Semiannual
Report | February
28, 2022
Vanguard
ESG U.S. Corporate Bond ETF
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.
1
| Six Months Ended February 28, 2022 | |||
| ESG U.S. Corporate Bond ETF | Beginning Account Value 8/31/2021 |
Ending Account Value 2/28/2022 |
Expenses Paid During Period |
| Based on Actual Fund Return | $1,000.00 | $939.80 | $0.58 |
| Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.20 | 0.60 |
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 (181/365).
2
ESG
U.S. Corporate Bond ETF
Fund
Allocation
As
of February 28, 2022
| Corporate Bonds – Communications | 14.2% |
| Corporate Bonds – Consumer Discretionary | 6.7 |
| Corporate Bonds – Consumer Staples | 3.7 |
| Corporate Bonds – Financials | 40.2 |
| Corporate Bonds – Health Care | 15.7 |
| Corporate Bonds – Industrials | 2.4 |
| Corporate Bonds – Materials | 1.6 |
| Corporate Bonds – Real Estate | 2.0 |
| Corporate Bonds – Technology | 13.4 |
| Corporate Bonds – Utilities | 0.0 |
| U.S. Government and Agency Obligations | 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.
3
ESG
U.S. Corporate Bond ETF
Financial
Statements (unaudited)
Schedule
of Investments
As
of February 28, 2022
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) | |||
| U.S. Government and Agency Obligations (0.1%) | ||||||
| U.S. Government Securities (0.1%) | ||||||
| United States Treasury Note/Bond | 1.125% | 1/15/25 | 100 | 98 | ||
| United States Treasury Note/Bond | 2.000% | 11/15/41 | 73 | 70 | ||
| Total U.S. Government and Agency Obligations (Cost $168) | 168 | |||||
| Corporate Bonds (99.1%) | ||||||
| Communications (14.1%) | ||||||
| Activision Blizzard Inc. | 3.400% | 9/15/26 | 130 | 136 | ||
| Activision Blizzard Inc. | 2.500% | 9/15/50 | 160 | 134 | ||
| Alphabet Inc. | 3.375% | 2/25/24 | 140 | 145 | ||
| Alphabet Inc. | 0.450% | 8/15/25 | 150 | 143 | ||
| Alphabet Inc. | 1.998% | 8/15/26 | 270 | 271 | ||
| Alphabet Inc. | 0.800% | 8/15/27 | 110 | 103 | ||
| Alphabet Inc. | 1.100% | 8/15/30 | 240 | 217 | ||
| Alphabet Inc. | 1.900% | 8/15/40 | 70 | 59 | ||
| Alphabet Inc. | 2.050% | 8/15/50 | 176 | 142 | ||
| Alphabet Inc. | 2.250% | 8/15/60 | 115 | 92 | ||
| America Movil SAB de CV | 3.625% | 4/22/29 | 95 | 98 | ||
| America Movil SAB de CV | 2.875% | 5/7/30 | 75 | 74 | ||
| America Movil SAB de CV | 6.375% | 3/1/35 | 75 | 97 | ||
| America Movil SAB de CV | 6.125% | 3/30/40 | 160 | 204 | ||
| America Movil SAB de CV | 4.375% | 7/16/42 | 55 | 59 | ||
| America Movil SAB de CV | 4.375% | 4/22/49 | 130 | 143 | ||
| AT&T Inc. | 0.900% | 3/25/24 | 120 | 118 | ||
| AT&T Inc. | 4.450% | 4/1/24 | 25 | 26 | ||
| AT&T Inc. | 3.400% | 5/15/25 | 145 | 150 | ||
| AT&T Inc. | 4.125% | 2/17/26 | 250 | 267 | ||
| AT&T Inc. | 1.700% | 3/25/26 | 300 | 292 | ||
| AT&T Inc. | 3.800% | 2/15/27 | 100 | 106 | ||
| AT&T Inc. | 4.250% | 3/1/27 | 160 | 172 | ||
| AT&T Inc. | 2.300% | 6/1/27 | 160 | 158 | ||
| AT&T Inc. | 1.650% | 2/1/28 | 125 | 118 | ||
| 1 | AT&T Inc. | 4.100% | 2/15/28 | 130 | 139 | |
| AT&T Inc. | 4.350% | 3/1/29 | 380 | 414 | ||
| 1 | AT&T Inc. | 4.300% | 2/15/30 | 260 | 283 | |
| AT&T Inc. | 2.750% | 6/1/31 | 175 | 170 | ||
| AT&T Inc. | 2.250% | 2/1/32 | 75 | 69 | ||
| AT&T Inc. | 2.550% | 12/1/33 | 190 | 176 | ||
| AT&T Inc. | 4.500% | 5/15/35 | 80 | 88 | ||
| AT&T Inc. | 5.250% | 3/1/37 | 290 | 341 | ||
4
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| AT&T Inc. | 4.850% | 3/1/39 | 134 | 149 | ||
| AT&T Inc. | 5.350% | 9/1/40 | 125 | 149 | ||
| AT&T Inc. | 3.500% | 6/1/41 | 210 | 200 | ||
| AT&T Inc. | 4.300% | 12/15/42 | 220 | 229 | ||
| AT&T Inc. | 3.100% | 2/1/43 | 180 | 161 | ||
| AT&T Inc. | 4.350% | 6/15/45 | 105 | 109 | ||
| AT&T Inc. | 4.750% | 5/15/46 | 150 | 167 | ||
| AT&T Inc. | 5.650% | 2/15/47 | 210 | 262 | ||
| AT&T Inc. | 4.500% | 3/9/48 | 280 | 301 | ||
| AT&T Inc. | 4.550% | 3/9/49 | 300 | 325 | ||
| AT&T Inc. | 5.150% | 2/15/50 | 125 | 147 | ||
| AT&T Inc. | 3.650% | 6/1/51 | 410 | 387 | ||
| AT&T Inc. | 3.300% | 2/1/52 | 385 | 342 | ||
| AT&T Inc. | 3.500% | 9/15/53 | 490 | 449 | ||
| AT&T Inc. | 3.550% | 9/15/55 | 445 | 404 | ||
| AT&T Inc. | 3.800% | 12/1/57 | 167 | 157 | ||
| AT&T Inc. | 3.650% | 9/15/59 | 270 | 245 | ||
| AT&T Inc. | 3.850% | 6/1/60 | 205 | 192 | ||
| AT&T Inc. | 3.500% | 2/1/61 | 143 | 126 | ||
| Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 75 | 83 | ||
| Booking Holdings Inc. | 3.600% | 6/1/26 | 50 | 52 | ||
| Booking Holdings Inc. | 4.625% | 4/13/30 | 120 | 134 | ||
| British Telecommunications plc | 9.625% | 12/15/30 | 165 | 231 | ||
| 1 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 50 | 52 | |
| Charter Communications Operating LLC | 4.908% | 7/23/25 | 240 | 255 | ||
| Charter Communications Operating LLC | 3.750% | 2/15/28 | 75 | 77 | ||
| Charter Communications Operating LLC | 4.200% | 3/15/28 | 205 | 214 | ||
| Charter Communications Operating LLC | 2.250% | 1/15/29 | 35 | 33 | ||
| Charter Communications Operating LLC | 5.050% | 3/30/29 | 205 | 224 | ||
| Charter Communications Operating LLC | 2.800% | 4/1/31 | 255 | 238 | ||
| Charter Communications Operating LLC | 2.300% | 2/1/32 | 110 | 98 | ||
| Charter Communications Operating LLC | 6.384% | 10/23/35 | 250 | 299 | ||
| Charter Communications Operating LLC | 5.375% | 4/1/38 | 115 | 122 | ||
| Charter Communications Operating LLC | 3.500% | 6/1/41 | 175 | 151 | ||
| Charter Communications Operating LLC | 3.500% | 3/1/42 | 155 | 133 | ||
| Charter Communications Operating LLC | 6.484% | 10/23/45 | 270 | 321 | ||
| Charter Communications Operating LLC | 5.375% | 5/1/47 | 180 | 189 | ||
| Charter Communications Operating LLC | 5.750% | 4/1/48 | 203 | 224 | ||
| Charter Communications Operating LLC | 5.125% | 7/1/49 | 60 | 61 | ||
| Charter Communications Operating LLC | 4.800% | 3/1/50 | 150 | 146 | ||
| Charter Communications Operating LLC | 3.700% | 4/1/51 | 185 | 155 | ||
| Charter Communications Operating LLC | 3.900% | 6/1/52 | 155 | 135 | ||
| Charter Communications Operating LLC | 3.850% | 4/1/61 | 220 | 182 | ||
| Charter Communications Operating LLC | 4.400% | 12/1/61 | 170 | 152 | ||
| Charter Communications Operating LLC | 3.950% | 6/30/62 | 105 | 88 | ||
| Comcast Corp. | 3.700% | 4/15/24 | 275 | 285 | ||
| Comcast Corp. | 3.375% | 2/15/25 | 125 | 129 | ||
| Comcast Corp. | 3.375% | 8/15/25 | 60 | 62 | ||
| Comcast Corp. | 3.950% | 10/15/25 | 275 | 290 | ||
| Comcast Corp. | 3.150% | 3/1/26 | 150 | 155 | ||
| Comcast Corp. | 2.350% | 1/15/27 | 170 | 170 | ||
| Comcast Corp. | 3.300% | 2/1/27 | 220 | 228 | ||
| Comcast Corp. | 3.150% | 2/15/28 | 25 | 26 | ||
| Comcast Corp. | 3.550% | 5/1/28 | 190 | 199 | ||
| Comcast Corp. | 4.150% | 10/15/28 | 310 | 336 | ||
5
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Comcast Corp. | 2.650% | 2/1/30 | 250 | 247 | ||
| Comcast Corp. | 3.400% | 4/1/30 | 50 | 52 | ||
| Comcast Corp. | 4.250% | 10/15/30 | 145 | 159 | ||
| Comcast Corp. | 1.950% | 1/15/31 | 75 | 70 | ||
| Comcast Corp. | 1.500% | 2/15/31 | 55 | 49 | ||
| Comcast Corp. | 4.250% | 1/15/33 | 155 | 171 | ||
| Comcast Corp. | 7.050% | 3/15/33 | 75 | 101 | ||
| Comcast Corp. | 4.200% | 8/15/34 | 175 | 192 | ||
| Comcast Corp. | 4.400% | 8/15/35 | 65 | 73 | ||
| Comcast Corp. | 3.200% | 7/15/36 | 145 | 142 | ||
| Comcast Corp. | 3.900% | 3/1/38 | 140 | 147 | ||
| Comcast Corp. | 4.600% | 10/15/38 | 60 | 67 | ||
| Comcast Corp. | 3.250% | 11/1/39 | 70 | 67 | ||
| Comcast Corp. | 3.750% | 4/1/40 | 145 | 149 | ||
| Comcast Corp. | 3.400% | 7/15/46 | 165 | 158 | ||
| Comcast Corp. | 4.000% | 8/15/47 | 185 | 193 | ||
| Comcast Corp. | 3.969% | 11/1/47 | 120 | 124 | ||
| Comcast Corp. | 4.000% | 3/1/48 | 140 | 145 | ||
| Comcast Corp. | 4.700% | 10/15/48 | 58 | 67 | ||
| Comcast Corp. | 3.999% | 11/1/49 | 340 | 353 | ||
| Comcast Corp. | 3.450% | 2/1/50 | 35 | 33 | ||
| Comcast Corp. | 2.800% | 1/15/51 | 182 | 156 | ||
| 2 | Comcast Corp. | 2.887% | 11/1/51 | 224 | 194 | |
| Comcast Corp. | 2.450% | 8/15/52 | 200 | 161 | ||
| Comcast Corp. | 4.049% | 11/1/52 | 90 | 95 | ||
| 2 | Comcast Corp. | 2.937% | 11/1/56 | 452 | 383 | |
| Comcast Corp. | 4.950% | 10/15/58 | 40 | 49 | ||
| Comcast Corp. | 2.650% | 8/15/62 | 150 | 119 | ||
| 2 | Comcast Corp. | 2.987% | 11/1/63 | 463 | 386 | |
| Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 335 | 464 | ||
| Discovery Communications LLC | 2.950% | 3/20/23 | 128 | 129 | ||
| Discovery Communications LLC | 3.950% | 3/20/28 | 235 | 243 | ||
| Discovery Communications LLC | 4.125% | 5/15/29 | 165 | 172 | ||
| Discovery Communications LLC | 3.625% | 5/15/30 | 45 | 45 | ||
| Discovery Communications LLC | 5.200% | 9/20/47 | 125 | 136 | ||
| Discovery Communications LLC | 5.300% | 5/15/49 | 145 | 160 | ||
| Discovery Communications LLC | 4.650% | 5/15/50 | 35 | 36 | ||
| Discovery Communications LLC | 4.000% | 9/15/55 | 50 | 45 | ||
| Electronic Arts Inc. | 1.850% | 2/15/31 | 45 | 41 | ||
| Electronic Arts Inc. | 2.950% | 2/15/51 | 100 | 86 | ||
| Expedia Group Inc. | 3.800% | 2/15/28 | 240 | 247 | ||
| Expedia Group Inc. | 3.250% | 2/15/30 | 100 | 99 | ||
| Expedia Group Inc. | 2.950% | 3/15/31 | 80 | 77 | ||
| Fox Corp. | 4.030% | 1/25/24 | 25 | 26 | ||
| Fox Corp. | 4.709% | 1/25/29 | 285 | 311 | ||
| Fox Corp. | 5.476% | 1/25/39 | 165 | 193 | ||
| Fox Corp. | 5.576% | 1/25/49 | 63 | 76 | ||
| Grupo Televisa SAB | 5.000% | 5/13/45 | 10 | 11 | ||
| Grupo Televisa SAB | 6.125% | 1/31/46 | 50 | 63 | ||
| Grupo Televisa SAB | 5.250% | 5/24/49 | 100 | 115 | ||
| Omnicom Group Inc. | 3.650% | 11/1/24 | 260 | 269 | ||
| Omnicom Group Inc. | 3.600% | 4/15/26 | 40 | 42 | ||
| Omnicom Group Inc. | 2.600% | 8/1/31 | 90 | 87 | ||
| Orange SA | 9.000% | 3/1/31 | 179 | 256 | ||
| Orange SA | 5.375% | 1/13/42 | 60 | 73 | ||
6
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Orange SA | 5.500% | 2/6/44 | 65 | 82 | ||
| Paramount Global | 4.750% | 5/15/25 | 95 | 101 | ||
| Paramount Global | 4.000% | 1/15/26 | 85 | 89 | ||
| Paramount Global | 7.875% | 7/30/30 | 110 | 143 | ||
| Paramount Global | 4.950% | 1/15/31 | 225 | 249 | ||
| Paramount Global | 4.200% | 5/19/32 | 200 | 209 | ||
| Paramount Global | 6.875% | 4/30/36 | 100 | 128 | ||
| Paramount Global | 4.375% | 3/15/43 | 60 | 60 | ||
| Paramount Global | 5.850% | 9/1/43 | 40 | 48 | ||
| Paramount Global | 4.950% | 5/19/50 | 75 | 82 | ||
| Rogers Communications Inc. | 4.100% | 10/1/23 | 210 | 215 | ||
| Rogers Communications Inc. | 5.000% | 3/15/44 | 30 | 32 | ||
| Rogers Communications Inc. | 4.300% | 2/15/48 | 75 | 74 | ||
| Rogers Communications Inc. | 4.350% | 5/1/49 | 105 | 105 | ||
| Rogers Communications Inc. | 3.700% | 11/15/49 | 105 | 95 | ||
| Telefonica Emisiones SA | 4.103% | 3/8/27 | 210 | 222 | ||
| Telefonica Emisiones SA | 7.045% | 6/20/36 | 130 | 169 | ||
| Telefonica Emisiones SA | 4.665% | 3/6/38 | 90 | 93 | ||
| Telefonica Emisiones SA | 5.213% | 3/8/47 | 145 | 158 | ||
| Telefonica Emisiones SA | 4.895% | 3/6/48 | 85 | 89 | ||
| Telefonica Emisiones SA | 5.520% | 3/1/49 | 120 | 135 | ||
| Telefonica Europe BV | 8.250% | 9/15/30 | 145 | 195 | ||
| TELUS Corp. | 4.600% | 11/16/48 | 105 | 118 | ||
| Time Warner Cable LLC | 6.550% | 5/1/37 | 145 | 174 | ||
| Time Warner Cable LLC | 7.300% | 7/1/38 | 25 | 31 | ||
| Time Warner Cable LLC | 6.750% | 6/15/39 | 80 | 97 | ||
| Time Warner Cable LLC | 5.875% | 11/15/40 | 125 | 139 | ||
| Time Warner Cable LLC | 5.500% | 9/1/41 | 170 | 181 | ||
| Time Warner Cable LLC | 4.500% | 9/15/42 | 140 | 132 | ||
| Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 80 | 85 | ||
| Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 125 | 169 | ||
| T-Mobile USA Inc. | 3.500% | 4/15/25 | 300 | 308 | ||
| T-Mobile USA Inc. | 1.500% | 2/15/26 | 175 | 168 | ||
| T-Mobile USA Inc. | 3.750% | 4/15/27 | 345 | 358 | ||
| T-Mobile USA Inc. | 2.050% | 2/15/28 | 275 | 262 | ||
| T-Mobile USA Inc. | 3.875% | 4/15/30 | 490 | 507 | ||
| T-Mobile USA Inc. | 2.550% | 2/15/31 | 230 | 215 | ||
| T-Mobile USA Inc. | 2.250% | 11/15/31 | 115 | 104 | ||
| 2 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 80 | 75 | |
| T-Mobile USA Inc. | 4.375% | 4/15/40 | 75 | 78 | ||
| T-Mobile USA Inc. | 3.000% | 2/15/41 | 290 | 253 | ||
| T-Mobile USA Inc. | 4.500% | 4/15/50 | 245 | 256 | ||
| T-Mobile USA Inc. | 3.300% | 2/15/51 | 395 | 344 | ||
| 2 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 100 | 88 | |
| T-Mobile USA Inc. | 3.600% | 11/15/60 | 140 | 123 | ||
| 1 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 90 | 93 | |
| TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 74 | 76 | ||
| 1 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 100 | 98 | |
| 1 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 45 | 46 | |
| 1 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 65 | 70 | |
| VeriSign Inc. | 2.700% | 6/15/31 | 90 | 84 | ||
| Verizon Communications Inc. | 3.500% | 11/1/24 | 200 | 207 | ||
| Verizon Communications Inc. | 3.376% | 2/15/25 | 80 | 83 | ||
| Verizon Communications Inc. | 0.850% | 11/20/25 | 200 | 190 | ||
| Verizon Communications Inc. | 1.450% | 3/20/26 | 280 | 271 | ||
7
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Verizon Communications Inc. | 2.625% | 8/15/26 | 195 | 196 | ||
| Verizon Communications Inc. | 4.125% | 3/16/27 | 345 | 370 | ||
| Verizon Communications Inc. | 3.000% | 3/22/27 | 105 | 107 | ||
| Verizon Communications Inc. | 2.100% | 3/22/28 | 345 | 333 | ||
| Verizon Communications Inc. | 4.329% | 9/21/28 | 215 | 234 | ||
| Verizon Communications Inc. | 3.875% | 2/8/29 | 45 | 48 | ||
| Verizon Communications Inc. | 4.016% | 12/3/29 | 275 | 295 | ||
| Verizon Communications Inc. | 3.150% | 3/22/30 | 125 | 126 | ||
| Verizon Communications Inc. | 1.500% | 9/18/30 | 130 | 116 | ||
| Verizon Communications Inc. | 1.680% | 10/30/30 | 200 | 180 | ||
| Verizon Communications Inc. | 1.750% | 1/20/31 | 160 | 144 | ||
| Verizon Communications Inc. | 2.550% | 3/21/31 | 300 | 288 | ||
| 2 | Verizon Communications Inc. | 2.355% | 3/15/32 | 242 | 226 | |
| Verizon Communications Inc. | 4.500% | 8/10/33 | 210 | 233 | ||
| Verizon Communications Inc. | 4.400% | 11/1/34 | 152 | 167 | ||
| Verizon Communications Inc. | 4.272% | 1/15/36 | 115 | 126 | ||
| Verizon Communications Inc. | 5.250% | 3/16/37 | 160 | 193 | ||
| Verizon Communications Inc. | 2.650% | 11/20/40 | 200 | 174 | ||
| Verizon Communications Inc. | 3.400% | 3/22/41 | 250 | 241 | ||
| Verizon Communications Inc. | 2.850% | 9/3/41 | 130 | 116 | ||
| Verizon Communications Inc. | 4.125% | 8/15/46 | 125 | 131 | ||
| Verizon Communications Inc. | 4.862% | 8/21/46 | 281 | 337 | ||
