AerCap Ireland Capital DAC		3.400%	10/29/33	265	210
	AerCap Ireland Capital DAC		3.850%	10/29/41	230	170
	Aflac Inc.		3.600%	4/1/30	115	104
1	Air Lease Corp.		2.300%	2/1/25	125	118
	Air Lease Corp.		3.375%	7/1/25	90	86
1	Air Lease Corp.		2.875%	1/15/26	215	201
1	Air Lease Corp.		3.750%	6/1/26	95	90
	Air Lease Corp.		1.875%	8/15/26	100	89
	Air Lease Corp.		2.200%	1/15/27	265	237
	Air Lease Corp.		3.125%	12/1/30	75	63
1	Air Lease Corp.		2.875%	1/15/32	10	8
	Allstate Corp.		5.250%	3/30/33	155	152
	Ally Financial Inc.		5.800%	5/1/25	90	89
	Ally Financial Inc.		4.750%	6/9/27	75	70
	Ally Financial Inc.		7.100%	11/15/27	30	30
	Ally Financial Inc.		2.200%	11/2/28	165	133
	Ally Financial Inc.		6.992%	6/13/29	85	85
1	Ally Financial Inc.		8.000%	11/1/31	238	246
	American Express Co.		3.000%	10/30/24	195	189
	American Express Co.		2.250%	3/4/25	210	200
	American Express Co.		3.950%	8/1/25	160	155
	American Express Co.		4.200%	11/6/25	65	63
	American Express Co.		4.900%	2/13/26	90	89
	American Express Co.		4.990%	5/1/26	110	108
	American Express Co.		3.125%	5/20/26	220	208
	American Express Co.		1.650%	11/4/26	135	120
	American Express Co.		2.550%	3/4/27	295	268
	American Express Co.		3.300%	5/3/27	347	323
	American Express Co.		5.389%	7/28/27	160	159
	American Express Co.		5.850%	11/5/27	240	245
	American Express Co.		4.050%	5/3/29	130	123
	American Express Co.		5.282%	7/27/29	115	114
	American Express Co.		4.989%	5/26/33	70	66
	American Express Co.		4.420%	8/3/33	50	46
	American Express Co.		5.043%	5/1/34	139	134
	American Express Co.		5.625%	7/28/34	55	54
	American Express Co.		4.050%	12/3/42	130	111
	American International Group Inc.		2.500%	6/30/25	114	108
	American International Group Inc.		3.900%	4/1/26	91	88