| Verizon Communications Inc. | 4.522% | 9/15/48 | 345 | 392 | ||
| Verizon Communications Inc. | 4.000% | 3/22/50 | 170 | 175 | ||
| Verizon Communications Inc. | 2.875% | 11/20/50 | 255 | 218 | ||
| Verizon Communications Inc. | 3.550% | 3/22/51 | 610 | 590 | ||
| Verizon Communications Inc. | 2.987% | 10/30/56 | 260 | 222 | ||
| Verizon Communications Inc. | 3.000% | 11/20/60 | 255 | 212 | ||
| Verizon Communications Inc. | 3.700% | 3/22/61 | 445 | 425 | ||
| Vodafone Group plc | 3.750% | 1/16/24 | 168 | 174 | ||
| Vodafone Group plc | 4.125% | 5/30/25 | 165 | 173 | ||
| Vodafone Group plc | 4.375% | 5/30/28 | 75 | 81 | ||
| Vodafone Group plc | 6.150% | 2/27/37 | 130 | 162 | ||
| Vodafone Group plc | 5.000% | 5/30/38 | 65 | 74 | ||
| Vodafone Group plc | 4.375% | 2/19/43 | 75 | 77 | ||
| Vodafone Group plc | 5.250% | 5/30/48 | 310 | 360 | ||
| Vodafone Group plc | 4.875% | 6/19/49 | 135 | 150 | ||
| Vodafone Group plc | 4.250% | 9/17/50 | 170 | 174 | ||
| Walt Disney Co. | 1.750% | 8/30/24 | 170 | 169 | ||
| Walt Disney Co. | 3.350% | 3/24/25 | 85 | 88 | ||
| Walt Disney Co. | 1.750% | 1/13/26 | 75 | 74 | ||
| Walt Disney Co. | 2.200% | 1/13/28 | 105 | 103 | ||
| Walt Disney Co. | 2.000% | 9/1/29 | 205 | 195 | ||
| Walt Disney Co. | 3.800% | 3/22/30 | 105 | 113 | ||
| Walt Disney Co. | 2.650% | 1/13/31 | 210 | 208 | ||
| Walt Disney Co. | 6.200% | 12/15/34 | 115 | 148 | ||
| Walt Disney Co. | 6.400% | 12/15/35 | 155 | 207 | ||
| Walt Disney Co. | 6.650% | 11/15/37 | 80 | 108 | ||
| Walt Disney Co. | 4.625% | 3/23/40 | 60 | 68 | ||
| Walt Disney Co. | 3.500% | 5/13/40 | 155 | 155 | ||
| Walt Disney Co. | 2.750% | 9/1/49 | 65 | 57 | ||
| Walt Disney Co. | 4.700% | 3/23/50 | 145 | 172 | ||
| Walt Disney Co. | 3.600% | 1/13/51 | 335 | 339 | ||
| Walt Disney Co. | 3.800% | 5/13/60 | 100 | 103 | ||
| Weibo Corp. | 3.500% | 7/5/24 | 75 | 76 | ||
8
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Weibo Corp. | 3.375% | 7/8/30 | 10 | 9 | ||
| WPP Finance 2010 | 3.750% | 9/19/24 | 135 | 140 | ||
| 42,266 | ||||||
| Consumer Discretionary (6.7%) | ||||||
| Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 110 | 113 | ||
| Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 125 | 127 | ||
| Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 160 | 144 | ||
| Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 175 | 171 | ||
| Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 220 | 177 | ||
| Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 100 | 97 | ||
| Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 65 | 53 | ||
| Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 80 | 79 | ||
| Amazon.com Inc. | 0.250% | 5/12/23 | 95 | 94 | ||
| Amazon.com Inc. | 0.450% | 5/12/24 | 170 | 166 | ||
| Amazon.com Inc. | 2.800% | 8/22/24 | 255 | 261 | ||
| Amazon.com Inc. | 3.800% | 12/5/24 | 110 | 115 | ||
| Amazon.com Inc. | 0.800% | 6/3/25 | 75 | 72 | ||
| Amazon.com Inc. | 1.000% | 5/12/26 | 380 | 366 | ||
| Amazon.com Inc. | 1.200% | 6/3/27 | 130 | 124 | ||
| Amazon.com Inc. | 3.150% | 8/22/27 | 330 | 345 | ||
| Amazon.com Inc. | 1.650% | 5/12/28 | 120 | 115 | ||
| Amazon.com Inc. | 1.500% | 6/3/30 | 200 | 185 | ||
| Amazon.com Inc. | 2.100% | 5/12/31 | 165 | 159 | ||
| Amazon.com Inc. | 4.800% | 12/5/34 | 110 | 132 | ||
| Amazon.com Inc. | 3.875% | 8/22/37 | 250 | 275 | ||
| Amazon.com Inc. | 2.875% | 5/12/41 | 85 | 81 | ||
| Amazon.com Inc. | 4.950% | 12/5/44 | 205 | 255 | ||
| Amazon.com Inc. | 4.050% | 8/22/47 | 260 | 292 | ||
| Amazon.com Inc. | 2.500% | 6/3/50 | 145 | 125 | ||
| Amazon.com Inc. | 3.100% | 5/12/51 | 315 | 304 | ||
| Amazon.com Inc. | 4.250% | 8/22/57 | 165 | 191 | ||
| Amazon.com Inc. | 2.700% | 6/3/60 | 278 | 238 | ||
| Amazon.com Inc. | 3.250% | 5/12/61 | 125 | 119 | ||
| 1 | American Honda Finance Corp. | 1.950% | 5/10/23 | 100 | 101 | |
| 1 | American Honda Finance Corp. | 0.875% | 7/7/23 | 130 | 129 | |
| 1 | American Honda Finance Corp. | 0.650% | 9/8/23 | 65 | 64 | |
| 1 | American Honda Finance Corp. | 0.750% | 8/9/24 | 50 | 49 | |
| 1 | American Honda Finance Corp. | 1.200% | 7/8/25 | 75 | 73 | |
| 1 | American Honda Finance Corp. | 1.000% | 9/10/25 | 10 | 10 | |
| 1 | American Honda Finance Corp. | 2.000% | 3/24/28 | 150 | 145 | |
| Aptiv plc | 3.100% | 12/1/51 | 205 | 173 | ||
| AutoZone Inc. | 4.000% | 4/15/30 | 85 | 90 | ||
| BorgWarner Inc. | 2.650% | 7/1/27 | 85 | 85 | ||
| Daimler Finance North America LLC | 8.500% | 1/18/31 | 250 | 355 | ||
| eBay Inc. | 3.450% | 8/1/24 | 20 | 21 | ||
| eBay Inc. | 1.900% | 3/11/25 | 45 | 45 | ||
| eBay Inc. | 1.400% | 5/10/26 | 95 | 91 | ||
| eBay Inc. | 3.600% | 6/5/27 | 70 | 73 | ||
| eBay Inc. | 2.700% | 3/11/30 | 80 | 77 | ||
| eBay Inc. | 2.600% | 5/10/31 | 35 | 33 | ||
| eBay Inc. | 4.000% | 7/15/42 | 62 | 63 | ||
| eBay Inc. | 3.650% | 5/10/51 | 60 | 57 | ||
| General Motors Co. | 4.875% | 10/2/23 | 200 | 209 | ||
| General Motors Co. | 5.400% | 10/2/23 | 25 | 26 | ||
| General Motors Co. | 6.125% | 10/1/25 | 145 | 160 | ||
9
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| General Motors Co. | 4.200% | 10/1/27 | 145 | 153 | ||
| General Motors Co. | 6.800% | 10/1/27 | 150 | 177 | ||
| General Motors Co. | 5.000% | 10/1/28 | 110 | 120 | ||
| General Motors Co. | 5.000% | 4/1/35 | 115 | 124 | ||
| General Motors Co. | 6.600% | 4/1/36 | 35 | 43 | ||
| General Motors Co. | 5.150% | 4/1/38 | 20 | 22 | ||
| General Motors Co. | 6.250% | 10/2/43 | 150 | 182 | ||
| General Motors Co. | 5.200% | 4/1/45 | 165 | 178 | ||
| General Motors Co. | 6.750% | 4/1/46 | 90 | 115 | ||
| General Motors Co. | 5.400% | 4/1/48 | 75 | 83 | ||
| General Motors Co. | 5.950% | 4/1/49 | 65 | 78 | ||
| General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 135 | 137 | ||
| General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 145 | 149 | ||
| General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 70 | 73 | ||
| General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 160 | 156 | ||
| General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 67 | 69 | ||
| General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 185 | 179 | ||
| General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 75 | 77 | ||
| General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 100 | 103 | ||
| General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 100 | 101 | ||
| General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 35 | 37 | ||
| General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 25 | 25 | ||
| General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 85 | 89 | ||
| General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 110 | 104 | ||
| General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 125 | 135 | ||
| General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 210 | 199 | ||
| General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 105 | 110 | ||
| General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 85 | 90 | ||
| General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 40 | 39 | ||
| General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 85 | 81 | ||
| General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 40 | 38 | ||
| General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 65 | 65 | ||
| General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 10 | 9 | ||
| General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 150 | 143 | ||
| Hasbro Inc. | 3.900% | 11/19/29 | 75 | 78 | ||
| Home Depot Inc. | 2.700% | 4/1/23 | 95 | 96 | ||
| Home Depot Inc. | 3.750% | 2/15/24 | 210 | 217 | ||
| Home Depot Inc. | 3.350% | 9/15/25 | 75 | 78 | ||
| Home Depot Inc. | 3.000% | 4/1/26 | 160 | 166 | ||
| Home Depot Inc. | 2.125% | 9/15/26 | 120 | 120 | ||
| Home Depot Inc. | 2.500% | 4/15/27 | 75 | 76 | ||
| Home Depot Inc. | 2.800% | 9/14/27 | 20 | 20 | ||
| Home Depot Inc. | 1.500% | 9/15/28 | 65 | 62 | ||
| Home Depot Inc. | 3.900% | 12/6/28 | 90 | 97 | ||
| Home Depot Inc. | 2.950% | 6/15/29 | 95 | 97 | ||
| Home Depot Inc. | 2.700% | 4/15/30 | 140 | 140 | ||
| Home Depot Inc. | 1.375% | 3/15/31 | 50 | 45 | ||
| Home Depot Inc. | 1.875% | 9/15/31 | 150 | 139 | ||
| Home Depot Inc. | 5.875% | 12/16/36 | 189 | 250 | ||
| Home Depot Inc. | 3.300% | 4/15/40 | 131 | 131 | ||
| Home Depot Inc. | 5.950% | 4/1/41 | 55 | 73 | ||
| Home Depot Inc. | 4.200% | 4/1/43 | 30 | 33 | ||
| Home Depot Inc. | 4.400% | 3/15/45 | 190 | 215 | ||
| Home Depot Inc. | 4.250% | 4/1/46 | 215 | 239 | ||
| Home Depot Inc. | 3.900% | 6/15/47 | 125 | 133 | ||
10
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Home Depot Inc. | 4.500% | 12/6/48 | 145 | 168 | ||
| Home Depot Inc. | 3.125% | 12/15/49 | 120 | 113 | ||
| Home Depot Inc. | 3.350% | 4/15/50 | 145 | 142 | ||
| Home Depot Inc. | 2.750% | 9/15/51 | 60 | 53 | ||
| Home Depot Inc. | 3.500% | 9/15/56 | 185 | 185 | ||
| Hyatt Hotels Corp. | 1.800% | 10/1/24 | 60 | 59 | ||
| Lennar Corp. | 4.750% | 11/29/27 | 175 | 190 | ||
| Lowe's Cos. Inc. | 4.000% | 4/15/25 | 85 | 89 | ||
| Lowe's Cos. Inc. | 3.375% | 9/15/25 | 50 | 52 | ||
| Lowe's Cos. Inc. | 2.500% | 4/15/26 | 150 | 152 | ||
| Lowe's Cos. Inc. | 1.300% | 4/15/28 | 25 | 23 | ||
| Lowe's Cos. Inc. | 1.700% | 9/15/28 | 60 | 56 | ||
| Lowe's Cos. Inc. | 3.650% | 4/5/29 | 126 | 132 | ||
| Lowe's Cos. Inc. | 4.500% | 4/15/30 | 65 | 72 | ||
| Lowe's Cos. Inc. | 1.700% | 10/15/30 | 120 | 108 | ||
| Lowe's Cos. Inc. | 2.625% | 4/1/31 | 135 | 130 | ||
| Lowe's Cos. Inc. | 2.800% | 9/15/41 | 60 | 53 | ||
| Lowe's Cos. Inc. | 3.700% | 4/15/46 | 140 | 137 | ||
| Lowe's Cos. Inc. | 4.050% | 5/3/47 | 135 | 139 | ||
| Lowe's Cos. Inc. | 3.000% | 10/15/50 | 180 | 157 | ||
| Magna International Inc. | 3.625% | 6/15/24 | 100 | 103 | ||
| Magna International Inc. | 2.450% | 6/15/30 | 55 | 53 | ||
| 1 | Marriott International Inc. | 3.125% | 6/15/26 | 110 | 112 | |
| 1 | Marriott International Inc. | 4.625% | 6/15/30 | 105 | 113 | |
| 1 | Marriott International Inc. | 2.850% | 4/15/31 | 65 | 62 | |
| 1 | Marriott International Inc. | 3.500% | 10/15/32 | 95 | 95 | |
| 1 | McDonald's Corp. | 3.300% | 7/1/25 | 25 | 26 | |
| 1 | McDonald's Corp. | 3.700% | 1/30/26 | 125 | 131 | |
| 1 | McDonald's Corp. | 3.500% | 3/1/27 | 50 | 52 | |
| 1 | McDonald's Corp. | 3.500% | 7/1/27 | 55 | 58 | |
| 1 | McDonald's Corp. | 3.800% | 4/1/28 | 175 | 186 | |
| 1 | McDonald's Corp. | 2.625% | 9/1/29 | 194 | 191 | |
| 1 | McDonald's Corp. | 2.125% | 3/1/30 | 50 | 47 | |
| 1 | McDonald's Corp. | 3.600% | 7/1/30 | 30 | 32 | |
| 1 | McDonald's Corp. | 4.700% | 12/9/35 | 180 | 204 | |
| 1 | McDonald's Corp. | 6.300% | 10/15/37 | 90 | 119 | |
| 1 | McDonald's Corp. | 6.300% | 3/1/38 | 165 | 216 | |
| 1 | McDonald's Corp. | 4.875% | 12/9/45 | 85 | 97 | |
| 1 | McDonald's Corp. | 4.450% | 3/1/47 | 100 | 109 | |
| 1 | McDonald's Corp. | 4.450% | 9/1/48 | 87 | 96 | |
| 1 | McDonald's Corp. | 3.625% | 9/1/49 | 40 | 39 | |
| 1 | McDonald's Corp. | 4.200% | 4/1/50 | 20 | 21 | |
| NIKE Inc. | 2.400% | 3/27/25 | 20 | 20 | ||
| NIKE Inc. | 2.375% | 11/1/26 | 170 | 172 | ||
| NIKE Inc. | 2.750% | 3/27/27 | 69 | 71 | ||
| NIKE Inc. | 2.850% | 3/27/30 | 115 | 117 | ||
| NIKE Inc. | 3.250% | 3/27/40 | 95 | 95 | ||
| NIKE Inc. | 3.875% | 11/1/45 | 20 | 22 | ||
| NIKE Inc. | 3.375% | 3/27/50 | 173 | 176 | ||
| NVR Inc. | 3.000% | 5/15/30 | 62 | 61 | ||
| O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 70 | 73 | ||
| Ralph Lauren Corp. | 2.950% | 6/15/30 | 50 | 50 | ||
| Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 50 | 48 | ||
| Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 45 | 39 | ||
| 1 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 85 | 83 | |
11
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Starbucks Corp. | 3.100% | 3/1/23 | 80 | 81 | ||
| Starbucks Corp. | 3.850% | 10/1/23 | 60 | 62 | ||
| Starbucks Corp. | 3.800% | 8/15/25 | 150 | 157 | ||
| Starbucks Corp. | 4.000% | 11/15/28 | 70 | 75 | ||
| Starbucks Corp. | 3.550% | 8/15/29 | 175 | 182 | ||
| Starbucks Corp. | 2.250% | 3/12/30 | 50 | 47 | ||
| Starbucks Corp. | 2.550% | 11/15/30 | 85 | 82 | ||
| Starbucks Corp. | 4.500% | 11/15/48 | 60 | 65 | ||
| Starbucks Corp. | 4.450% | 8/15/49 | 95 | 102 | ||
| Starbucks Corp. | 3.500% | 11/15/50 | 110 | 103 | ||
| Stellantis NV | 5.250% | 4/15/23 | 170 | 176 | ||
| TJX Cos. Inc. | 2.250% | 9/15/26 | 180 | 180 | ||
| VF Corp. | 2.400% | 4/23/25 | 130 | 130 | ||
| VF Corp. | 2.950% | 4/23/30 | 35 | 35 | ||
| 19,968 | ||||||
| Consumer Staples (3.6%) | ||||||
| Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 215 | 217 | ||
| Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 85 | 88 | ||
| Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 50 | 45 | ||
| Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 105 | 100 | ||
| Campbell Soup Co. | 3.950% | 3/15/25 | 160 | 167 | ||
| Campbell Soup Co. | 4.150% | 3/15/28 | 55 | 59 | ||
| Coca-Cola Co. | 1.750% | 9/6/24 | 60 | 60 | ||
| Coca-Cola Co. | 3.375% | 3/25/27 | 70 | 74 | ||
| Coca-Cola Co. | 1.450% | 6/1/27 | 75 | 72 | ||
| Coca-Cola Co. | 1.500% | 3/5/28 | 100 | 96 | ||
| Coca-Cola Co. | 1.000% | 3/15/28 | 215 | 199 | ||
| Coca-Cola Co. | 2.125% | 9/6/29 | 170 | 166 | ||
| Coca-Cola Co. | 3.450% | 3/25/30 | 105 | 111 | ||
| Coca-Cola Co. | 1.650% | 6/1/30 | 65 | 60 | ||
| Coca-Cola Co. | 2.000% | 3/5/31 | 205 | 194 | ||
| Coca-Cola Co. | 1.375% | 3/15/31 | 70 | 63 | ||
| Coca-Cola Co. | 2.250% | 1/5/32 | 115 | 111 | ||
| Coca-Cola Co. | 2.500% | 6/1/40 | 130 | 118 | ||
| Coca-Cola Co. | 2.875% | 5/5/41 | 100 | 95 | ||
| Coca-Cola Co. | 2.600% | 6/1/50 | 58 | 51 | ||
| Coca-Cola Co. | 3.000% | 3/5/51 | 165 | 157 | ||
| Coca-Cola Co. | 2.500% | 3/15/51 | 105 | 90 | ||
| Coca-Cola Co. | 2.750% | 6/1/60 | 125 | 109 | ||
| Conagra Brands Inc. | 4.300% | 5/1/24 | 105 | 109 | ||
| Conagra Brands Inc. | 4.600% | 11/1/25 | 125 | 133 | ||
| Conagra Brands Inc. | 1.375% | 11/1/27 | 25 | 23 | ||
| Conagra Brands Inc. | 4.850% | 11/1/28 | 50 | 55 | ||
| Conagra Brands Inc. | 5.300% | 11/1/38 | 40 | 46 | ||
| Conagra Brands Inc. | 5.400% | 11/1/48 | 150 | 182 | ||
| Dollar General Corp. | 3.250% | 4/15/23 | 105 | 107 | ||
| Dollar General Corp. | 3.500% | 4/3/30 | 60 | 61 | ||
| Dollar Tree Inc. | 4.000% | 5/15/25 | 105 | 110 | ||
| Dollar Tree Inc. | 4.200% | 5/15/28 | 140 | 150 | ||
| Dollar Tree Inc. | 2.650% | 12/1/31 | 60 | 57 | ||
| General Mills Inc. | 3.700% | 10/17/23 | 185 | 190 | ||
| General Mills Inc. | 4.000% | 4/17/25 | 60 | 63 | ||
| General Mills Inc. | 4.200% | 4/17/28 | 80 | 86 | ||
| General Mills Inc. | 2.875% | 4/15/30 | 85 | 85 | ||
| Hormel Foods Corp. | 0.650% | 6/3/24 | 150 | 146 | ||
12
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Hormel Foods Corp. | 1.700% | 6/3/28 | 10 | 10 | ||
| Hormel Foods Corp. | 1.800% | 6/11/30 | 40 | 37 | ||
| J M Smucker Co. | 3.500% | 3/15/25 | 60 | 62 | ||
| Kellogg Co. | 3.250% | 4/1/26 | 115 | 118 | ||
| Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 158 | 162 | ||
| Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 25 | 24 | ||
| Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 85 | 90 | ||
| Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 190 | 208 | ||
| Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 80 | 81 | ||
| Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 30 | 29 | ||
| Kimberly-Clark Corp. | 3.100% | 3/26/30 | 40 | 41 | ||
| McCormick & Co. Inc. | 3.400% | 8/15/27 | 80 | 83 | ||
| Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 276 | 291 | ||
| Mondelez International Inc. | 1.500% | 5/4/25 | 155 | 151 | ||
| Mondelez International Inc. | 2.750% | 4/13/30 | 25 | 25 | ||
| Mondelez International Inc. | 2.625% | 9/4/50 | 145 | 122 | ||
| PepsiCo Inc. | 2.750% | 3/1/23 | 85 | 86 | ||
| PepsiCo Inc. | 0.400% | 10/7/23 | 145 | 142 | ||
| PepsiCo Inc. | 3.600% | 3/1/24 | 81 | 84 | ||
| PepsiCo Inc. | 2.250% | 3/19/25 | 155 | 157 | ||
| PepsiCo Inc. | 2.750% | 4/30/25 | 100 | 102 | ||
| PepsiCo Inc. | 2.375% | 10/6/26 | 80 | 81 | ||
| PepsiCo Inc. | 3.000% | 10/15/27 | 125 | 130 | ||
| PepsiCo Inc. | 2.625% | 7/29/29 | 115 | 116 | ||
| PepsiCo Inc. | 2.750% | 3/19/30 | 100 | 101 | ||
| PepsiCo Inc. | 1.625% | 5/1/30 | 65 | 61 | ||
| PepsiCo Inc. | 1.950% | 10/21/31 | 140 | 132 | ||
| PepsiCo Inc. | 2.625% | 10/21/41 | 95 | 88 | ||
| PepsiCo Inc. | 4.450% | 4/14/46 | 150 | 178 | ||
| PepsiCo Inc. | 3.450% | 10/6/46 | 110 | 113 | ||
| PepsiCo Inc. | 2.875% | 10/15/49 | 50 | 47 | ||
| PepsiCo Inc. | 3.625% | 3/19/50 | 90 | 96 | ||
| PepsiCo Inc. | 2.750% | 10/21/51 | 100 | 92 | ||
| Procter & Gamble Co. | 3.100% | 8/15/23 | 85 | 87 | ||
| Procter & Gamble Co. | 0.550% | 10/29/25 | 225 | 214 | ||
| Procter & Gamble Co. | 1.000% | 4/23/26 | 10 | 10 | ||
| Procter & Gamble Co. | 2.450% | 11/3/26 | 195 | 199 | ||
| Procter & Gamble Co. | 2.850% | 8/11/27 | 90 | 93 | ||
| Procter & Gamble Co. | 3.000% | 3/25/30 | 65 | 68 | ||
| Procter & Gamble Co. | 1.200% | 10/29/30 | 75 | 68 | ||
| Procter & Gamble Co. | 1.950% | 4/23/31 | 10 | 10 | ||
| Sysco Corp. | 3.750% | 10/1/25 | 25 | 26 | ||
| Sysco Corp. | 3.300% | 7/15/26 | 160 | 165 | ||
| Sysco Corp. | 3.250% | 7/15/27 | 85 | 88 | ||
| Sysco Corp. | 5.950% | 4/1/30 | 17 | 20 | ||
| Sysco Corp. | 6.600% | 4/1/50 | 100 | 139 | ||
| Target Corp. | 3.500% | 7/1/24 | 55 | 57 | ||
| Target Corp. | 2.250% | 4/15/25 | 175 | 176 | ||
| Target Corp. | 2.500% | 4/15/26 | 35 | 36 | ||
| Target Corp. | 1.950% | 1/15/27 | 60 | 59 | ||
| Target Corp. | 3.375% | 4/15/29 | 195 | 207 | ||
| Target Corp. | 2.350% | 2/15/30 | 120 | 118 | ||
| Target Corp. | 4.000% | 7/1/42 | 75 | 83 | ||
| Target Corp. | 2.950% | 1/15/52 | 135 | 127 | ||
| Tyson Foods Inc. | 3.950% | 8/15/24 | 117 | 122 | ||
13
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Tyson Foods Inc. | 4.000% | 3/1/26 | 45 | 47 | ||
| Tyson Foods Inc. | 3.550% | 6/2/27 | 160 | 166 | ||
| Tyson Foods Inc. | 4.550% | 6/2/47 | 45 | 50 | ||
| Tyson Foods Inc. | 5.100% | 9/28/48 | 115 | 138 | ||
| Unilever Capital Corp. | 2.600% | 5/5/24 | 165 | 167 | ||
| Unilever Capital Corp. | 2.900% | 5/5/27 | 115 | 118 | ||
| Unilever Capital Corp. | 3.500% | 3/22/28 | 45 | 47 | ||
| Unilever Capital Corp. | 2.125% | 9/6/29 | 25 | 24 | ||
| Unilever Capital Corp. | 1.750% | 8/12/31 | 90 | 83 | ||
| Unilever Capital Corp. | 5.900% | 11/15/32 | 130 | 165 | ||
| Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 85 | 88 | ||
| Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 75 | 78 | ||
| Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 95 | 104 | ||
| Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 40 | 40 | ||
| 10,932 | ||||||
| Financials (39.8%) | ||||||
| 1 | Aegon NV | 5.500% | 4/11/48 | 10 | 11 | |
| AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 40 | 41 | ||
| AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 150 | 147 | ||
| AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 65 | 68 | ||
| AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 50 | 51 | ||
| AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 264 | 265 | ||
| AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 260 | 252 | ||
| 1 | AerCap Ireland Capital DAC | 1.750% | 10/29/24 | 60 | 58 | |
| AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 55 | 56 | ||
| AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 125 | 138 | ||
| AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 320 | 308 | ||
| AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 150 | 152 | ||
| AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 215 | 207 | ||
| AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 400 | 379 | ||
| AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 100 | 94 | ||
| AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 160 | 147 | ||
| Aflac Inc. | 3.625% | 11/15/24 | 140 | 146 | ||
| Aflac Inc. | 3.600% | 4/1/30 | 115 | 122 | ||
| Air Lease Corp. | 3.000% | 9/15/23 | 120 | 121 | ||
| 1 | Air Lease Corp. | 0.700% | 2/15/24 | 10 | 10 | |
| 1 | Air Lease Corp. | 2.300% | 2/1/25 | 85 | 84 | |
| Air Lease Corp. | 3.375% | 7/1/25 | 50 | 51 | ||
| 1 | Air Lease Corp. | 2.875% | 1/15/26 | 110 | 110 | |
| 1 | Air Lease Corp. | 3.750% | 6/1/26 | 185 | 190 | |
| Air Lease Corp. | 3.125% | 12/1/30 | 80 | 77 | ||
| 1 | Allstate Corp. | 5.750% | 8/15/53 | 30 | 30 | |
| Ally Financial Inc. | 3.050% | 6/5/23 | 100 | 101 | ||
| Ally Financial Inc. | 1.450% | 10/2/23 | 125 | 124 | ||
| Ally Financial Inc. | 3.875% | 5/21/24 | 60 | 62 | ||
| Ally Financial Inc. | 5.800% | 5/1/25 | 220 | 238 | ||
| Ally Financial Inc. | 2.200% | 11/2/28 | 135 | 127 | ||
| 1 | Ally Financial Inc. | 8.000% | 11/1/31 | 153 | 201 | |
| American Express Co. | 3.700% | 8/3/23 | 115 | 118 | ||
| American Express Co. | 0.750% | 11/3/23 | 110 | 108 | ||
| American Express Co. | 3.400% | 2/22/24 | 130 | 134 | ||
| American Express Co. | 2.500% | 7/30/24 | 125 | 126 | ||
| American Express Co. | 3.000% | 10/30/24 | 195 | 199 | ||
| American Express Co. | 4.200% | 11/6/25 | 25 | 27 | ||
| American Express Co. | 3.125% | 5/20/26 | 90 | 92 | ||
14
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| American Express Co. | 1.650% | 11/4/26 | 135 | 131 | ||
| 2 | American Express Co. | 3.300% | 5/3/27 | 60 | 62 | |
| American Express Co. | 4.050% | 12/3/42 | 70 | 77 | ||
| American International Group Inc. | 4.125% | 2/15/24 | 25 | 26 | ||
| American International Group Inc. | 2.500% | 6/30/25 | 110 | 110 | ||
| American International Group Inc. | 3.750% | 7/10/25 | 20 | 21 | ||
| American International Group Inc. | 3.900% | 4/1/26 | 145 | 152 | ||
| American International Group Inc. | 4.200% | 4/1/28 | 115 | 124 | ||
| American International Group Inc. | 3.400% | 6/30/30 | 125 | 129 | ||
| American International Group Inc. | 3.875% | 1/15/35 | 115 | 120 | ||
| American International Group Inc. | 4.500% | 7/16/44 | 60 | 67 | ||
| American International Group Inc. | 4.800% | 7/10/45 | 10 | 12 | ||
| American International Group Inc. | 4.750% | 4/1/48 | 175 | 203 | ||
| 1 | American International Group Inc. | 5.750% | 4/1/48 | 10 | 10 | |
| American International Group Inc. | 4.375% | 1/15/55 | 170 | 185 | ||
| Ameriprise Financial Inc. | 4.000% | 10/15/23 | 100 | 103 | ||
| Aon Corp. | 3.750% | 5/2/29 | 10 | 10 | ||
| Aon Corp. | 2.800% | 5/15/30 | 95 | 94 | ||
| Aon Corp. | 3.900% | 2/28/52 | 105 | 106 | ||
| Aon plc | 3.875% | 12/15/25 | 25 | 26 | ||
| Arch Capital Group Ltd. | 3.635% | 6/30/50 | 95 | 91 | ||
| Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 85 | 80 | ||
| Athene Holding Ltd. | 4.125% | 1/12/28 | 230 | 241 | ||
| 1 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 95 | 100 | |
| AXA SA | 8.600% | 12/15/30 | 60 | 81 | ||
| Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 135 | 133 | ||
| Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 70 | 67 | ||
| Banco Santander SA | 3.848% | 4/12/23 | 130 | 133 | ||
| Banco Santander SA | 2.706% | 6/27/24 | 215 | 217 | ||
| Banco Santander SA | 0.701% | 6/30/24 | 110 | 108 | ||
| Banco Santander SA | 2.746% | 5/28/25 | 110 | 110 | ||
| Banco Santander SA | 5.179% | 11/19/25 | 60 | 64 | ||
| Banco Santander SA | 1.849% | 3/25/26 | 40 | 38 | ||
| Banco Santander SA | 4.250% | 4/11/27 | 160 | 169 | ||
| Banco Santander SA | 3.800% | 2/23/28 | 65 | 67 | ||
| Banco Santander SA | 4.379% | 4/12/28 | 25 | 27 | ||
| Banco Santander SA | 3.306% | 6/27/29 | 20 | 20 | ||
| Banco Santander SA | 3.490% | 5/28/30 | 190 | 191 | ||
| Banco Santander SA | 2.749% | 12/3/30 | 75 | 68 | ||
| Banco Santander SA | 2.958% | 3/25/31 | 70 | 67 | ||
| Banco Santander SA | 3.225% | 11/22/32 | 210 | 195 | ||
| Bank of America Corp. | 4.100% | 7/24/23 | 310 | 320 | ||
| 1 | Bank of America Corp. | 4.125% | 1/22/24 | 185 | 192 | |
| 1 | Bank of America Corp. | 3.550% | 3/5/24 | 390 | 396 | |
| 1 | Bank of America Corp. | 4.000% | 4/1/24 | 125 | 130 | |
| 1 | Bank of America Corp. | 1.486% | 5/19/24 | 110 | 109 | |
| 1 | Bank of America Corp. | 0.523% | 6/14/24 | 220 | 216 | |
| 1 | Bank of America Corp. | 3.864% | 7/23/24 | 200 | 205 | |
| 1 | Bank of America Corp. | 4.200% | 8/26/24 | 365 | 380 | |
| 1 | Bank of America Corp. | 0.810% | 10/24/24 | 225 | 220 | |
| 1 | Bank of America Corp. | 4.000% | 1/22/25 | 250 | 260 | |
| Bank of America Corp. | 1.843% | 2/4/25 | 200 | 198 | ||
| 1 | Bank of America Corp. | 3.458% | 3/15/25 | 210 | 214 | |
| 1 | Bank of America Corp. | 3.950% | 4/21/25 | 150 | 155 | |
| Bank of America Corp. | 0.976% | 4/22/25 | 125 | 121 | ||
15
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| 1 | Bank of America Corp. | 3.875% | 8/1/25 | 130 | 136 | |
| 1 | Bank of America Corp. | 0.981% | 9/25/25 | 185 | 178 | |
| 1 | Bank of America Corp. | 3.093% | 10/1/25 | 160 | 162 | |
| 1 | Bank of America Corp. | 2.456% | 10/22/25 | 175 | 175 | |
| 1 | Bank of America Corp. | 1.530% | 12/6/25 | 120 | 117 | |
| 1 | Bank of America Corp. | 3.366% | 1/23/26 | 50 | 51 | |
| 1 | Bank of America Corp. | 2.015% | 2/13/26 | 310 | 305 | |
| 1 | Bank of America Corp. | 4.450% | 3/3/26 | 220 | 234 | |
| 1 | Bank of America Corp. | 3.500% | 4/19/26 | 150 | 156 | |
| 1 | Bank of America Corp. | 1.319% | 6/19/26 | 235 | 225 | |
| 1 | Bank of America Corp. | 4.250% | 10/22/26 | 133 | 141 | |
| 1 | Bank of America Corp. | 1.197% | 10/24/26 | 305 | 289 | |
| 1 | Bank of America Corp. | 1.658% | 3/11/27 | 50 | 48 | |
| 1 | Bank of America Corp. | 3.559% | 4/23/27 | 235 | 241 | |
| Bank of America Corp. | 1.734% | 7/22/27 | 440 | 420 | ||
| 1 | Bank of America Corp. | 3.248% | 10/21/27 | 195 | 199 | |
| 1 | Bank of America Corp. | 4.183% | 11/25/27 | 150 | 158 | |
| 1 | Bank of America Corp. | 3.824% | 1/20/28 | 160 | 167 | |
| 1 | Bank of America Corp. | 3.705% | 4/24/28 | 135 | 140 | |
| 1 | Bank of America Corp. | 3.593% | 7/21/28 | 125 | 129 | |
| 1 | Bank of America Corp. | 3.419% | 12/20/28 | 398 | 407 | |
| 1 | Bank of America Corp. | 3.970% | 3/5/29 | 425 | 445 | |
| 1 | Bank of America Corp. | 2.087% | 6/14/29 | 270 | 256 | |
| 1 | Bank of America Corp. | 4.271% | 7/23/29 | 248 | 264 | |
| 1 | Bank of America Corp. | 3.974% | 2/7/30 | 270 | 283 | |
| 1 | Bank of America Corp. | 3.194% | 7/23/30 | 150 | 150 | |
| 1 | Bank of America Corp. | 2.884% | 10/22/30 | 235 | 230 | |
| 1 | Bank of America Corp. | 2.496% | 2/13/31 | 265 | 252 | |
| 1 | Bank of America Corp. | 2.592% | 4/29/31 | 225 | 215 | |
| 1 | Bank of America Corp. | 1.898% | 7/23/31 | 225 | 204 | |
| 1 | Bank of America Corp. | 1.922% | 10/24/31 | 200 | 181 | |
| 1 | Bank of America Corp. | 2.651% | 3/11/32 | 165 | 158 | |
| Bank of America Corp. | 2.687% | 4/22/32 | 260 | 250 | ||
| Bank of America Corp. | 2.299% | 7/21/32 | 360 | 334 | ||
| Bank of America Corp. | 2.572% | 10/20/32 | 155 | 147 | ||
| Bank of America Corp. | 2.972% | 2/4/33 | 240 | 235 | ||
| Bank of America Corp. | 2.482% | 9/21/36 | 120 | 109 | ||
| Bank of America Corp. | 6.110% | 1/29/37 | 240 | 302 | ||
| 1 | Bank of America Corp. | 4.244% | 4/24/38 | 145 | 158 | |
| Bank of America Corp. | 7.750% | 5/14/38 | 340 | 493 | ||
| 1 | Bank of America Corp. | 4.078% | 4/23/40 | 70 | 74 | |
| 1 | Bank of America Corp. | 2.676% | 6/19/41 | 435 | 382 | |
| 1 | Bank of America Corp. | 5.875% | 2/7/42 | 170 | 221 | |
| Bank of America Corp. | 3.311% | 4/22/42 | 215 | 206 | ||
| 1 | Bank of America Corp. | 5.000% | 1/21/44 | 85 | 100 | |
| 1 | Bank of America Corp. | 4.443% | 1/20/48 | 185 | 207 | |
| 1 | Bank of America Corp. | 3.946% | 1/23/49 | 105 | 110 | |
| 1 | Bank of America Corp. | 4.330% | 3/15/50 | 315 | 350 | |
| 1 | Bank of America Corp. | 4.083% | 3/20/51 | 245 | 263 | |
| 1 | Bank of America Corp. | 2.831% | 10/24/51 | 65 | 57 | |
| 1 | Bank of America Corp. | 3.483% | 3/13/52 | 205 | 200 | |
| Bank of America Corp. | 2.972% | 7/21/52 | 315 | 280 | ||
| 1 | Bank of America NA | 6.000% | 10/15/36 | 195 | 248 | |
| Bank of Montreal | 0.450% | 12/8/23 | 135 | 132 | ||
| 1 | Bank of Montreal | 3.300% | 2/5/24 | 75 | 77 | |
16
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| 1 | Bank of Montreal | 2.500% | 6/28/24 | 75 | 76 | |
| 1 | Bank of Montreal | 0.625% | 7/9/24 | 285 | 275 | |
| 1 | Bank of Montreal | 1.500% | 1/10/25 | 80 | 78 | |
| 1 | Bank of Montreal | 1.850% | 5/1/25 | 95 | 94 | |
| 1 | Bank of Montreal | 1.250% | 9/15/26 | 200 | 190 | |
| 1 | Bank of Montreal | 0.949% | 1/22/27 | 35 | 33 | |
| 1 | Bank of Montreal | 4.338% | 10/5/28 | 89 | 92 | |
| 1 | Bank of Montreal | 3.803% | 12/15/32 | 85 | 87 | |
| Bank of Montreal | 3.088% | 1/10/37 | 105 | 100 | ||
| 1 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 25 | 26 | |
| 1 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 60 | 62 | |
| 1 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 86 | 87 | |
| 1 | Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 120 | 117 | |
| 1 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 20 | 21 | |
| 1 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 130 | 130 | |
| 1 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 60 | 62 | |
| 1 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 135 | 133 | |
| 1 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 100 | 102 | |