19

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	American International Group Inc.		5.125%	3/27/33	85	82
	American International Group Inc.		4.800%	7/10/45	30	26
	American International Group Inc.		4.750%	4/1/48	225	198
1	American International Group Inc.		5.750%	4/1/48	45	43
	American International Group Inc.		4.375%	6/30/50	90	74
	Ameriprise Financial Inc.		5.150%	5/15/33	90	88
	Aon Corp.		3.750%	5/2/29	10	9
	Aon Corp.		2.800%	5/15/30	120	103
	Aon Corp.		5.350%	2/28/33	35	35
	Aon Corp.		3.900%	2/28/52	115	88
	Aon Global Ltd.		3.875%	12/15/25	194	188
	Arch Capital Group Ltd.		3.635%	6/30/50	130	94
	Arthur J Gallagher & Co.		3.500%	5/20/51	155	107
	Athene Holding Ltd.		4.125%	1/12/28	180	168
	Australia & New Zealand Banking Group Ltd.		5.375%	7/3/25	200	200
1	Australia & New Zealand Banking Group Ltd.		3.700%	11/16/25	105	102
	Australia & New Zealand Banking Group Ltd.		5.088%	12/8/25	50	50
	AXA SA		8.600%	12/15/30	85	103
	Banco Bilbao Vizcaya Argentaria SA		1.125%	9/18/25	145	132
	Banco Bilbao Vizcaya Argentaria SA		5.862%	9/14/26	10	10
	Banco Bilbao Vizcaya Argentaria SA		6.138%	9/14/28	130	131
	Banco Santander SA		3.496%	3/24/25	200	193
	Banco Santander SA		2.746%	5/28/25	200	189
	Banco Santander SA		5.147%	8/18/25	225	221
	Banco Santander SA		5.179%	11/19/25	170	166
	Banco Santander SA		1.849%	3/25/26	115	104
	Banco Santander SA		4.250%	4/11/27	210	199
	Banco Santander SA		5.294%	8/18/27	390	382
	Banco Santander SA		1.722%	9/14/27	65	57
	Banco Santander SA		3.800%	2/23/28	115	105
	Banco Santander SA		4.175%	3/24/28	175	164
	Banco Santander SA		4.379%	4/12/28	65	61
	Banco Santander SA		3.306%	6/27/29	130	115
	Banco Santander SA		3.490%	5/28/30	150	130
	Banco Santander SA		2.749%	12/3/30	225	174
	Banco Santander SA		2.958%	3/25/31	120	99
	Banco Santander SA		3.225%	11/22/32	110	86
	Banco Santander SA		6.921%	8/8/33	200	200
1	Bank of America Corp.		4.000%	1/22/25	340	332
1	Bank of America Corp.		3.950%	4/21/25	270	262
1	Bank of America Corp.		3.875%	8/1/25	290	282
1	Bank of America Corp.		0.981%	9/25/25	285	270
1	Bank of America Corp.		3.093%	10/1/25	210	203
1	Bank of America Corp.		2.456%	10/22/25	275	264
1	Bank of America Corp.		1.530%	12/6/25	320	303
1	Bank of America Corp.		3.366%	1/23/26	284	274
1	Bank of America Corp.		2.015%	2/13/26	355	335
1	Bank of America Corp.		4.450%	3/3/26	290	282
1	Bank of America Corp.		3.384%	4/2/26	540	519
1	Bank of America Corp.		3.500%	4/19/26	275	262
1	Bank of America Corp.		1.319%	6/19/26	430	396
1	Bank of America Corp.		4.827%	7/22/26	280	275
1	Bank of America Corp.		4.250%	10/22/26	253	243
1	Bank of America Corp.		1.197%	10/24/26	355	322
	Bank of America Corp.		5.080%	1/20/27	305	301

20

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
1	Bank of America Corp.		1.658%	3/11/27	230	208
1	Bank of America Corp.		3.559%	4/23/27	285	270
	Bank of America Corp.		1.734%	7/22/27	625	559
1	Bank of America Corp.		3.248%	10/21/27	255	238
1	Bank of America Corp.		4.183%	11/25/27	350	332
1	Bank of America Corp.		3.824%	1/20/28	260	245
1	Bank of America Corp.		2.551%	2/4/28	295	267
1	Bank of America Corp.		3.705%	4/24/28	235	220
	Bank of America Corp.		4.376%	4/27/28	260	249
1	Bank of America Corp.		3.593%	7/21/28	240	223
1	Bank of America Corp.		4.948%	7/22/28	300	294
	Bank of America Corp.		6.204%	11/10/28	175	179
1	Bank of America Corp.		3.419%	12/20/28	693	635
1	Bank of America Corp.		3.970%	3/5/29	285	266
	Bank of America Corp.		5.202%	4/25/29	400	394
1	Bank of America Corp.		2.087%	6/14/29	370	315
1	Bank of America Corp.		4.271%	7/23/29	398	375
1	Bank of America Corp.		3.974%	2/7/30	370	341
1	Bank of America Corp.		3.194%	7/23/30	300	263
1	Bank of America Corp.		2.884%	10/22/30	285	244
1	Bank of America Corp.		2.496%	2/13/31	400	332
1	Bank of America Corp.		2.592%	4/29/31	425	354
1	Bank of America Corp.		1.898%	7/23/31	325	256
1	Bank of America Corp.		1.922%	10/24/31	315	247
1	Bank of America Corp.		2.651%	3/11/32	235	193
	Bank of America Corp.		2.687%	4/22/32	540	441
	Bank of America Corp.		2.299%	7/21/32	410	323
	Bank of America Corp.		2.572%	10/20/32	415	333
1	Bank of America Corp.		2.972%	2/4/33	490	403
	Bank of America Corp.		4.571%	4/27/33	485	449
1	Bank of America Corp.		5.015%	7/22/33	565	543
	Bank of America Corp.		5.288%	4/25/34	560	547
	Bank of America Corp.		2.482%	9/21/36	325	247
	Bank of America Corp.		6.110%	1/29/37	185	191
	Bank of America Corp.		3.846%	3/8/37	225	191
1	Bank of America Corp.		4.244%	4/24/38	255	222
	Bank of America Corp.		7.750%	5/14/38	295	345
1	Bank of America Corp.		4.078%	4/23/40	215	181
1	Bank of America Corp.		2.676%	6/19/41	585	403
1	Bank of America Corp.		5.875%	2/7/42	170	176
	Bank of America Corp.		3.311%	4/22/42	390	292
1	Bank of America Corp.		5.000%	1/21/44	265	252
1	Bank of America Corp.		4.443%	1/20/48	235	200
1	Bank of America Corp.		3.946%	1/23/49	90	71
1	Bank of America Corp.		4.330%	3/15/50	375	317
1	Bank of America Corp.		4.083%	3/20/51	575	462
1	Bank of America Corp.		2.831%	10/24/51	130	83
1	Bank of America Corp.		3.483%	3/13/52	110	80
	Bank of America Corp.		2.972%	7/21/52	280	185
	Bank of America NA		5.650%	8/18/25	250	251
	Bank of America NA		5.526%	8/18/26	250	251
1	Bank of America NA		6.000%	10/15/36	160	168
1	Bank of Montreal		4.250%	9/14/24	35	34
	Bank of Montreal		5.200%	12/12/24	105	104
1	Bank of Montreal		1.500%	1/10/25	115	109