| 1 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10 | 10 | |
| Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 60 | 59 | ||
| 1 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 80 | 83 | |
| 1 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 79 | 83 | |
| 1 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 75 | 78 | |
| 1 | Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 120 | 128 | |
| 1 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 40 | 41 | |
| Bank of Nova Scotia | 1.625% | 5/1/23 | 215 | 215 | ||
| Bank of Nova Scotia | 0.400% | 9/15/23 | 60 | 59 | ||
| Bank of Nova Scotia | 3.400% | 2/11/24 | 90 | 92 | ||
| Bank of Nova Scotia | 0.700% | 4/15/24 | 10 | 10 | ||
| Bank of Nova Scotia | 0.650% | 7/31/24 | 35 | 34 | ||
| Bank of Nova Scotia | 2.200% | 2/3/25 | 220 | 219 | ||
| Bank of Nova Scotia | 1.300% | 6/11/25 | 95 | 92 | ||
| Bank of Nova Scotia | 4.500% | 12/16/25 | 160 | 170 | ||
| Bank of Nova Scotia | 1.050% | 3/2/26 | 160 | 152 | ||
| Bank of Nova Scotia | 1.350% | 6/24/26 | 65 | 62 | ||
| Bank of Nova Scotia | 2.700% | 8/3/26 | 90 | 91 | ||
| Bank of Nova Scotia | 1.300% | 9/15/26 | 60 | 57 | ||
| Bank of Nova Scotia | 2.450% | 2/2/32 | 75 | 71 | ||
| 1 | Barclays plc | 4.338% | 5/16/24 | 200 | 206 | |
| Barclays plc | 4.375% | 9/11/24 | 275 | 285 | ||
| Barclays plc | 3.650% | 3/16/25 | 100 | 103 | ||
| 1 | Barclays plc | 3.932% | 5/7/25 | 180 | 185 | |
| Barclays plc | 4.375% | 1/12/26 | 165 | 174 | ||
| 1 | Barclays plc | 2.852% | 5/7/26 | 50 | 50 | |
| Barclays plc | 5.200% | 5/12/26 | 239 | 257 | ||
| Barclays plc | 2.279% | 11/24/27 | 255 | 246 | ||
| Barclays plc | 4.337% | 1/10/28 | 25 | 26 | ||
| Barclays plc | 4.836% | 5/9/28 | 90 | 95 | ||
| 1 | Barclays plc | 4.972% | 5/16/29 | 195 | 212 | |
| 1 | Barclays plc | 5.088% | 6/20/30 | 100 | 107 | |
| Barclays plc | 2.645% | 6/24/31 | 100 | 94 | ||
| Barclays plc | 2.667% | 3/10/32 | 175 | 164 | ||
| Barclays plc | 2.894% | 11/24/32 | 100 | 95 | ||
| Barclays plc | 3.564% | 9/23/35 | 45 | 43 | ||
| Barclays plc | 3.811% | 3/10/42 | 65 | 61 | ||
17
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Barclays plc | 3.330% | 11/24/42 | 90 | 82 | ||
| Barclays plc | 5.250% | 8/17/45 | 190 | 223 | ||
| Barclays plc | 4.950% | 1/10/47 | 65 | 73 | ||
| BlackRock Inc. | 3.500% | 3/18/24 | 105 | 109 | ||
| BlackRock Inc. | 3.250% | 4/30/29 | 50 | 52 | ||
| BlackRock Inc. | 2.400% | 4/30/30 | 93 | 91 | ||
| BlackRock Inc. | 1.900% | 1/28/31 | 90 | 84 | ||
| BlackRock Inc. | 2.100% | 2/25/32 | 80 | 75 | ||
| 1 | BNP Paribas SA | 3.250% | 3/3/23 | 80 | 81 | |
| BPCE SA | 4.000% | 4/15/24 | 115 | 119 | ||
| Brighthouse Financial Inc. | 4.700% | 6/22/47 | 43 | 43 | ||
| Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 60 | 59 | ||
| 1 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 140 | 144 | |
| Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 25 | 24 | ||
| Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 165 | 168 | ||
| Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 75 | 75 | ||
| Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 110 | 104 | ||
| Capital One Financial Corp. | 2.600% | 5/11/23 | 50 | 50 | ||
| Capital One Financial Corp. | 3.500% | 6/15/23 | 25 | 26 | ||
| Capital One Financial Corp. | 3.900% | 1/29/24 | 365 | 376 | ||
| Capital One Financial Corp. | 3.750% | 4/24/24 | 55 | 57 | ||
| Capital One Financial Corp. | 3.300% | 10/30/24 | 185 | 189 | ||
| Capital One Financial Corp. | 3.200% | 2/5/25 | 110 | 112 | ||
| Capital One Financial Corp. | 4.250% | 4/30/25 | 10 | 11 | ||
| Capital One Financial Corp. | 4.200% | 10/29/25 | 105 | 110 | ||
| Capital One Financial Corp. | 3.750% | 7/28/26 | 160 | 166 | ||
| Capital One Financial Corp. | 3.750% | 3/9/27 | 80 | 84 | ||
| Capital One Financial Corp. | 3.650% | 5/11/27 | 105 | 109 | ||
| Capital One Financial Corp. | 3.800% | 1/31/28 | 110 | 115 | ||
| Capital One Financial Corp. | 2.359% | 7/29/32 | 110 | 99 | ||
| Charles Schwab Corp. | 0.750% | 3/18/24 | 70 | 69 | ||
| Charles Schwab Corp. | 3.850% | 5/21/25 | 45 | 47 | ||
| Charles Schwab Corp. | 0.900% | 3/11/26 | 75 | 71 | ||
| Charles Schwab Corp. | 1.150% | 5/13/26 | 175 | 168 | ||
| Charles Schwab Corp. | 2.000% | 3/20/28 | 140 | 136 | ||
| Charles Schwab Corp. | 1.650% | 3/11/31 | 125 | 114 | ||
| Charles Schwab Corp. | 2.300% | 5/13/31 | 35 | 34 | ||
| Charles Schwab Corp. | 1.950% | 12/1/31 | 100 | 92 | ||
| Chubb Corp. | 6.000% | 5/11/37 | 95 | 126 | ||
| Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 75 | 78 | ||
| Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 170 | 177 | ||
| Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 80 | 72 | ||
| Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 95 | 108 | ||
| Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 90 | 80 | ||
| CI Financial Corp. | 3.200% | 12/17/30 | 50 | 47 | ||
| CI Financial Corp. | 4.100% | 6/15/51 | 120 | 114 | ||
| 1 | Citibank NA | 3.650% | 1/23/24 | 70 | 72 | |
| Citigroup Inc. | 3.500% | 5/15/23 | 125 | 128 | ||
| Citigroup Inc. | 3.875% | 10/25/23 | 175 | 181 | ||
| 1 | Citigroup Inc. | 1.678% | 5/15/24 | 220 | 220 | |
| 1 | Citigroup Inc. | 4.044% | 6/1/24 | 240 | 246 | |
| Citigroup Inc. | 4.000% | 8/5/24 | 65 | 67 | ||
| Citigroup Inc. | 0.776% | 10/30/24 | 90 | 88 | ||
| Citigroup Inc. | 3.875% | 3/26/25 | 100 | 103 | ||
| 1 | Citigroup Inc. | 3.352% | 4/24/25 | 245 | 250 | |
18
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Citigroup Inc. | 3.300% | 4/27/25 | 210 | 215 | ||
| Citigroup Inc. | 0.981% | 5/1/25 | 160 | 156 | ||
| Citigroup Inc. | 4.400% | 6/10/25 | 135 | 142 | ||
| Citigroup Inc. | 5.500% | 9/13/25 | 175 | 191 | ||
| Citigroup Inc. | 1.281% | 11/3/25 | 305 | 295 | ||
| Citigroup Inc. | 3.700% | 1/12/26 | 250 | 261 | ||
| Citigroup Inc. | 2.014% | 1/25/26 | 80 | 79 | ||
| Citigroup Inc. | 4.600% | 3/9/26 | 75 | 80 | ||
| 1 | Citigroup Inc. | 3.106% | 4/8/26 | 225 | 228 | |
| Citigroup Inc. | 3.400% | 5/1/26 | 175 | 180 | ||
| Citigroup Inc. | 3.200% | 10/21/26 | 190 | 194 | ||
| Citigroup Inc. | 4.300% | 11/20/26 | 75 | 80 | ||
| Citigroup Inc. | 1.122% | 1/28/27 | 135 | 127 | ||
| Citigroup Inc. | 1.462% | 6/9/27 | 110 | 104 | ||
| Citigroup Inc. | 4.450% | 9/29/27 | 265 | 283 | ||
| 1 | Citigroup Inc. | 3.887% | 1/10/28 | 230 | 240 | |
| 1 | Citigroup Inc. | 3.668% | 7/24/28 | 210 | 217 | |
| Citigroup Inc. | 4.125% | 7/25/28 | 160 | 168 | ||
| 1 | Citigroup Inc. | 3.520% | 10/27/28 | 340 | 349 | |
| 1 | Citigroup Inc. | 4.075% | 4/23/29 | 75 | 79 | |
| 1 | Citigroup Inc. | 3.980% | 3/20/30 | 210 | 221 | |
| 1 | Citigroup Inc. | 2.976% | 11/5/30 | 225 | 222 | |
| 1 | Citigroup Inc. | 2.666% | 1/29/31 | 290 | 280 | |
| 1 | Citigroup Inc. | 4.412% | 3/31/31 | 215 | 233 | |
| 1 | Citigroup Inc. | 2.572% | 6/3/31 | 175 | 167 | |
| Citigroup Inc. | 2.561% | 5/1/32 | 145 | 138 | ||
| Citigroup Inc. | 6.625% | 6/15/32 | 65 | 81 | ||
| Citigroup Inc. | 2.520% | 11/3/32 | 225 | 212 | ||
| Citigroup Inc. | 3.057% | 1/25/33 | 170 | 168 | ||
| 1 | Citigroup Inc. | 3.878% | 1/24/39 | 51 | 53 | |
| Citigroup Inc. | 8.125% | 7/15/39 | 137 | 215 | ||
| 1 | Citigroup Inc. | 5.316% | 3/26/41 | 205 | 248 | |
| Citigroup Inc. | 5.875% | 1/30/42 | 150 | 193 | ||
| Citigroup Inc. | 2.904% | 11/3/42 | 50 | 45 | ||
| Citigroup Inc. | 6.675% | 9/13/43 | 85 | 118 | ||
| Citigroup Inc. | 5.300% | 5/6/44 | 110 | 129 | ||
| Citigroup Inc. | 4.650% | 7/30/45 | 145 | 164 | ||
| Citigroup Inc. | 4.750% | 5/18/46 | 210 | 234 | ||
| 1 | Citigroup Inc. | 4.281% | 4/24/48 | 25 | 28 | |
| Citigroup Inc. | 4.650% | 7/23/48 | 215 | 251 | ||
| Citizens Financial Group Inc. | 3.250% | 4/30/30 | 70 | 71 | ||
| CME Group Inc. | 3.000% | 3/15/25 | 180 | 185 | ||
| CME Group Inc. | 5.300% | 9/15/43 | 53 | 68 | ||
| Comerica Inc. | 3.700% | 7/31/23 | 95 | 97 | ||
| Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 125 | 122 | ||
| 1 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 120 | 124 | |
| Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 35 | 37 | ||
| 1 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 170 | 176 | |
| 1 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 105 | 136 | |
| Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 175 | 222 | ||
| Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 45 | 54 | ||
| Credit Suisse AG | 1.000% | 5/5/23 | 320 | 318 | ||
| 1 | Credit Suisse AG | 0.520% | 8/9/23 | 60 | 59 | |
| Credit Suisse AG | 0.495% | 2/2/24 | 120 | 116 | ||
| 1 | Credit Suisse AG | 3.625% | 9/9/24 | 335 | 346 | |
19
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Credit Suisse AG | 2.950% | 4/9/25 | 105 | 106 | ||
| Credit Suisse AG | 1.250% | 8/7/26 | 120 | 113 | ||
| Credit Suisse Group AG | 3.800% | 6/9/23 | 75 | 77 | ||
| Credit Suisse Group AG | 3.750% | 3/26/25 | 135 | 139 | ||
| Credit Suisse Group AG | 4.550% | 4/17/26 | 195 | 206 | ||
| Credit Suisse Group AG | 4.875% | 5/15/45 | 160 | 176 | ||
| 1 | Deutsche Bank AG | 0.962% | 11/8/23 | 60 | 59 | |
| 1 | Deutsche Bank AG | 3.700% | 5/30/24 | 100 | 102 | |
| Deutsche Bank AG | 3.700% | 5/30/24 | 95 | 98 | ||
| 1 | Deutsche Bank AG | 2.222% | 9/18/24 | 115 | 115 | |
| Deutsche Bank AG | 1.447% | 4/1/25 | 100 | 98 | ||
| 1 | Deutsche Bank AG | 3.961% | 11/26/25 | 40 | 41 | |
| Deutsche Bank AG | 1.686% | 3/19/26 | 80 | 77 | ||
| Deutsche Bank AG | 2.129% | 11/24/26 | 195 | 188 | ||
| Deutsche Bank AG | 2.311% | 11/16/27 | 216 | 207 | ||
| Deutsche Bank AG | 2.552% | 1/7/28 | 195 | 188 | ||
| 1 | Deutsche Bank AG | 3.547% | 9/18/31 | 185 | 183 | |
| Deutsche Bank AG | 3.035% | 5/28/32 | 45 | 42 | ||
| Discover Bank | 2.450% | 9/12/24 | 165 | 165 | ||
| 1 | Discover Bank | 3.450% | 7/27/26 | 150 | 154 | |
| 1 | Discover Bank | 4.650% | 9/13/28 | 35 | 38 | |
| Discover Financial Services | 4.100% | 2/9/27 | 50 | 52 | ||
| Equitable Holdings Inc. | 4.350% | 4/20/28 | 182 | 195 | ||
| Equitable Holdings Inc. | 5.000% | 4/20/48 | 146 | 163 | ||
| Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 80 | 75 | ||
| Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 85 | 74 | ||
| Fifth Third Bancorp | 3.650% | 1/25/24 | 90 | 93 | ||
| Fifth Third Bancorp | 2.375% | 1/28/25 | 140 | 140 | ||
| Fifth Third Bancorp | 2.550% | 5/5/27 | 50 | 50 | ||
| Fifth Third Bancorp | 8.250% | 3/1/38 | 65 | 99 | ||
| 1 | Fifth Third Bank NA | 3.950% | 7/28/25 | 135 | 143 | |
| 1 | Fifth Third Bank NA | 3.850% | 3/15/26 | 135 | 141 | |
| Franklin Resources Inc. | 1.600% | 10/30/30 | 60 | 54 | ||
| Global Payments Inc. | 2.650% | 2/15/25 | 2 | 2 | ||
| Global Payments Inc. | 4.800% | 4/1/26 | 115 | 123 | ||
| Global Payments Inc. | 3.200% | 8/15/29 | 125 | 124 | ||
| Global Payments Inc. | 2.900% | 5/15/30 | 65 | 63 | ||
| Global Payments Inc. | 2.900% | 11/15/31 | 40 | 38 | ||
| Global Payments Inc. | 4.150% | 8/15/49 | 85 | 84 | ||
| Goldman Sachs Capital I | 6.345% | 2/15/34 | 65 | 81 | ||
| Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 100 | 99 | ||
| Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 260 | 267 | ||
| Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 410 | 425 | ||
| Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 230 | 227 | ||
| 1 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 210 | 217 | |
| 1 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 160 | 156 | |
| Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 160 | 157 | ||
| Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 153 | 157 | ||
| Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 100 | 99 | ||
| Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 214 | 220 | ||
| Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 170 | 176 | ||
| 1 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 155 | 158 | |
| Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 75 | 79 | ||
| Goldman Sachs Group Inc. | 0.855% | 2/12/26 | 150 | 143 | ||
| Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 150 | 156 | ||
20
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 277 | 284 | ||
| 1 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 250 | 235 | |
| Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 50 | 56 | ||
| Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 215 | 224 | ||
| Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 265 | 251 | ||
| Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 260 | 245 | ||
| Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 250 | 240 | ||
| Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 365 | 361 | ||
| 1 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 240 | 249 | |
| 1 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 330 | 343 | |
| 1 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 208 | 220 | |
| Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 170 | 163 | ||
| Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 170 | 177 | ||
| Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 210 | 189 | ||
| Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 110 | 104 | ||
| Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 435 | 403 | ||
| Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 370 | 351 | ||
| Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 135 | 167 | ||
| Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 315 | 310 | ||
| Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 405 | 532 | ||
| 1 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 220 | 232 | |
| 1 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 125 | 135 | |
| Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 345 | 453 | ||
| Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 170 | 158 | ||
| Goldman Sachs Group Inc. | 2.908% | 7/21/42 | 50 | 45 | ||
| Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 50 | 48 | ||
| 1 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 255 | 292 | |
| Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 145 | 170 | ||
| Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 170 | 194 | ||
| Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 70 | 68 | ||
| HSBC Holdings plc | 3.600% | 5/25/23 | 215 | 220 | ||
| HSBC Holdings plc | 4.250% | 3/14/24 | 55 | 57 | ||
| 1 | HSBC Holdings plc | 3.950% | 5/18/24 | 260 | 266 | |
| HSBC Holdings plc | 0.732% | 8/17/24 | 195 | 191 | ||
| HSBC Holdings plc | 1.162% | 11/22/24 | 260 | 255 | ||
| 1 | HSBC Holdings plc | 3.803% | 3/11/25 | 225 | 231 | |
| HSBC Holdings plc | 0.976% | 5/24/25 | 185 | 179 | ||
| HSBC Holdings plc | 4.250% | 8/18/25 | 50 | 52 | ||
| 1 | HSBC Holdings plc | 2.633% | 11/7/25 | 160 | 160 | |
| HSBC Holdings plc | 4.300% | 3/8/26 | 160 | 169 | ||
| 1 | HSBC Holdings plc | 1.645% | 4/18/26 | 125 | 121 | |
| HSBC Holdings plc | 3.900% | 5/25/26 | 175 | 182 | ||
| 1 | HSBC Holdings plc | 2.099% | 6/4/26 | 130 | 127 | |
| 1 | HSBC Holdings plc | 4.292% | 9/12/26 | 250 | 261 | |
| HSBC Holdings plc | 4.375% | 11/23/26 | 65 | 68 | ||
| HSBC Holdings plc | 1.589% | 5/24/27 | 155 | 146 | ||
| HSBC Holdings plc | 2.251% | 11/22/27 | 330 | 318 | ||
| 1 | HSBC Holdings plc | 4.041% | 3/13/28 | 195 | 202 | |
| 1 | HSBC Holdings plc | 2.013% | 9/22/28 | 125 | 117 | |
| 1 | HSBC Holdings plc | 4.583% | 6/19/29 | 275 | 294 | |
| HSBC Holdings plc | 2.206% | 8/17/29 | 140 | 131 | ||
| HSBC Holdings plc | 4.950% | 3/31/30 | 195 | 216 | ||
| 1 | HSBC Holdings plc | 3.973% | 5/22/30 | 285 | 294 | |
| 1 | HSBC Holdings plc | 2.848% | 6/4/31 | 85 | 81 | |
| 1 | HSBC Holdings plc | 2.357% | 8/18/31 | 50 | 46 | |
21
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| HSBC Holdings plc | 2.804% | 5/24/32 | 210 | 198 | ||
| HSBC Holdings plc | 2.871% | 11/22/32 | 330 | 313 | ||
| HSBC Holdings plc | 6.500% | 5/2/36 | 120 | 151 | ||
| HSBC Holdings plc | 6.500% | 9/15/37 | 130 | 166 | ||
| HSBC Holdings plc | 6.800% | 6/1/38 | 195 | 255 | ||
| HSBC Holdings plc | 6.100% | 1/14/42 | 190 | 251 | ||
| HSBC Holdings plc | 5.250% | 3/14/44 | 137 | 157 | ||
| HSBC USA Inc. | 3.500% | 6/23/24 | 140 | 144 | ||
| Huntington Bancshares Inc. | 2.625% | 8/6/24 | 50 | 50 | ||
| Huntington Bancshares Inc. | 2.550% | 2/4/30 | 15 | 15 | ||
| 1 | Huntington National Bank | 3.550% | 10/6/23 | 110 | 113 | |
| ING Groep NV | 4.100% | 10/2/23 | 135 | 139 | ||
| ING Groep NV | 3.550% | 4/9/24 | 170 | 174 | ||
| ING Groep NV | 3.950% | 3/29/27 | 150 | 158 | ||
| ING Groep NV | 1.726% | 4/1/27 | 100 | 96 | ||
| ING Groep NV | 4.550% | 10/2/28 | 70 | 76 | ||
| ING Groep NV | 4.050% | 4/9/29 | 35 | 37 | ||
| ING Groep NV | 2.727% | 4/1/32 | 70 | 67 | ||
| Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 25 | 25 | ||
| Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 60 | 62 | ||
| Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 70 | 73 | ||
| Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 45 | 42 | ||
| Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 285 | 255 | ||
| Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 100 | 89 | ||
| Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 130 | 144 | ||
| Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 105 | 94 | ||
| Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 80 | 69 | ||
| JPMorgan Chase & Co. | 3.375% | 5/1/23 | 260 | 265 | ||
| JPMorgan Chase & Co. | 2.700% | 5/18/23 | 174 | 176 | ||
| JPMorgan Chase & Co. | 3.875% | 2/1/24 | 215 | 223 | ||
| JPMorgan Chase & Co. | 0.697% | 3/16/24 | 190 | 188 | ||
| 1 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 160 | 163 | |
| 1 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 200 | 199 | |
| 1 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 390 | 399 | |
| JPMorgan Chase & Co. | 3.875% | 9/10/24 | 170 | 176 | ||
| 1 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 50 | 49 | |
| 1 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 385 | 397 | |
| JPMorgan Chase & Co. | 3.125% | 1/23/25 | 185 | 189 | ||
| JPMorgan Chase & Co. | 0.563% | 2/16/25 | 200 | 194 | ||
| 1 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 315 | 321 | |
| JPMorgan Chase & Co. | 0.969% | 6/23/25 | 285 | 276 | ||
| JPMorgan Chase & Co. | 3.900% | 7/15/25 | 375 | 392 | ||
| JPMorgan Chase & Co. | 0.768% | 8/9/25 | 140 | 135 | ||
| 1 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 75 | 75 | |
| JPMorgan Chase & Co. | 1.561% | 12/10/25 | 125 | 122 | ||
| 1 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 130 | 128 | |
| JPMorgan Chase & Co. | 3.300% | 4/1/26 | 400 | 413 | ||
| 1 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 310 | 305 | |
| JPMorgan Chase & Co. | 3.200% | 6/15/26 | 100 | 103 | ||
| JPMorgan Chase & Co. | 2.950% | 10/1/26 | 300 | 305 | ||
| JPMorgan Chase & Co. | 1.045% | 11/19/26 | 305 | 287 | ||
| JPMorgan Chase & Co. | 4.125% | 12/15/26 | 100 | 106 | ||
| 1 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 95 | 99 | |
| JPMorgan Chase & Co. | 1.040% | 2/4/27 | 180 | 169 | ||
| JPMorgan Chase & Co. | 1.578% | 4/22/27 | 170 | 163 | ||
22
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| JPMorgan Chase & Co. | 1.470% | 9/22/27 | 200 | 189 | ||
| JPMorgan Chase & Co. | 4.250% | 10/1/27 | 120 | 128 | ||
| JPMorgan Chase & Co. | 3.625% | 12/1/27 | 60 | 62 | ||
| 1 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 140 | 146 | |
| 1 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 190 | 196 | |
| 1 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 150 | 145 | |
| 1 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 275 | 282 | |
| 1 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 155 | 163 | |
| JPMorgan Chase & Co. | 2.069% | 6/1/29 | 120 | 114 | ||
| 1 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 240 | 256 | |
| 1 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 130 | 140 | |
| 1 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 215 | 223 | |
| 1 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 115 | 112 | |
| 1 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 295 | 324 | |
| 1 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 270 | 259 | |
| 1 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 250 | 243 | |
| JPMorgan Chase & Co. | 1.764% | 11/19/31 | 185 | 166 | ||
| JPMorgan Chase & Co. | 1.953% | 2/4/32 | 340 | 310 | ||
| JPMorgan Chase & Co. | 2.580% | 4/22/32 | 255 | 244 | ||
| JPMorgan Chase & Co. | 2.545% | 11/8/32 | 75 | 72 | ||
| JPMorgan Chase & Co. | 2.963% | 1/25/33 | 250 | 247 | ||
| JPMorgan Chase & Co. | 6.400% | 5/15/38 | 227 | 305 | ||
| 1 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 155 | 164 | |
| JPMorgan Chase & Co. | 5.500% | 10/15/40 | 215 | 267 | ||
| 1 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 180 | 170 | |
| JPMorgan Chase & Co. | 5.600% | 7/15/41 | 210 | 265 | ||
| JPMorgan Chase & Co. | 2.525% | 11/19/41 | 120 | 104 | ||
| JPMorgan Chase & Co. | 5.400% | 1/6/42 | 175 | 217 | ||
| JPMorgan Chase & Co. | 3.157% | 4/22/42 | 110 | 104 | ||
| JPMorgan Chase & Co. | 5.625% | 8/16/43 | 125 | 157 | ||
| JPMorgan Chase & Co. | 4.850% | 2/1/44 | 170 | 202 | ||
| JPMorgan Chase & Co. | 4.950% | 6/1/45 | 130 | 153 | ||
| 1 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 135 | 148 | |
| 1 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 170 | 181 | |
| 1 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 260 | 276 | |
| 1 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 255 | 266 | |
| 1 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 122 | 113 | |
| JPMorgan Chase & Co. | 3.328% | 4/22/52 | 265 | 255 | ||
| 1 | KeyBank NA | 0.433% | 6/14/24 | 50 | 49 | |
| 1 | KeyBank NA | 3.300% | 6/1/25 | 140 | 145 | |
| 1 | KeyCorp | 2.250% | 4/6/27 | 65 | 64 | |
| 1 | KeyCorp | 4.100% | 4/30/28 | 25 | 27 | |
| 1 | KeyCorp | 2.550% | 10/1/29 | 25 | 24 | |
| Lloyds Banking Group plc | 4.050% | 8/16/23 | 180 | 185 | ||
| Lloyds Banking Group plc | 3.900% | 3/12/24 | 75 | 78 | ||
| Lloyds Banking Group plc | 0.695% | 5/11/24 | 50 | 49 | ||
| Lloyds Banking Group plc | 4.500% | 11/4/24 | 25 | 26 | ||
| Lloyds Banking Group plc | 4.450% | 5/8/25 | 160 | 168 | ||
| 1 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 75 | 77 | |
| Lloyds Banking Group plc | 4.582% | 12/10/25 | 100 | 105 | ||
| 1 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 200 | 199 | |
| Lloyds Banking Group plc | 4.650% | 3/24/26 | 150 | 159 | ||
| Lloyds Banking Group plc | 3.750% | 1/11/27 | 100 | 104 | ||
| Lloyds Banking Group plc | 1.627% | 5/11/27 | 200 | 190 | ||
| Lloyds Banking Group plc | 4.375% | 3/22/28 | 145 | 155 | ||
23
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Lloyds Banking Group plc | 4.550% | 8/16/28 | 225 | 243 | ||
| 1 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 55 | 56 | |
| Lloyds Banking Group plc | 5.300% | 12/1/45 | 60 | 69 | ||
| Lloyds Banking Group plc | 4.344% | 1/9/48 | 75 | 77 | ||
| 1 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 170 | 174 | |
| Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 95 | 98 | ||
| Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 125 | 136 | ||
| Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 145 | 136 | ||
| Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 65 | 78 | ||
| Mastercard Inc. | 3.375% | 4/1/24 | 70 | 72 | ||
| Mastercard Inc. | 2.950% | 11/21/26 | 60 | 62 | ||
| Mastercard Inc. | 3.300% | 3/26/27 | 85 | 89 | ||
| Mastercard Inc. | 2.950% | 6/1/29 | 21 | 22 | ||
| Mastercard Inc. | 3.350% | 3/26/30 | 145 | 152 | ||
| Mastercard Inc. | 2.000% | 11/18/31 | 90 | 85 | ||
| Mastercard Inc. | 3.650% | 6/1/49 | 195 | 206 | ||
| Mastercard Inc. | 3.850% | 3/26/50 | 115 | 125 | ||
| 1 | MetLife Inc. | 4.368% | 9/15/23 | 100 | 104 | |
| MetLife Inc. | 3.600% | 4/10/24 | 10 | 10 | ||
| MetLife Inc. | 4.550% | 3/23/30 | 155 | 174 | ||
| MetLife Inc. | 5.700% | 6/15/35 | 90 | 113 | ||
| 1 | MetLife Inc. | 6.400% | 12/15/36 | 70 | 79 | |
| MetLife Inc. | 5.875% | 2/6/41 | 95 | 124 | ||
| MetLife Inc. | 4.125% | 8/13/42 | 45 | 48 | ||
| MetLife Inc. | 4.875% | 11/13/43 | 105 | 125 | ||
| MetLife Inc. | 4.050% | 3/1/45 | 105 | 114 | ||
| MetLife Inc. | 4.600% | 5/13/46 | 85 | 100 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 220 | 224 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 155 | 159 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 75 | 77 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 100 | 101 | ||
| 1 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 100 | 98 | |
| Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 225 | 223 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 18 | 19 | ||
| Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 175 | 169 | ||
| Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 265 | 256 | ||
| Mitsubishi UFJ Financial Group Inc. | 0.962% | 10/11/25 | 100 | 96 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 160 | 167 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 25 | 25 | ||
| Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 310 | 294 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 50 | 51 | ||
| Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 50 | 47 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 200 | 195 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 45 | 48 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 145 | 154 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 185 | 193 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 50 | 50 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 235 | 226 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 150 | 138 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 100 | 93 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | 95 | 89 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 100 | 97 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 115 | 120 | ||
| Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 100 | 102 | ||
| 1 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 185 | 183 | |
24
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| 1 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 105 | 104 | |
| Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 170 | 159 | ||
| Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 50 | 47 | ||
| Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 50 | 51 | ||
| Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 75 | 79 | ||
| 1 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 130 | 139 | |
| 1 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 100 | 100 | |
| 1 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 165 | 153 | |
| 1 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 25 | 23 | |
| Mizuho Financial Group Inc. | 2.564% | 9/13/31 | 50 | 46 | ||
| 1 | Morgan Stanley | 4.100% | 5/22/23 | 100 | 103 | |
| Morgan Stanley | 0.731% | 4/5/24 | 80 | 79 | ||
| 1 | Morgan Stanley | 3.737% | 4/24/24 | 425 | 433 | |
| 1 | Morgan Stanley | 3.875% | 4/29/24 | 160 | 165 | |
| 1 | Morgan Stanley | 3.700% | 10/23/24 | 180 | 186 | |
| 1 | Morgan Stanley | 0.791% | 1/22/25 | 30 | 29 | |
| Morgan Stanley | 0.790% | 5/30/25 | 325 | 313 | ||
| 1 | Morgan Stanley | 2.720% | 7/22/25 | 250 | 251 | |
| 1 | Morgan Stanley | 4.000% | 7/23/25 | 160 | 168 | |
| 1 | Morgan Stanley | 0.864% | 10/21/25 | 50 | 48 | |
| 1 | Morgan Stanley | 1.164% | 10/21/25 | 235 | 227 | |
| Morgan Stanley | 5.000% | 11/24/25 | 160 | 172 | ||
| 1 | Morgan Stanley | 3.875% | 1/27/26 | 260 | 272 | |
| 1 | Morgan Stanley | 2.188% | 4/28/26 | 250 | 247 | |
| 1 | Morgan Stanley | 3.125% | 7/27/26 | 470 | 479 | |
| 1 | Morgan Stanley | 4.350% | 9/8/26 | 285 | 303 | |
| Morgan Stanley | 0.985% | 12/10/26 | 315 | 295 | ||
| Morgan Stanley | 3.625% | 1/20/27 | 346 | 361 | ||
| Morgan Stanley | 3.950% | 4/23/27 | 200 | 210 | ||
| Morgan Stanley | 1.593% | 5/4/27 | 120 | 114 | ||
| Morgan Stanley | 2.475% | 1/21/28 | 100 | 98 | ||
| 1 | Morgan Stanley | 3.591% | 7/22/28 | 375 | 387 | |
| 1 | Morgan Stanley | 3.772% | 1/24/29 | 425 | 441 | |
| 1 | Morgan Stanley | 4.431% | 1/23/30 | 300 | 324 | |
| 1 | Morgan Stanley | 2.699% | 1/22/31 | 265 | 257 | |
| 1 | Morgan Stanley | 3.622% | 4/1/31 | 255 | 263 | |
| 1 | Morgan Stanley | 1.794% | 2/13/32 | 35 | 31 | |
| Morgan Stanley | 7.250% | 4/1/32 | 125 | 167 | ||
| 1 | Morgan Stanley | 1.928% | 4/28/32 | 85 | 77 | |
| 1 | Morgan Stanley | 2.239% | 7/21/32 | 170 | 157 | |
| 1 | Morgan Stanley | 2.511% | 10/20/32 | 265 | 250 | |
| Morgan Stanley | 2.943% | 1/21/33 | 195 | 191 | ||
| Morgan Stanley | 2.484% | 9/16/36 | 280 | 254 | ||
| 1 | Morgan Stanley | 3.971% | 7/22/38 | 235 | 247 | |
| 1 | Morgan Stanley | 4.457% | 4/22/39 | 95 | 104 | |
| Morgan Stanley | 3.217% | 4/22/42 | 130 | 124 | ||
| Morgan Stanley | 6.375% | 7/24/42 | 180 | 246 | ||
| Morgan Stanley | 4.300% | 1/27/45 | 290 | 316 | ||
| Morgan Stanley | 4.375% | 1/22/47 | 175 | 194 | ||
| 1 | Morgan Stanley | 5.597% | 3/24/51 | 165 | 220 | |
| 1 | Morgan Stanley | 2.802% | 1/25/52 | 180 | 157 | |
| National Australia Bank Ltd. | 3.625% | 6/20/23 | 110 | 113 | ||
| National Australia Bank Ltd. | 3.375% | 1/14/26 | 75 | 79 | ||
| 1 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 93 | 94 | |
| 1 | National Bank of Canada | 0.550% | 11/15/24 | 50 | 49 | |