21

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
1	Bank of Montreal		1.850%	5/1/25	155	146
1	Bank of Montreal		3.700%	6/7/25	175	169
	Bank of Montreal		5.300%	6/5/26	85	85
1	Bank of Montreal		1.250%	9/15/26	215	190
1	Bank of Montreal		0.949%	1/22/27	165	148
1	Bank of Montreal		2.650%	3/8/27	215	196
1	Bank of Montreal		4.700%	9/14/27	125	122
	Bank of Montreal		5.203%	2/1/28	125	124
1	Bank of Montreal		3.803%	12/15/32	110	97
	Bank of Montreal		3.088%	1/10/37	145	112
1	Bank of New York Mellon Corp.		2.100%	10/24/24	170	164
1	Bank of New York Mellon Corp.		3.000%	2/24/25	120	116
1	Bank of New York Mellon Corp.		1.600%	4/24/25	145	136
1	Bank of New York Mellon Corp.		3.350%	4/25/25	105	101
1	Bank of New York Mellon Corp.		2.800%	5/4/26	110	103
	Bank of New York Mellon Corp.		4.414%	7/24/26	90	88
1	Bank of New York Mellon Corp.		2.450%	8/17/26	10	9
1	Bank of New York Mellon Corp.		2.050%	1/26/27	100	90
	Bank of New York Mellon Corp.		4.947%	4/26/27	145	143
1	Bank of New York Mellon Corp.		3.250%	5/16/27	145	136
1	Bank of New York Mellon Corp.		3.400%	1/29/28	35	33
1	Bank of New York Mellon Corp.		3.442%	2/7/28	210	198
1	Bank of New York Mellon Corp.		3.850%	4/28/28	165	157
1	Bank of New York Mellon Corp.		5.802%	10/25/28	70	71
	Bank of New York Mellon Corp.		4.543%	2/1/29	80	78
1	Bank of New York Mellon Corp.		3.300%	8/23/29	100	89
1	Bank of New York Mellon Corp.		4.289%	6/13/33	148	136
1	Bank of New York Mellon Corp.		5.834%	10/25/33	170	174
	Bank of New York Mellon Corp.		4.706%	2/1/34	80	75
1	Bank of New York Mellon Corp.		4.967%	4/26/34	110	106
	Bank of Nova Scotia		5.250%	12/6/24	135	134
	Bank of Nova Scotia		1.450%	1/10/25	220	208
	Bank of Nova Scotia		2.200%	2/3/25	205	195
1	Bank of Nova Scotia		3.450%	4/11/25	160	155
	Bank of Nova Scotia		1.300%	6/11/25	100	93
	Bank of Nova Scotia		5.450%	6/12/25	185	184
	Bank of Nova Scotia		4.500%	12/16/25	185	179
	Bank of Nova Scotia		4.750%	2/2/26	30	29
	Bank of Nova Scotia		1.050%	3/2/26	165	148
	Bank of Nova Scotia		1.350%	6/24/26	105	94
	Bank of Nova Scotia		2.700%	8/3/26	90	84
	Bank of Nova Scotia		1.300%	9/15/26	170	151
	Bank of Nova Scotia		1.950%	2/2/27	60	54
	Bank of Nova Scotia		5.250%	6/12/28	110	109
	Bank of Nova Scotia		4.850%	2/1/30	140	135
	Bank of Nova Scotia		2.450%	2/2/32	90	73
	Bank of Nova Scotia		4.588%	5/4/37	150	129
	Barclays plc		4.375%	9/11/24	265	259
	Barclays plc		3.650%	3/16/25	220	212
	Barclays plc		4.375%	1/12/26	245	236
1	Barclays plc		2.852%	5/7/26	100	95
	Barclays plc		5.200%	5/12/26	254	247
	Barclays plc		5.304%	8/9/26	200	197
	Barclays plc		7.325%	11/2/26	120	123
	Barclays plc		5.829%	5/9/27	225	223