25
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| NatWest Group plc | 3.875% | 9/12/23 | 125 | 128 | ||
| NatWest Group plc | 6.000% | 12/19/23 | 54 | 57 | ||
| NatWest Group plc | 5.125% | 5/28/24 | 55 | 58 | ||
| 1 | NatWest Group plc | 4.519% | 6/25/24 | 100 | 103 | |
| 1 | NatWest Group plc | 4.269% | 3/22/25 | 135 | 140 | |
| NatWest Group plc | 4.800% | 4/5/26 | 170 | 182 | ||
| 1 | NatWest Group plc | 3.073% | 5/22/28 | 130 | 130 | |
| 1 | NatWest Group plc | 4.892% | 5/18/29 | 160 | 174 | |
| 1 | NatWest Group plc | 3.754% | 11/1/29 | 175 | 177 | |
| 1 | NatWest Group plc | 5.076% | 1/27/30 | 265 | 292 | |
| 1 | NatWest Group plc | 4.445% | 5/8/30 | 25 | 27 | |
| 1 | NatWest Group plc | 3.032% | 11/28/35 | 50 | 46 | |
| Nomura Holdings Inc. | 2.648% | 1/16/25 | 115 | 115 | ||
| Nomura Holdings Inc. | 1.851% | 7/16/25 | 175 | 170 | ||
| Nomura Holdings Inc. | 1.653% | 7/14/26 | 110 | 104 | ||
| Nomura Holdings Inc. | 2.329% | 1/22/27 | 200 | 193 | ||
| Nomura Holdings Inc. | 2.172% | 7/14/28 | 50 | 47 | ||
| Nomura Holdings Inc. | 3.103% | 1/16/30 | 115 | 113 | ||
| Nomura Holdings Inc. | 2.679% | 7/16/30 | 115 | 109 | ||
| Nomura Holdings Inc. | 2.608% | 7/14/31 | 110 | 103 | ||
| Northern Trust Corp. | 3.950% | 10/30/25 | 75 | 80 | ||
| Northern Trust Corp. | 1.950% | 5/1/30 | 85 | 81 | ||
| PayPal Holdings Inc. | 1.350% | 6/1/23 | 70 | 70 | ||
| PayPal Holdings Inc. | 2.400% | 10/1/24 | 70 | 71 | ||
| PayPal Holdings Inc. | 1.650% | 6/1/25 | 25 | 25 | ||
| PayPal Holdings Inc. | 2.650% | 10/1/26 | 165 | 167 | ||
| PayPal Holdings Inc. | 2.850% | 10/1/29 | 70 | 70 | ||
| PayPal Holdings Inc. | 2.300% | 6/1/30 | 75 | 72 | ||
| PayPal Holdings Inc. | 3.250% | 6/1/50 | 80 | 75 | ||
| 1 | PNC Bank NA | 3.500% | 6/8/23 | 45 | 46 | |
| 1 | PNC Bank NA | 2.950% | 2/23/25 | 70 | 72 | |
| 1 | PNC Bank NA | 3.100% | 10/25/27 | 50 | 52 | |
| 1 | PNC Bank NA | 4.050% | 7/26/28 | 125 | 134 | |
| 1 | PNC Bank NA | 2.700% | 10/22/29 | 230 | 227 | |
| PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 95 | 98 | ||
| PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 105 | 109 | ||
| PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 25 | 25 | ||
| PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 110 | 114 | ||
| PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 230 | 241 | ||
| PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 70 | 69 | ||
| PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 25 | 24 | ||
| Progressive Corp. | 4.125% | 4/15/47 | 145 | 158 | ||
| 1 | Prudential Financial Inc. | 5.700% | 12/14/36 | 180 | 229 | |
| 1 | Prudential Financial Inc. | 5.625% | 6/15/43 | 65 | 67 | |
| 1 | Prudential Financial Inc. | 5.375% | 5/15/45 | 25 | 25 | |
| 1 | Prudential Financial Inc. | 4.500% | 9/15/47 | 50 | 48 | |
| Prudential Financial Inc. | 3.905% | 12/7/47 | 70 | 73 | ||
| 1 | Prudential Financial Inc. | 5.700% | 9/15/48 | 75 | 78 | |
| Prudential Financial Inc. | 3.935% | 12/7/49 | 160 | 168 | ||
| 1 | Prudential Financial Inc. | 4.350% | 2/25/50 | 95 | 107 | |
| 1 | Prudential Financial Inc. | 3.700% | 10/1/50 | 40 | 37 | |
| 1 | Prudential Financial Inc. | 3.700% | 3/13/51 | 70 | 71 | |
| Prudential plc | 3.125% | 4/14/30 | 95 | 97 | ||
| Raymond James Financial Inc. | 4.950% | 7/15/46 | 35 | 40 | ||
| Raymond James Financial Inc. | 3.750% | 4/1/51 | 90 | 90 | ||
26
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Regions Financial Corp. | 2.250% | 5/18/25 | 75 | 75 | ||
| 1 | Royal Bank of Canada | 1.600% | 4/17/23 | 85 | 85 | |
| 1 | Royal Bank of Canada | 3.700% | 10/5/23 | 175 | 180 | |
| 1 | Royal Bank of Canada | 0.500% | 10/26/23 | 120 | 118 | |
| 1 | Royal Bank of Canada | 0.425% | 1/19/24 | 75 | 73 | |
| 1 | Royal Bank of Canada | 2.550% | 7/16/24 | 100 | 101 | |
| Royal Bank of Canada | 0.650% | 7/29/24 | 80 | 77 | ||
| 1 | Royal Bank of Canada | 0.750% | 10/7/24 | 110 | 106 | |
| 1 | Royal Bank of Canada | 2.250% | 11/1/24 | 245 | 245 | |
| 1 | Royal Bank of Canada | 1.600% | 1/21/25 | 30 | 29 | |
| 1 | Royal Bank of Canada | 1.150% | 6/10/25 | 150 | 144 | |
| 1 | Royal Bank of Canada | 0.875% | 1/20/26 | 150 | 142 | |
| 1 | Royal Bank of Canada | 4.650% | 1/27/26 | 70 | 75 | |
| Royal Bank of Canada | 1.200% | 4/27/26 | 145 | 138 | ||
| 1 | Royal Bank of Canada | 1.150% | 7/14/26 | 65 | 62 | |
| 1 | Royal Bank of Canada | 1.400% | 11/2/26 | 110 | 105 | |
| 1 | Royal Bank of Canada | 2.300% | 11/3/31 | 130 | 123 | |
| Santander Holdings USA Inc. | 4.500% | 7/17/25 | 20 | 21 | ||
| Santander Holdings USA Inc. | 3.244% | 10/5/26 | 170 | 172 | ||
| Santander Holdings USA Inc. | 4.400% | 7/13/27 | 115 | 121 | ||
| Santander Holdings USA Inc. | 2.490% | 1/6/28 | 80 | 78 | ||
| Santander UK Group Holdings plc | 1.089% | 3/15/25 | 30 | 29 | ||
| 1 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 75 | 72 | |
| Santander UK Group Holdings plc | 1.673% | 6/14/27 | 100 | 94 | ||
| 1 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 115 | 118 | |
| Santander UK plc | 4.000% | 3/13/24 | 160 | 166 | ||
| State Street Corp. | 3.100% | 5/15/23 | 105 | 107 | ||
| State Street Corp. | 3.700% | 11/20/23 | 115 | 119 | ||
| State Street Corp. | 3.300% | 12/16/24 | 135 | 140 | ||
| State Street Corp. | 3.550% | 8/18/25 | 150 | 157 | ||
| 1 | State Street Corp. | 2.354% | 11/1/25 | 75 | 75 | |
| State Street Corp. | 2.650% | 5/19/26 | 35 | 36 | ||
| State Street Corp. | 2.400% | 1/24/30 | 145 | 142 | ||
| State Street Corp. | 2.200% | 3/3/31 | 25 | 24 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 176 | 181 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 245 | 253 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 75 | 76 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 100 | 100 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 80 | 80 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 110 | 106 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 95 | 99 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 75 | 75 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 365 | 345 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 170 | 173 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 60 | 62 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 50 | 52 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 100 | 103 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 110 | 114 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 50 | 47 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 175 | 175 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 145 | 142 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 160 | 149 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 160 | 146 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 101 | 94 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | 55 | 50 | ||
27
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| 1 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 220 | 228 | |
| Synchrony Financial | 4.250% | 8/15/24 | 75 | 78 | ||
| Synchrony Financial | 4.500% | 7/23/25 | 50 | 52 | ||
| Synchrony Financial | 3.950% | 12/1/27 | 80 | 83 | ||
| 1 | Toronto-Dominion Bank | 0.300% | 6/2/23 | 100 | 98 | |
| 1 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 135 | 134 | |
| 1 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 265 | 272 | |
| 1 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 70 | 69 | |
| Toronto-Dominion Bank | 0.550% | 3/4/24 | 165 | 160 | ||
| 1 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 110 | 113 | |
| 1 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 75 | 76 | |
| 1 | Toronto-Dominion Bank | 0.700% | 9/10/24 | 10 | 10 | |
| 1 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 230 | 225 | |
| 1 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 40 | 39 | |
| 1 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 60 | 57 | |
| 1 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 130 | 123 | |
| 1 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 160 | 152 | |
| 1 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 80 | 76 | |
| 1 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 140 | 137 | |
| 1 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 100 | 93 | |
| 1 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 45 | 46 | |
| 1 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 40 | 54 | |
| Travelers Cos. Inc. | 5.350% | 11/1/40 | 115 | 145 | ||
| Travelers Cos. Inc. | 3.050% | 6/8/51 | 45 | 42 | ||
| 1 | Truist Bank | 1.250% | 3/9/23 | 75 | 75 | |
| 1 | Truist Bank | 3.200% | 4/1/24 | 150 | 154 | |
| 1 | Truist Bank | 2.150% | 12/6/24 | 100 | 100 | |
| 1 | Truist Bank | 1.500% | 3/10/25 | 70 | 69 | |
| 1 | Truist Bank | 3.625% | 9/16/25 | 45 | 47 | |
| 1 | Truist Bank | 3.300% | 5/15/26 | 30 | 31 | |
| 1 | Truist Bank | 3.800% | 10/30/26 | 115 | 121 | |
| 1 | Truist Bank | 2.636% | 9/17/29 | 85 | 85 | |
| 1 | Truist Bank | 2.250% | 3/11/30 | 155 | 147 | |
| 1 | Truist Financial Corp. | 2.200% | 3/16/23 | 105 | 106 | |
| 1 | Truist Financial Corp. | 3.750% | 12/6/23 | 46 | 47 | |
| 1 | Truist Financial Corp. | 2.500% | 8/1/24 | 105 | 106 | |
| 1 | Truist Financial Corp. | 2.850% | 10/26/24 | 125 | 127 | |
| 1 | Truist Financial Corp. | 3.700% | 6/5/25 | 80 | 84 | |
| 1 | Truist Financial Corp. | 1.200% | 8/5/25 | 20 | 19 | |
| 1 | Truist Financial Corp. | 1.267% | 3/2/27 | 105 | 100 | |
| 1 | Truist Financial Corp. | 1.125% | 8/3/27 | 75 | 70 | |
| 1 | Truist Financial Corp. | 1.887% | 6/7/29 | 25 | 24 | |
| 1 | Truist Financial Corp. | 1.950% | 6/5/30 | 70 | 66 | |
| 1 | US Bancorp | 3.700% | 1/30/24 | 50 | 52 | |
| US Bancorp | 3.375% | 2/5/24 | 70 | 72 | ||
| US Bancorp | 2.400% | 7/30/24 | 125 | 126 | ||
| 1 | US Bancorp | 3.600% | 9/11/24 | 70 | 73 | |
| US Bancorp | 1.450% | 5/12/25 | 75 | 73 | ||
| 1 | US Bancorp | 3.950% | 11/17/25 | 175 | 185 | |
| 1 | US Bancorp | 3.100% | 4/27/26 | 75 | 77 | |
| 1 | US Bancorp | 2.375% | 7/22/26 | 70 | 70 | |
| 1 | US Bancorp | 3.150% | 4/27/27 | 100 | 104 | |
| 1 | US Bancorp | 3.900% | 4/26/28 | 70 | 75 | |
| 1 | US Bancorp | 3.000% | 7/30/29 | 80 | 81 | |
| 1 | US Bancorp | 1.375% | 7/22/30 | 133 | 119 | |
28
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| 1 | US Bancorp | 2.677% | 1/27/33 | 40 | 39 | |
| US Bancorp | 2.491% | 11/3/36 | 10 | 9 | ||
| 1 | US Bank NA | 3.400% | 7/24/23 | 30 | 31 | |
| 1 | US Bank NA | 2.050% | 1/21/25 | 80 | 80 | |
| 1 | US Bank NA | 2.800% | 1/27/25 | 95 | 97 | |
| Visa Inc. | 3.150% | 12/14/25 | 120 | 124 | ||
| Visa Inc. | 1.900% | 4/15/27 | 225 | 222 | ||
| Visa Inc. | 2.750% | 9/15/27 | 105 | 108 | ||
| Visa Inc. | 2.050% | 4/15/30 | 240 | 232 | ||
| Visa Inc. | 1.100% | 2/15/31 | 50 | 44 | ||
| Visa Inc. | 4.150% | 12/14/35 | 90 | 101 | ||
| Visa Inc. | 4.300% | 12/14/45 | 280 | 324 | ||
| Visa Inc. | 3.650% | 9/15/47 | 125 | 132 | ||
| Visa Inc. | 2.000% | 8/15/50 | 70 | 56 | ||
| Westpac Banking Corp. | 3.650% | 5/15/23 | 50 | 51 | ||
| Westpac Banking Corp. | 3.300% | 2/26/24 | 70 | 72 | ||
| Westpac Banking Corp. | 1.019% | 11/18/24 | 80 | 78 | ||
| Westpac Banking Corp. | 2.350% | 2/19/25 | 90 | 91 | ||
| Westpac Banking Corp. | 2.850% | 5/13/26 | 175 | 180 | ||
| Westpac Banking Corp. | 1.150% | 6/3/26 | 60 | 57 | ||
| Westpac Banking Corp. | 2.700% | 8/19/26 | 80 | 81 | ||
| Westpac Banking Corp. | 3.350% | 3/8/27 | 240 | 251 | ||
| Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 157 | ||
| Westpac Banking Corp. | 1.953% | 11/20/28 | 240 | 229 | ||
| Westpac Banking Corp. | 2.650% | 1/16/30 | 15 | 15 | ||
| 1 | Westpac Banking Corp. | 2.894% | 2/4/30 | 25 | 25 | |
| Westpac Banking Corp. | 2.150% | 6/3/31 | 10 | 10 | ||
| 1 | Westpac Banking Corp. | 4.322% | 11/23/31 | 180 | 188 | |
| Westpac Banking Corp. | 4.110% | 7/24/34 | 75 | 77 | ||
| Westpac Banking Corp. | 2.668% | 11/15/35 | 70 | 63 | ||
| Westpac Banking Corp. | 3.020% | 11/18/36 | 190 | 177 | ||
| Westpac Banking Corp. | 4.421% | 7/24/39 | 110 | 119 | ||
| Westpac Banking Corp. | 2.963% | 11/16/40 | 90 | 79 | ||
| Westpac Banking Corp. | 3.133% | 11/18/41 | 30 | 27 | ||
| 119,415 | ||||||
| Health Care (15.6%) | ||||||
| Abbott Laboratories | 3.400% | 11/30/23 | 90 | 93 | ||
| Abbott Laboratories | 2.950% | 3/15/25 | 100 | 103 | ||
| Abbott Laboratories | 3.750% | 11/30/26 | 135 | 144 | ||
| 3 | Abbott Laboratories | 4.750% | 11/30/36 | 130 | 155 | |
| Abbott Laboratories | 4.900% | 11/30/46 | 250 | 309 | ||
| AbbVie Inc. | 2.850% | 5/14/23 | 50 | 51 | ||
| AbbVie Inc. | 3.750% | 11/14/23 | 230 | 237 | ||
| AbbVie Inc. | 3.850% | 6/15/24 | 125 | 129 | ||
| AbbVie Inc. | 2.600% | 11/21/24 | 425 | 429 | ||
| AbbVie Inc. | 3.800% | 3/15/25 | 150 | 156 | ||
| AbbVie Inc. | 3.600% | 5/14/25 | 347 | 359 | ||
| AbbVie Inc. | 3.200% | 5/14/26 | 185 | 190 | ||
| AbbVie Inc. | 2.950% | 11/21/26 | 175 | 178 | ||
| AbbVie Inc. | 4.250% | 11/14/28 | 170 | 184 | ||
| AbbVie Inc. | 3.200% | 11/21/29 | 365 | 370 | ||
| AbbVie Inc. | 4.550% | 3/15/35 | 175 | 194 | ||
| AbbVie Inc. | 4.500% | 5/14/35 | 270 | 300 | ||
| AbbVie Inc. | 4.300% | 5/14/36 | 150 | 163 | ||
| AbbVie Inc. | 4.050% | 11/21/39 | 145 | 152 | ||
29
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| AbbVie Inc. | 4.400% | 11/6/42 | 195 | 211 | ||
| AbbVie Inc. | 4.850% | 6/15/44 | 85 | 96 | ||
| AbbVie Inc. | 4.750% | 3/15/45 | 205 | 228 | ||
| AbbVie Inc. | 4.700% | 5/14/45 | 285 | 317 | ||
| AbbVie Inc. | 4.450% | 5/14/46 | 240 | 259 | ||
| AbbVie Inc. | 4.875% | 11/14/48 | 130 | 150 | ||
| AbbVie Inc. | 4.250% | 11/21/49 | 395 | 420 | ||
| Aetna Inc. | 2.800% | 6/15/23 | 20 | 20 | ||
| Aetna Inc. | 3.500% | 11/15/24 | 110 | 113 | ||
| Aetna Inc. | 6.625% | 6/15/36 | 80 | 107 | ||
| Aetna Inc. | 3.875% | 8/15/47 | 55 | 55 | ||
| Agilent Technologies Inc. | 2.300% | 3/12/31 | 75 | 70 | ||
| AmerisourceBergen Corp. | 0.737% | 3/15/23 | 170 | 169 | ||
| AmerisourceBergen Corp. | 3.450% | 12/15/27 | 55 | 57 | ||
| AmerisourceBergen Corp. | 2.700% | 3/15/31 | 160 | 154 | ||
| Amgen Inc. | 2.250% | 8/19/23 | 50 | 50 | ||
| Amgen Inc. | 3.625% | 5/22/24 | 150 | 155 | ||
| Amgen Inc. | 3.125% | 5/1/25 | 70 | 72 | ||
| Amgen Inc. | 2.600% | 8/19/26 | 40 | 40 | ||
| Amgen Inc. | 2.200% | 2/21/27 | 290 | 286 | ||
| Amgen Inc. | 3.200% | 11/2/27 | 10 | 10 | ||
| Amgen Inc. | 1.650% | 8/15/28 | 50 | 47 | ||
| Amgen Inc. | 3.000% | 2/22/29 | 105 | 106 | ||
| Amgen Inc. | 2.450% | 2/21/30 | 130 | 126 | ||
| Amgen Inc. | 2.300% | 2/25/31 | 135 | 128 | ||
| Amgen Inc. | 2.000% | 1/15/32 | 115 | 105 | ||
| Amgen Inc. | 3.350% | 2/22/32 | 40 | 41 | ||