22

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Barclays plc		2.279%	11/24/27	255	227
	Barclays plc		4.337%	1/10/28	250	236
	Barclays plc		4.836%	5/9/28	225	208
	Barclays plc		5.501%	8/9/28	175	171
	Barclays plc		7.385%	11/2/28	170	177
1	Barclays plc		4.972%	5/16/29	215	204
1	Barclays plc		5.088%	6/20/30	155	142
	Barclays plc		2.645%	6/24/31	105	84
	Barclays plc		2.667%	3/10/32	85	66
	Barclays plc		2.894%	11/24/32	195	152
	Barclays plc		5.746%	8/9/33	125	120
	Barclays plc		7.437%	11/2/33	255	273
	Barclays plc		6.224%	5/9/34	225	222
	Barclays plc		7.119%	6/27/34	175	175
	Barclays plc		3.564%	9/23/35	165	131
	Barclays plc		3.811%	3/10/42	100	70
	Barclays plc		3.330%	11/24/42	105	72
	Barclays plc		5.250%	8/17/45	190	170
	Barclays plc		4.950%	1/10/47	195	168
	BlackRock Inc.		3.250%	4/30/29	135	125
	BlackRock Inc.		2.400%	4/30/30	118	101
	BlackRock Inc.		1.900%	1/28/31	85	69
	BlackRock Inc.		2.100%	2/25/32	100	80
	BlackRock Inc.		4.750%	5/25/33	115	112
1	BNP Paribas SA		4.250%	10/15/24	200	196
	Brighthouse Financial Inc.		3.700%	6/22/27	80	74
	Brighthouse Financial Inc.		4.700%	6/22/47	128	95
	Canadian Imperial Bank of Commerce		2.250%	1/28/25	112	107
	Canadian Imperial Bank of Commerce		3.300%	4/7/25	135	130
	Canadian Imperial Bank of Commerce		5.144%	4/28/25	90	89
	Canadian Imperial Bank of Commerce		3.945%	8/4/25	260	252
	Canadian Imperial Bank of Commerce		3.450%	4/7/27	130	121
	Canadian Imperial Bank of Commerce		5.001%	4/28/28	110	108
	Canadian Imperial Bank of Commerce		3.600%	4/7/32	90	80
	Capital One Financial Corp.		3.300%	10/30/24	255	248
	Capital One Financial Corp.		3.200%	2/5/25	110	106
	Capital One Financial Corp.		4.250%	4/30/25	10	10
	Capital One Financial Corp.		4.200%	10/29/25	195	187
	Capital One Financial Corp.		2.636%	3/3/26	130	123
	Capital One Financial Corp.		4.985%	7/24/26	45	44
	Capital One Financial Corp.		3.750%	7/28/26	175	164
	Capital One Financial Corp.		3.750%	3/9/27	200	186
	Capital One Financial Corp.		3.650%	5/11/27	160	149
	Capital One Financial Corp.		1.878%	11/2/27	575	504
	Capital One Financial Corp.		3.800%	1/31/28	285	262
	Capital One Financial Corp.		4.927%	5/10/28	90	87
	Capital One Financial Corp.		5.468%	2/1/29	115	111
	Capital One Financial Corp.		6.312%	6/8/29	90	90
	Capital One Financial Corp.		3.273%	3/1/30	140	120
	Capital One Financial Corp.		2.359%	7/29/32	100	71
	Capital One Financial Corp.		5.268%	5/10/33	150	139
	Capital One Financial Corp.		5.817%	2/1/34	150	142
	Capital One Financial Corp.		6.377%	6/8/34	250	247
	Charles Schwab Corp.		3.850%	5/21/25	80	78
	Charles Schwab Corp.		0.900%	3/11/26	90	80

23

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Charles Schwab Corp.		1.150%	5/13/26	200	178
	Charles Schwab Corp.		2.450%	3/3/27	165	149
	Charles Schwab Corp.		2.000%	3/20/28	160	138
	Charles Schwab Corp.		1.650%	3/11/31	125	96
	Charles Schwab Corp.		2.300%	5/13/31	90	72
	Charles Schwab Corp.		1.950%	12/1/31	210	161
	Charles Schwab Corp.		2.900%	3/3/32	130	107
	Charles Schwab Corp.		5.853%	5/19/34	100	100
	Charles Schwab Corp.		6.136%	8/24/34	120	122
	Chubb Corp.		6.000%	5/11/37	110	117
	Chubb INA Holdings Inc.		3.150%	3/15/25	105	102
	Chubb INA Holdings Inc.		3.350%	5/3/26	250	239
	Chubb INA Holdings Inc.		1.375%	9/15/30	170	134
	Chubb INA Holdings Inc.		4.350%	11/3/45	140	122
	Chubb INA Holdings Inc.		3.050%	12/15/61	100	65
	CI Financial Corp.		3.200%	12/17/30	130	100
	CI Financial Corp.		4.100%	6/15/51	95	57
	Citigroup Inc.		3.875%	3/26/25	100	97
	Citigroup Inc.		3.300%	4/27/25	210	203
	Citigroup Inc.		4.400%	6/10/25	300	293
	Citigroup Inc.		5.500%	9/13/25	175	174
	Citigroup Inc.		3.700%	1/12/26	250	240
	Citigroup Inc.		2.014%	1/25/26	300	284
	Citigroup Inc.		4.600%	3/9/26	165	161
	Citigroup Inc.		3.290%	3/17/26	100	96
1	Citigroup Inc.		3.106%	4/8/26	440	421
	Citigroup Inc.		3.400%	5/1/26	275	260
	Citigroup Inc.		5.610%	9/29/26	250	249
	Citigroup Inc.		3.200%	10/21/26	450	420
	Citigroup Inc.		4.300%	11/20/26	100	96
	Citigroup Inc.		1.122%	1/28/27	295	264
	Citigroup Inc.		1.462%	6/9/27	410	365
	Citigroup Inc.		4.450%	9/29/27	435	416
1	Citigroup Inc.		3.887%	1/10/28	330	312
1	Citigroup Inc.		3.070%	2/24/28	250	230
	Citigroup Inc.		4.658%	5/24/28	225	219
1	Citigroup Inc.		3.668%	7/24/28	360	335
	Citigroup Inc.		4.125%	7/25/28	210	196
1	Citigroup Inc.		3.520%	10/27/28	310	286
1	Citigroup Inc.		4.075%	4/23/29	250	234
1	Citigroup Inc.		3.980%	3/20/30	340	313
1	Citigroup Inc.		2.976%	11/5/30	225	193
1	Citigroup Inc.		2.666%	1/29/31	305	255
1	Citigroup Inc.		4.412%	3/31/31	435	404
1	Citigroup Inc.		2.572%	6/3/31	375	310
	Citigroup Inc.		2.561%	5/1/32	285	229
	Citigroup Inc.		6.625%	6/15/32	110	115
	Citigroup Inc.		2.520%	11/3/32	300	238
	Citigroup Inc.		3.057%	1/25/33	330	272
	Citigroup Inc.		3.785%	3/17/33	305	265
	Citigroup Inc.		4.910%	5/24/33	255	243
	Citigroup Inc.		6.270%	11/17/33	350	365
	Citigroup Inc.		6.174%	5/25/34	400	399
1	Citigroup Inc.		3.878%	1/24/39	146	120
	Citigroup Inc.		8.125%	7/15/39	237	295

24

ESG U.S. Corporate Bond ETF

			Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
1	Citigroup Inc.		5.316%	3/26/41	150	142
	Citigroup Inc.		5.875%	1/30/42	145	147
	Citigroup Inc.		2.904%	11/3/42	155	107
	Citigroup Inc.		6.675%	9/13/43	125	131
	Citigroup Inc.		5.300%	5/6/44	90	82
	Citigroup Inc.		4.650%	7/30/45	95	82
	Citigroup Inc.		4.750%	5/18/46	260	217
1	Citigroup Inc.		4.281%	4/24/48	100	84
	Citigroup Inc.		4.650%	7/23/48	360	312
1	Citizens Bank NA		2.250%	4/28/25	40	37
	Citizens Financial Group Inc.		3.250%	4/30/30	125	105
	CME Group Inc.		3.000%	3/15/25	65	63
	CME Group Inc.		2.650%	3/15/32	70	59
	CME Group Inc.		5.300%	9/15/43	38	38
	Commonwealth Bank of Australia		5.079%	1/10/25	40	40
	Cooperatieve Rabobank UA		1.375%	1/10/25	75	71
1	Cooperatieve Rabobank UA		3.375%	5/21/25	180	174
	Cooperatieve Rabobank UA		4.375%	8/4/25	65	63
1	Cooperatieve Rabobank UA		3.750%	7/21/26	195	183
1	Cooperatieve Rabobank UA		5.250%	5/24/41	155	158
	Cooperatieve Rabobank UA		5.750%	12/1/43	175	171
	Cooperatieve Rabobank UA		5.250%	8/4/45	140	128
1	Credit Suisse AG		3.625%	9/9/24	415	404
1	Credit Suisse AG		3.700%	2/21/25	500	482
	Credit Suisse AG		1.250%	8/7/26	40	35
	Credit Suisse AG		5.000%	7/9/27	250	244
	Credit Suisse AG		7.500%	2/15/28	295	315
1	Deutsche Bank AG		3.961%	11/26/25	120	116
	Deutsche Bank AG		1.686%	3/19/26	120	109
	Deutsche Bank AG		6.119%	7/14/26	100	99
	Deutsche Bank AG		2.129%	11/24/26	215	195
	Deutsche Bank AG		7.146%	7/13/27	150	152
	Deutsche Bank AG		2.311%	11/16/27	271	238
	Deutsche Bank AG		2.552%	1/7/28	40	35
	Deutsche Bank AG		6.720%	1/18/29	210	212
1	Deutsche Bank AG		3.547%	9/18/31	185	155
	Deutsche Bank AG		3.729%	1/14/32	110	85
	Deutsche Bank AG		3.035%	5/28/32	150	119
	Deutsche Bank AG		4.875%	12/1/32	160	140
	Deutsche Bank AG		3.742%	1/7/33	140	105
	Deutsche Bank AG		7.079%	2/10/34	205	195
	Discover Bank		2.450%	9/12/24	105	101
1	Discover Bank		3.450%	7/27/26	145	133
1	Discover Bank		4.650%	9/13/28	100	92
	Discover Financial Services		4.100%	2/9/27	115	107
	Discover Financial Services		6.700%	11/29/32	90	90
	Equitable Holdings Inc.		4.350%	4/20/28	227	215
	Equitable Holdings Inc.		5.000%	4/20/48	156	131
	Everest Reinsurance Holdings Inc.		3.500%	10/15/50	110	75
	Everest Reinsurance Holdings Inc.		3.125%	10/15/52	165	105
	Fairfax Financial Holdings Ltd.		5.625%	8/16/32	75	72
	Fifth Third Bancorp		2.375%	1/28/25	375	357
	Fifth Third Bancorp		2.550%	5/5/27	125	112
	Fifth Third Bancorp		6.361%	10/27/28	115	116
	Fifth Third Bancorp		6.339%	7/27/29	115	116