| Amgen Inc. | 3.150% | 2/21/40 | 115 | 107 | ||
| Amgen Inc. | 2.800% | 8/15/41 | 120 | 105 | ||
| Amgen Inc. | 4.400% | 5/1/45 | 240 | 256 | ||
| Amgen Inc. | 4.563% | 6/15/48 | 215 | 236 | ||
| Amgen Inc. | 3.375% | 2/21/50 | 150 | 138 | ||
| Amgen Inc. | 4.663% | 6/15/51 | 185 | 208 | ||
| Amgen Inc. | 3.000% | 1/15/52 | 145 | 124 | ||
| Amgen Inc. | 2.770% | 9/1/53 | 195 | 158 | ||
| Amgen Inc. | 4.400% | 2/22/62 | 115 | 121 | ||
| Anthem Inc. | 3.500% | 8/15/24 | 75 | 77 | ||
| Anthem Inc. | 3.350% | 12/1/24 | 50 | 51 | ||
| Anthem Inc. | 2.375% | 1/15/25 | 200 | 201 | ||
| Anthem Inc. | 1.500% | 3/15/26 | 50 | 48 | ||
| Anthem Inc. | 3.650% | 12/1/27 | 122 | 128 | ||
| Anthem Inc. | 4.101% | 3/1/28 | 125 | 134 | ||
| Anthem Inc. | 2.875% | 9/15/29 | 70 | 70 | ||
| Anthem Inc. | 2.250% | 5/15/30 | 155 | 147 | ||
| Anthem Inc. | 2.550% | 3/15/31 | 60 | 58 | ||
| Anthem Inc. | 4.625% | 5/15/42 | 175 | 196 | ||
| Anthem Inc. | 4.650% | 1/15/43 | 50 | 56 | ||
| Anthem Inc. | 4.650% | 8/15/44 | 30 | 34 | ||
| Anthem Inc. | 4.375% | 12/1/47 | 165 | 181 | ||
| Anthem Inc. | 4.550% | 3/1/48 | 30 | 34 | ||
| Anthem Inc. | 3.700% | 9/15/49 | 110 | 109 | ||
| Anthem Inc. | 3.125% | 5/15/50 | 80 | 73 | ||
| Anthem Inc. | 3.600% | 3/15/51 | 50 | 49 | ||
| AstraZeneca Finance LLC | 0.700% | 5/28/24 | 180 | 175 | ||
| AstraZeneca Finance LLC | 1.200% | 5/28/26 | 45 | 43 | ||
30
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| AstraZeneca Finance LLC | 1.750% | 5/28/28 | 95 | 91 | ||
| AstraZeneca Finance LLC | 2.250% | 5/28/31 | 45 | 43 | ||
| AstraZeneca plc | 0.300% | 5/26/23 | 120 | 118 | ||
| AstraZeneca plc | 3.500% | 8/17/23 | 45 | 46 | ||
| AstraZeneca plc | 3.375% | 11/16/25 | 150 | 156 | ||
| AstraZeneca plc | 0.700% | 4/8/26 | 100 | 94 | ||
| AstraZeneca plc | 3.125% | 6/12/27 | 115 | 119 | ||
| AstraZeneca plc | 4.000% | 1/17/29 | 100 | 108 | ||
| AstraZeneca plc | 1.375% | 8/6/30 | 70 | 63 | ||
| AstraZeneca plc | 6.450% | 9/15/37 | 290 | 398 | ||
| AstraZeneca plc | 4.000% | 9/18/42 | 110 | 119 | ||
| AstraZeneca plc | 4.375% | 11/16/45 | 85 | 97 | ||
| AstraZeneca plc | 4.375% | 8/17/48 | 47 | 54 | ||
| AstraZeneca plc | 3.000% | 5/28/51 | 70 | 66 | ||
| Baxalta Inc. | 4.000% | 6/23/25 | 105 | 110 | ||
| 2 | Baxter International Inc. | 0.868% | 12/1/23 | 180 | 177 | |
| 2 | Baxter International Inc. | 1.322% | 11/29/24 | 70 | 68 | |
| Baxter International Inc. | 2.600% | 8/15/26 | 56 | 56 | ||
| 2 | Baxter International Inc. | 1.915% | 2/1/27 | 115 | 112 | |
| 2 | Baxter International Inc. | 2.272% | 12/1/28 | 85 | 82 | |
| 2 | Baxter International Inc. | 2.539% | 2/1/32 | 250 | 240 | |
| 2 | Baxter International Inc. | 3.132% | 12/1/51 | 50 | 45 | |
| Becton Dickinson & Co. | 3.363% | 6/6/24 | 57 | 58 | ||
| Becton Dickinson & Co. | 3.734% | 12/15/24 | 100 | 103 | ||
| Becton Dickinson & Co. | 3.700% | 6/6/27 | 169 | 177 | ||
| Becton Dickinson & Co. | 2.823% | 5/20/30 | 120 | 118 | ||
| Becton Dickinson & Co. | 1.957% | 2/11/31 | 110 | 100 | ||
| Becton Dickinson & Co. | 4.669% | 6/6/47 | 100 | 112 | ||
| Becton Dickinson & Co. | 3.794% | 5/20/50 | 85 | 85 | ||
| Biogen Inc. | 4.050% | 9/15/25 | 55 | 58 | ||
| Biogen Inc. | 2.250% | 5/1/30 | 200 | 183 | ||
| Biogen Inc. | 3.150% | 5/1/50 | 140 | 116 | ||
| Boston Scientific Corp. | 3.450% | 3/1/24 | 85 | 87 | ||
| Boston Scientific Corp. | 3.750% | 3/1/26 | 230 | 240 | ||
| Boston Scientific Corp. | 4.000% | 3/1/29 | 100 | 106 | ||
| Boston Scientific Corp. | 2.650% | 6/1/30 | 25 | 24 | ||
| Boston Scientific Corp. | 4.550% | 3/1/39 | 60 | 66 | ||
| Boston Scientific Corp. | 4.700% | 3/1/49 | 71 | 81 | ||
| Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 240 | 236 | ||
| Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 165 | 169 | ||
| Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 145 | 153 | ||
| Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 100 | 95 | ||
| Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 200 | 208 | ||
| Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 30 | 31 | ||
| Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 65 | 61 | ||
| Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 180 | 190 | ||
| Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 105 | 113 | ||
| Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 330 | 347 | ||
| Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 115 | 104 | ||
| 4 | Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 180 | 183 | |
| Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 180 | 197 | ||
| Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 100 | 87 | ||
| 4 | Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 90 | 92 | |
| Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 189 | 234 | ||
| Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 100 | 113 | ||
31
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 170 | 198 | ||
| Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 205 | 230 | ||
| Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 175 | 148 | ||
| 4 | Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 175 | 180 | |
| 4 | Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 90 | 93 | |
| Cardinal Health Inc. | 3.079% | 6/15/24 | 50 | 51 | ||
| Cardinal Health Inc. | 3.410% | 6/15/27 | 95 | 98 | ||
| 1 | Cigna Corp. | 3.000% | 7/15/23 | 100 | 102 | |
| Cigna Corp. | 3.750% | 7/15/23 | 76 | 78 | ||
| 1 | Cigna Corp. | 3.250% | 4/15/25 | 125 | 128 | |
| Cigna Corp. | 4.125% | 11/15/25 | 100 | 105 | ||
| 1 | Cigna Corp. | 4.500% | 2/25/26 | 210 | 225 | |
| Cigna Corp. | 1.250% | 3/15/26 | 125 | 120 | ||
| 1 | Cigna Corp. | 3.400% | 3/1/27 | 75 | 78 | |
| Cigna Corp. | 4.375% | 10/15/28 | 145 | 157 | ||
| Cigna Corp. | 2.400% | 3/15/30 | 201 | 191 | ||
| Cigna Corp. | 2.375% | 3/15/31 | 230 | 217 | ||
| Cigna Corp. | 4.800% | 8/15/38 | 125 | 139 | ||
| Cigna Corp. | 3.200% | 3/15/40 | 65 | 60 | ||
| 1 | Cigna Corp. | 4.800% | 7/15/46 | 170 | 190 | |
| 1 | Cigna Corp. | 3.875% | 10/15/47 | 120 | 118 | |
| Cigna Corp. | 4.900% | 12/15/48 | 170 | 193 | ||
| Cigna Corp. | 3.400% | 3/15/50 | 195 | 178 | ||
| Cigna Corp. | 3.400% | 3/15/51 | 115 | 105 | ||
| CVS Health Corp. | 2.625% | 8/15/24 | 10 | 10 | ||
| CVS Health Corp. | 3.875% | 7/20/25 | 300 | 314 | ||
| CVS Health Corp. | 2.875% | 6/1/26 | 115 | 116 | ||
| CVS Health Corp. | 3.000% | 8/15/26 | 265 | 270 | ||
| CVS Health Corp. | 3.625% | 4/1/27 | 200 | 209 | ||
| CVS Health Corp. | 1.300% | 8/21/27 | 125 | 117 | ||
| CVS Health Corp. | 4.300% | 3/25/28 | 55 | 59 | ||
| CVS Health Corp. | 3.250% | 8/15/29 | 280 | 285 | ||
| CVS Health Corp. | 3.750% | 4/1/30 | 85 | 89 | ||
| CVS Health Corp. | 1.750% | 8/21/30 | 180 | 163 | ||
| CVS Health Corp. | 2.125% | 9/15/31 | 50 | 46 | ||
| CVS Health Corp. | 4.780% | 3/25/38 | 460 | 515 | ||
| CVS Health Corp. | 4.125% | 4/1/40 | 75 | 78 | ||
| CVS Health Corp. | 2.700% | 8/21/40 | 80 | 70 | ||
| CVS Health Corp. | 5.300% | 12/5/43 | 125 | 149 | ||
| CVS Health Corp. | 5.125% | 7/20/45 | 295 | 342 | ||
| CVS Health Corp. | 5.050% | 3/25/48 | 680 | 794 | ||
| CVS Health Corp. | 4.250% | 4/1/50 | 140 | 150 | ||
| Danaher Corp. | 2.600% | 10/1/50 | 85 | 72 | ||
| DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 45 | 45 | ||
| DH Europe Finance II Sarl | 2.600% | 11/15/29 | 135 | 133 | ||
| DH Europe Finance II Sarl | 3.250% | 11/15/39 | 140 | 137 | ||
| DH Europe Finance II Sarl | 3.400% | 11/15/49 | 25 | 24 | ||
| Eli Lilly & Co. | 3.375% | 3/15/29 | 67 | 71 | ||
| Eli Lilly & Co. | 2.250% | 5/15/50 | 111 | 92 | ||
| Eli Lilly & Co. | 2.500% | 9/15/60 | 115 | 95 | ||
| Gilead Sciences Inc. | 2.500% | 9/1/23 | 60 | 61 | ||
| Gilead Sciences Inc. | 3.700% | 4/1/24 | 265 | 274 | ||
| Gilead Sciences Inc. | 3.500% | 2/1/25 | 110 | 114 | ||
| Gilead Sciences Inc. | 3.650% | 3/1/26 | 35 | 37 | ||
| Gilead Sciences Inc. | 2.950% | 3/1/27 | 125 | 127 | ||
32
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Gilead Sciences Inc. | 1.200% | 10/1/27 | 35 | 33 | ||
| Gilead Sciences Inc. | 1.650% | 10/1/30 | 135 | 123 | ||
| Gilead Sciences Inc. | 4.600% | 9/1/35 | 50 | 57 | ||
| Gilead Sciences Inc. | 4.000% | 9/1/36 | 110 | 117 | ||
| Gilead Sciences Inc. | 2.600% | 10/1/40 | 50 | 43 | ||
| Gilead Sciences Inc. | 5.650% | 12/1/41 | 40 | 50 | ||
| Gilead Sciences Inc. | 4.800% | 4/1/44 | 160 | 182 | ||
| Gilead Sciences Inc. | 4.500% | 2/1/45 | 150 | 164 | ||
| Gilead Sciences Inc. | 4.750% | 3/1/46 | 205 | 233 | ||
| Gilead Sciences Inc. | 4.150% | 3/1/47 | 170 | 178 | ||
| Gilead Sciences Inc. | 2.800% | 10/1/50 | 95 | 80 | ||
| GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 90 | 91 | ||
| GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 135 | 138 | ||
| GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 50 | 52 | ||
| GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 105 | 113 | ||
| GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 225 | 311 | ||
| GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 85 | 84 | ||
| GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 55 | 56 | ||
| GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 85 | 89 | ||
| HCA Inc. | 4.750% | 5/1/23 | 135 | 139 | ||
| HCA Inc. | 5.000% | 3/15/24 | 260 | 273 | ||
| HCA Inc. | 5.250% | 4/15/25 | 120 | 129 | ||
| HCA Inc. | 5.250% | 6/15/26 | 125 | 135 | ||
| HCA Inc. | 4.500% | 2/15/27 | 75 | 79 | ||
| HCA Inc. | 4.125% | 6/15/29 | 75 | 79 | ||
| HCA Inc. | 2.375% | 7/15/31 | 95 | 88 | ||
| HCA Inc. | 5.125% | 6/15/39 | 130 | 145 | ||
| HCA Inc. | 5.500% | 6/15/47 | 115 | 135 | ||
| HCA Inc. | 5.250% | 6/15/49 | 180 | 205 | ||
| HCA Inc. | 3.500% | 7/15/51 | 115 | 102 | ||
| Humana Inc. | 0.650% | 8/3/23 | 145 | 143 | ||
| Humana Inc. | 1.350% | 2/3/27 | 75 | 71 | ||
| Humana Inc. | 2.150% | 2/3/32 | 35 | 32 | ||
| Humana Inc. | 4.950% | 10/1/44 | 108 | 126 | ||
| Johnson & Johnson | 3.375% | 12/5/23 | 60 | 62 | ||
| Johnson & Johnson | 2.625% | 1/15/25 | 25 | 26 | ||
| Johnson & Johnson | 0.550% | 9/1/25 | 160 | 152 | ||
| Johnson & Johnson | 2.450% | 3/1/26 | 195 | 199 | ||
| Johnson & Johnson | 2.950% | 3/3/27 | 115 | 119 | ||
| Johnson & Johnson | 2.900% | 1/15/28 | 210 | 217 | ||
| Johnson & Johnson | 1.300% | 9/1/30 | 125 | 115 | ||
| Johnson & Johnson | 4.375% | 12/5/33 | 30 | 35 | ||
| Johnson & Johnson | 3.550% | 3/1/36 | 50 | 54 | ||
| Johnson & Johnson | 3.625% | 3/3/37 | 160 | 172 | ||
| Johnson & Johnson | 5.950% | 8/15/37 | 115 | 156 | ||
| Johnson & Johnson | 3.400% | 1/15/38 | 10 | 10 | ||
| Johnson & Johnson | 2.100% | 9/1/40 | 70 | 60 | ||
| Johnson & Johnson | 3.700% | 3/1/46 | 250 | 268 | ||
| Johnson & Johnson | 3.750% | 3/3/47 | 10 | 11 | ||
| Johnson & Johnson | 3.500% | 1/15/48 | 110 | 115 | ||
| Johnson & Johnson | 2.250% | 9/1/50 | 90 | 75 | ||
| Johnson & Johnson | 2.450% | 9/1/60 | 85 | 71 | ||
| Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 60 | 62 | ||
| Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 25 | 28 | ||
| McKesson Corp. | 3.796% | 3/15/24 | 75 | 77 | ||
33
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Medtronic Inc. | 3.500% | 3/15/25 | 227 | 237 | ||
| Medtronic Inc. | 4.375% | 3/15/35 | 120 | 137 | ||
| Medtronic Inc. | 4.625% | 3/15/45 | 180 | 212 | ||
| Merck & Co. Inc. | 2.800% | 5/18/23 | 156 | 159 | ||
| Merck & Co. Inc. | 2.900% | 3/7/24 | 50 | 51 | ||
| Merck & Co. Inc. | 2.750% | 2/10/25 | 190 | 194 | ||
| Merck & Co. Inc. | 0.750% | 2/24/26 | 135 | 129 | ||
| Merck & Co. Inc. | 1.700% | 6/10/27 | 75 | 73 | ||
| Merck & Co. Inc. | 1.900% | 12/10/28 | 75 | 73 | ||
| Merck & Co. Inc. | 3.400% | 3/7/29 | 190 | 200 | ||
| Merck & Co. Inc. | 1.450% | 6/24/30 | 170 | 155 | ||
| Merck & Co. Inc. | 2.150% | 12/10/31 | 175 | 167 | ||
| Merck & Co. Inc. | 3.900% | 3/7/39 | 95 | 103 | ||
| Merck & Co. Inc. | 2.350% | 6/24/40 | 115 | 101 | ||
| Merck & Co. Inc. | 4.150% | 5/18/43 | 55 | 61 | ||
| Merck & Co. Inc. | 3.700% | 2/10/45 | 225 | 235 | ||
| Merck & Co. Inc. | 4.000% | 3/7/49 | 115 | 127 | ||
| Merck & Co. Inc. | 2.450% | 6/24/50 | 130 | 111 | ||
| Merck & Co. Inc. | 2.750% | 12/10/51 | 140 | 125 | ||
| Merck & Co. Inc. | 2.900% | 12/10/61 | 120 | 106 | ||
| Mylan Inc. | 4.550% | 4/15/28 | 25 | 27 | ||
| Mylan Inc. | 5.200% | 4/15/48 | 210 | 228 | ||
| Novartis Capital Corp. | 3.400% | 5/6/24 | 165 | 171 | ||
| Novartis Capital Corp. | 1.750% | 2/14/25 | 35 | 35 | ||
| Novartis Capital Corp. | 3.000% | 11/20/25 | 65 | 67 | ||
| Novartis Capital Corp. | 2.000% | 2/14/27 | 85 | 84 | ||
| Novartis Capital Corp. | 3.100% | 5/17/27 | 100 | 104 | ||
| Novartis Capital Corp. | 2.200% | 8/14/30 | 235 | 228 | ||
| Novartis Capital Corp. | 4.400% | 5/6/44 | 170 | 198 | ||
| Novartis Capital Corp. | 4.000% | 11/20/45 | 90 | 100 | ||
| Novartis Capital Corp. | 2.750% | 8/14/50 | 45 | 41 | ||
| PerkinElmer Inc. | 0.850% | 9/15/24 | 50 | 48 | ||
| PerkinElmer Inc. | 3.300% | 9/15/29 | 135 | 136 | ||
| Pfizer Inc. | 3.000% | 6/15/23 | 60 | 61 | ||
| Pfizer Inc. | 3.200% | 9/15/23 | 100 | 103 | ||
| Pfizer Inc. | 2.950% | 3/15/24 | 75 | 77 | ||
| Pfizer Inc. | 3.400% | 5/15/24 | 100 | 104 | ||
| Pfizer Inc. | 0.800% | 5/28/25 | 100 | 96 | ||
| Pfizer Inc. | 2.750% | 6/3/26 | 120 | 123 | ||
| Pfizer Inc. | 3.000% | 12/15/26 | 25 | 26 | ||
| Pfizer Inc. | 3.600% | 9/15/28 | 85 | 91 | ||
| Pfizer Inc. | 3.450% | 3/15/29 | 160 | 169 | ||
| Pfizer Inc. | 2.625% | 4/1/30 | 83 | 83 | ||
| Pfizer Inc. | 1.700% | 5/28/30 | 40 | 37 | ||
| Pfizer Inc. | 1.750% | 8/18/31 | 170 | 158 | ||
| Pfizer Inc. | 4.000% | 12/15/36 | 110 | 122 | ||
| Pfizer Inc. | 7.200% | 3/15/39 | 25 | 37 | ||
| Pfizer Inc. | 2.550% | 5/28/40 | 215 | 197 | ||
| Pfizer Inc. | 4.300% | 6/15/43 | 135 | 153 | ||
| Pfizer Inc. | 4.400% | 5/15/44 | 115 | 132 | ||
| Pfizer Inc. | 4.125% | 12/15/46 | 75 | 85 | ||
| Pfizer Inc. | 4.200% | 9/15/48 | 135 | 154 | ||
| Pfizer Inc. | 4.000% | 3/15/49 | 110 | 122 | ||
| Pfizer Inc. | 2.700% | 5/28/50 | 130 | 118 | ||
| Quest Diagnostics Inc. | 2.950% | 6/30/30 | 70 | 69 | ||
34
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 120 | 107 | ||
| Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 95 | 78 | ||
| Royalty Pharma plc | 0.750% | 9/2/23 | 103 | 101 | ||
| Royalty Pharma plc | 1.200% | 9/2/25 | 80 | 76 | ||
| Royalty Pharma plc | 1.750% | 9/2/27 | 85 | 80 | ||
| Royalty Pharma plc | 2.200% | 9/2/30 | 30 | 27 | ||
| Royalty Pharma plc | 3.300% | 9/2/40 | 20 | 18 | ||
| Royalty Pharma plc | 3.550% | 9/2/50 | 160 | 139 | ||
| Sanofi | 3.375% | 6/19/23 | 100 | 102 | ||
| Sanofi | 3.625% | 6/19/28 | 150 | 162 | ||
| Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 180 | 182 | ||
| Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 90 | 92 | ||
| Smith & Nephew plc | 2.032% | 10/14/30 | 105 | 95 | ||
| Stryker Corp. | 3.375% | 11/1/25 | 170 | 175 | ||
| Stryker Corp. | 3.500% | 3/15/26 | 75 | 78 | ||
| Stryker Corp. | 1.950% | 6/15/30 | 35 | 32 | ||
| Stryker Corp. | 4.625% | 3/15/46 | 125 | 143 | ||
| Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 45 | 47 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 295 | 333 | ||
| Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 240 | 222 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 170 | 154 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 205 | 184 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 60 | 53 | ||
| Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 100 | 99 | ||
| Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 220 | 215 | ||
| Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 175 | 162 | ||
| Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 125 | 115 | ||
| Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 45 | 50 | ||
| UnitedHealth Group Inc. | 2.875% | 3/15/23 | 100 | 102 | ||
| UnitedHealth Group Inc. | 3.500% | 6/15/23 | 25 | 26 | ||
| UnitedHealth Group Inc. | 3.500% | 2/15/24 | 130 | 134 | ||
| UnitedHealth Group Inc. | 0.550% | 5/15/24 | 20 | 20 | ||
| UnitedHealth Group Inc. | 2.375% | 8/15/24 | 50 | 51 | ||
| UnitedHealth Group Inc. | 3.750% | 7/15/25 | 80 | 84 | ||
| UnitedHealth Group Inc. | 3.100% | 3/15/26 | 50 | 52 | ||
| UnitedHealth Group Inc. | 1.150% | 5/15/26 | 100 | 96 | ||
| UnitedHealth Group Inc. | 3.450% | 1/15/27 | 10 | 11 | ||
| UnitedHealth Group Inc. | 2.950% | 10/15/27 | 100 | 103 | ||
| UnitedHealth Group Inc. | 3.850% | 6/15/28 | 135 | 145 | ||
| UnitedHealth Group Inc. | 3.875% | 12/15/28 | 105 | 113 | ||
| UnitedHealth Group Inc. | 2.875% | 8/15/29 | 75 | 76 | ||
| UnitedHealth Group Inc. | 2.000% | 5/15/30 | 150 | 142 | ||
| UnitedHealth Group Inc. | 2.300% | 5/15/31 | 170 | 164 | ||
| UnitedHealth Group Inc. | 4.625% | 7/15/35 | 60 | 69 | ||
| UnitedHealth Group Inc. | 5.800% | 3/15/36 | 117 | 150 | ||
| UnitedHealth Group Inc. | 6.875% | 2/15/38 | 155 | 221 | ||
| UnitedHealth Group Inc. | 3.500% | 8/15/39 | 90 | 92 | ||
| UnitedHealth Group Inc. | 4.250% | 3/15/43 | 25 | 28 | ||
| UnitedHealth Group Inc. | 4.750% | 7/15/45 | 275 | 324 | ||
| UnitedHealth Group Inc. | 4.200% | 1/15/47 | 130 | 143 | ||
| UnitedHealth Group Inc. | 3.750% | 10/15/47 | 75 | 78 | ||
| UnitedHealth Group Inc. | 4.250% | 6/15/48 | 160 | 179 | ||
| UnitedHealth Group Inc. | 4.450% | 12/15/48 | 125 | 144 | ||
| UnitedHealth Group Inc. | 3.700% | 8/15/49 | 50 | 52 | ||
| UnitedHealth Group Inc. | 2.900% | 5/15/50 | 50 | 46 | ||
35
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| UnitedHealth Group Inc. | 3.250% | 5/15/51 | 195 | 189 | ||
| UnitedHealth Group Inc. | 3.875% | 8/15/59 | 50 | 53 | ||
| UnitedHealth Group Inc. | 3.125% | 5/15/60 | 65 | 59 | ||
| 2 | Universal Health Services Inc. | 2.650% | 10/15/30 | 75 | 71 | |
| Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 115 | 119 | ||
| Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 115 | 122 | ||
| Viatris Inc. | 1.650% | 6/22/25 | 185 | 179 | ||
| Viatris Inc. | 2.700% | 6/22/30 | 80 | 75 | ||
| Viatris Inc. | 3.850% | 6/22/40 | 45 | 42 | ||
| Viatris Inc. | 4.000% | 6/22/50 | 105 | 93 | ||
| Wyeth LLC | 6.500% | 2/1/34 | 170 | 226 | ||
| Wyeth LLC | 5.950% | 4/1/37 | 85 | 111 | ||
| Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 50 | 49 | ||
| Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 100 | 94 | ||
| Zoetis Inc. | 4.500% | 11/13/25 | 50 | 53 | ||
| Zoetis Inc. | 3.000% | 9/12/27 | 155 | 158 | ||
| Zoetis Inc. | 2.000% | 5/15/30 | 10 | 9 | ||
| Zoetis Inc. | 4.700% | 2/1/43 | 95 | 110 | ||
| 46,711 | ||||||
| Industrials (2.4%) | ||||||
| 1 | 3M Co. | 3.250% | 2/14/24 | 35 | 36 | |
| 3M Co. | 2.000% | 2/14/25 | 60 | 60 | ||
| 3M Co. | 2.875% | 10/15/27 | 45 | 46 | ||
| 1 | 3M Co. | 3.375% | 3/1/29 | 110 | 115 | |
| 3M Co. | 2.375% | 8/26/29 | 100 | 98 | ||
| 1 | 3M Co. | 4.000% | 9/14/48 | 60 | 64 | |
| 3M Co. | 3.250% | 8/26/49 | 130 | 124 | ||
| Amphenol Corp. | 2.800% | 2/15/30 | 105 | 103 | ||
| Amphenol Corp. | 2.200% | 9/15/31 | 40 | 37 | ||
| Carrier Global Corp. | 2.242% | 2/15/25 | 200 | 200 | ||
| Carrier Global Corp. | 2.493% | 2/15/27 | 125 | 124 | ||
| Carrier Global Corp. | 2.722% | 2/15/30 | 150 | 146 | ||
| Carrier Global Corp. | 2.700% | 2/15/31 | 10 | 10 | ||
| Carrier Global Corp. | 3.377% | 4/5/40 | 50 | 47 | ||
| Carrier Global Corp. | 3.577% | 4/5/50 | 265 | 252 | ||
| Caterpillar Financial Services Corp. | 0.250% | 3/1/23 | 60 | 59 | ||
| Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 25 | 25 | ||
| 1 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 25 | 25 | |
| 1 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 80 | 79 | |
| 1 | Caterpillar Financial Services Corp. | 0.450% | 5/17/24 | 100 | 97 | |
| 1 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 115 | 116 | |
| 1 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 70 | 67 | |
| 1 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 95 | 89 | |
| Caterpillar Inc. | 3.400% | 5/15/24 | 30 | 31 | ||
| Caterpillar Inc. | 2.600% | 4/9/30 | 70 | 70 | ||
| Caterpillar Inc. | 5.200% | 5/27/41 | 40 | 50 | ||
| Caterpillar Inc. | 3.803% | 8/15/42 | 215 | 229 | ||
| Caterpillar Inc. | 3.250% | 9/19/49 | 75 | 74 | ||
| Caterpillar Inc. | 3.250% | 4/9/50 | 110 | 108 | ||
| Cummins Inc. | 1.500% | 9/1/30 | 65 | 58 | ||
| Deere & Co. | 3.900% | 6/9/42 | 110 | 120 | ||
| Deere & Co. | 3.750% | 4/15/50 | 65 | 70 | ||
| Eaton Corp. | 4.150% | 11/2/42 | 80 | 86 | ||
| FedEx Corp. | 3.250% | 4/1/26 | 45 | 47 | ||
| FedEx Corp. | 3.100% | 8/5/29 | 45 | 46 | ||
36
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| FedEx Corp. | 4.250% | 5/15/30 | 145 | 158 | ||
| FedEx Corp. | 3.250% | 5/15/41 | 100 | 93 | ||
| FedEx Corp. | 5.100% | 1/15/44 | 50 | 58 | ||
| FedEx Corp. | 4.750% | 11/15/45 | 140 | 156 | ||
| FedEx Corp. | 4.550% | 4/1/46 | 150 | 163 | ||
| FedEx Corp. | 4.400% | 1/15/47 | 10 | 11 | ||
| FedEx Corp. | 4.050% | 2/15/48 | 95 | 96 | ||
| FedEx Corp. | 4.950% | 10/17/48 | 75 | 86 | ||
| FedEx Corp. | 5.250% | 5/15/50 | 90 | 108 | ||
| Fortive Corp. | 3.150% | 6/15/26 | 90 | 93 | ||
| Illinois Tool Works Inc. | 2.650% | 11/15/26 | 180 | 184 | ||
| Illinois Tool Works Inc. | 3.900% | 9/1/42 | 70 | 74 | ||
| 1 | John Deere Capital Corp. | 2.800% | 3/6/23 | 95 | 96 | |
| 1 | John Deere Capital Corp. | 0.450% | 1/17/24 | 60 | 59 | |
| 1 | John Deere Capital Corp. | 3.450% | 3/13/25 | 105 | 109 | |
| 1 | John Deere Capital Corp. | 0.700% | 1/15/26 | 50 | 47 | |
| Otis Worldwide Corp. | 2.056% | 4/5/25 | 118 | 117 | ||
| Otis Worldwide Corp. | 2.565% | 2/15/30 | 95 | 92 | ||
| Parker-Hannifin Corp. | 3.250% | 6/14/29 | 40 | 41 | ||
| Parker-Hannifin Corp. | 4.000% | 6/14/49 | 94 | 99 | ||
| Republic Services Inc. | 2.500% | 8/15/24 | 40 | 40 | ||
| Republic Services Inc. | 3.950% | 5/15/28 | 125 | 133 | ||
| Republic Services Inc. | 1.750% | 2/15/32 | 30 | 27 | ||
| Southwest Airlines Co. | 4.750% | 5/4/23 | 40 | 41 | ||
| Southwest Airlines Co. | 5.250% | 5/4/25 | 80 | 86 | ||
| Southwest Airlines Co. | 5.125% | 6/15/27 | 235 | 261 | ||
| Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 110 | 116 | ||
| United Parcel Service Inc. | 2.500% | 4/1/23 | 50 | 51 | ||
| United Parcel Service Inc. | 3.900% | 4/1/25 | 34 | 36 | ||
| United Parcel Service Inc. | 3.050% | 11/15/27 | 65 | 68 | ||
| United Parcel Service Inc. | 3.400% | 3/15/29 | 202 | 213 | ||
| United Parcel Service Inc. | 4.450% | 4/1/30 | 67 | 76 | ||
| United Parcel Service Inc. | 6.200% | 1/15/38 | 95 | 129 | ||
| United Parcel Service Inc. | 3.750% | 11/15/47 | 20 | 22 | ||
| United Parcel Service Inc. | 4.250% | 3/15/49 | 65 | 75 | ||
| United Parcel Service Inc. | 5.300% | 4/1/50 | 170 | 228 | ||
| United Rentals North America Inc. | 3.875% | 11/15/27 | 20 | 20 | ||
| Waste Connections Inc. | 2.950% | 1/15/52 | 80 | 70 | ||
| Waste Management Inc. | 3.150% | 11/15/27 | 45 | 46 | ||
| Waste Management Inc. | 1.500% | 3/15/31 | 70 | 63 | ||
| Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 25 | 26 | ||
| Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 115 | 117 | ||
| Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 110 | 119 | ||
| WW Grainger Inc. | 4.600% | 6/15/45 | 105 | 121 | ||
| 7,132 | ||||||
| Materials (1.6%) | ||||||
| Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 175 | 167 | ||
| Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 35 | 32 | ||
| Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 45 | 40 | ||
| AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 60 | 56 | ||
| Berry Global Inc. | 0.950% | 2/15/24 | 165 | 161 | ||
| Berry Global Inc. | 1.570% | 1/15/26 | 40 | 38 | ||
| Carlisle Cos. Inc. | 2.750% | 3/1/30 | 50 | 49 | ||
| CF Industries Inc. | 5.150% | 3/15/34 | 70 | 79 | ||
| CF Industries Inc. | 4.950% | 6/1/43 | 65 | 70 | ||
37
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| CF Industries Inc. | 5.375% | 3/15/44 | 65 | 73 | ||
| Dow Chemical Co. | 7.375% | 11/1/29 | 105 | 136 | ||
| Dow Chemical Co. | 2.100% | 11/15/30 | 45 | 42 | ||
| Dow Chemical Co. | 5.250% | 11/15/41 | 175 | 207 | ||
| Dow Chemical Co. | 4.375% | 11/15/42 | 150 | 161 | ||
| Dow Chemical Co. | 5.550% | 11/30/48 | 45 | 57 | ||
| Dow Chemical Co. | 3.600% | 11/15/50 | 35 | 33 | ||
| DuPont de Nemours Inc. | 4.205% | 11/15/23 | 215 | 223 | ||
| DuPont de Nemours Inc. | 4.493% | 11/15/25 | 220 | 235 | ||
| DuPont de Nemours Inc. | 4.725% | 11/15/28 | 125 | 138 | ||
| DuPont de Nemours Inc. | 5.319% | 11/15/38 | 185 | 220 | ||
| DuPont de Nemours Inc. | 5.419% | 11/15/48 | 140 | 176 | ||
| Eagle Materials Inc. | 2.500% | 7/1/31 | 55 | 51 | ||
| Eastman Chemical Co. | 4.650% | 10/15/44 | 30 | 33 | ||
| Ecolab Inc. | 2.700% | 11/1/26 | 70 | 71 | ||
| Ecolab Inc. | 2.700% | 12/15/51 | 90 | 79 | ||
| Huntsman International LLC | 4.500% | 5/1/29 | 55 | 58 | ||
| International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 85 | 97 | ||
| Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 90 | 85 | ||
| Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 40 | 36 | ||
| Mosaic Co. | 4.250% | 11/15/23 | 205 | 212 | ||
| Newmont Corp. | 2.250% | 10/1/30 | 110 | 103 | ||
| Newmont Corp. | 2.600% | 7/15/32 | 125 | 119 | ||
| Newmont Corp. | 6.250% | 10/1/39 | 55 | 71 | ||
| Newmont Corp. | 4.875% | 3/15/42 | 110 | 127 | ||
| Nutrien Ltd. | 4.200% | 4/1/29 | 125 | 136 | ||
| Nutrien Ltd. | 5.000% | 4/1/49 | 44 | 53 | ||
| PPG Industries Inc. | 3.750% | 3/15/28 | 125 | 134 | ||
| Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 30 | 39 | ||
| Sherwin-Williams Co. | 3.450% | 6/1/27 | 110 | 114 | ||
| Sherwin-Williams Co. | 2.950% | 8/15/29 | 49 | 49 | ||
| Sherwin-Williams Co. | 4.500% | 6/1/47 | 110 | 120 | ||
| Suzano Austria GmbH | 6.000% | 1/15/29 | 190 | 209 | ||
| Suzano Austria GmbH | 5.000% | 1/15/30 | 110 | 113 | ||
| 1 | Suzano Austria GmbH | 3.125% | 1/15/32 | 40 | 36 | |
| Vulcan Materials Co. | 3.500% | 6/1/30 | 50 | 52 | ||
| WRKCo Inc. | 4.900% | 3/15/29 | 120 | 133 | ||
| 4,723 | ||||||
| Real Estate (2.0%) | ||||||
| Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 85 | 87 | ||
| Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 95 | 86 | ||
| Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 128 | 113 | ||
| Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 50 | 49 | ||
| Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 35 | 31 | ||
| Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 95 | 91 | ||
| American Tower Corp. | 5.000% | 2/15/24 | 25 | 26 | ||
| American Tower Corp. | 2.400% | 3/15/25 | 50 | 50 | ||
| American Tower Corp. | 4.000% | 6/1/25 | 50 | 52 | ||
| American Tower Corp. | 3.375% | 10/15/26 | 60 | 62 | ||
| American Tower Corp. | 2.750% | 1/15/27 | 85 | 85 | ||
| American Tower Corp. | 3.550% | 7/15/27 | 215 | 221 | ||
| American Tower Corp. | 3.800% | 8/15/29 | 100 | 103 | ||
| American Tower Corp. | 2.900% | 1/15/30 | 50 | 48 | ||
| American Tower Corp. | 2.100% | 6/15/30 | 145 | 132 | ||
| American Tower Corp. | 1.875% | 10/15/30 | 60 | 53 | ||
38
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| American Tower Corp. | 3.100% | 6/15/50 | 55 | 46 | ||
| American Tower Corp. | 2.950% | 1/15/51 | 75 | 61 | ||
| Boston Properties LP | 3.200% | 1/15/25 | 20 | 20 | ||
| Boston Properties LP | 3.650% | 2/1/26 | 180 | 186 | ||
| Boston Properties LP | 2.750% | 10/1/26 | 70 | 70 | ||
| Boston Properties LP | 4.500% | 12/1/28 | 20 | 22 | ||
| Boston Properties LP | 3.400% | 6/21/29 | 113 | 116 | ||
| Boston Properties LP | 3.250% | 1/30/31 | 120 | 120 | ||
| Boston Properties LP | 2.550% | 4/1/32 | 70 | 65 | ||
| Boston Properties LP | 2.450% | 10/1/33 | 50 | 46 | ||
| Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 45 | 48 | ||
| Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 90 | 94 | ||
| Camden Property Trust | 2.800% | 5/15/30 | 90 | 89 | ||
| CC Holdings GS V LLC | 3.849% | 4/15/23 | 40 | 41 | ||
| Crown Castle International Corp. | 3.150% | 7/15/23 | 70 | 71 | ||
| Crown Castle International Corp. | 3.200% | 9/1/24 | 100 | 102 | ||
| Crown Castle International Corp. | 4.450% | 2/15/26 | 50 | 53 | ||
| Crown Castle International Corp. | 3.700% | 6/15/26 | 95 | 99 | ||
| Crown Castle International Corp. | 1.050% | 7/15/26 | 130 | 121 | ||
| Crown Castle International Corp. | 3.650% | 9/1/27 | 60 | 62 | ||
| Crown Castle International Corp. | 3.800% | 2/15/28 | 180 | 187 | ||
| Crown Castle International Corp. | 3.300% | 7/1/30 | 155 | 154 | ||
| Crown Castle International Corp. | 2.250% | 1/15/31 | 25 | 23 | ||
| Crown Castle International Corp. | 2.100% | 4/1/31 | 130 | 117 | ||
| Crown Castle International Corp. | 2.900% | 4/1/41 | 105 | 90 | ||
| Crown Castle International Corp. | 3.250% | 1/15/51 | 62 | 54 | ||
| Digital Realty Trust LP | 3.700% | 8/15/27 | 40 | 42 | ||
| Digital Realty Trust LP | 3.600% | 7/1/29 | 110 | 113 | ||
| Equinix Inc. | 2.625% | 11/18/24 | 125 | 126 | ||
| Equinix Inc. | 3.200% | 11/18/29 | 135 | 133 | ||
| Equinix Inc. | 2.150% | 7/15/30 | 70 | 64 | ||
| ERP Operating LP | 4.500% | 7/1/44 | 85 | 98 | ||
| GLP Capital LP | 5.250% | 6/1/25 | 35 | 37 | ||
| GLP Capital LP | 5.375% | 4/15/26 | 30 | 32 | ||
| GLP Capital LP | 5.300% | 1/15/29 | 70 | 76 | ||
| Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 70 | 63 | ||
| Healthpeak Properties Inc. | 3.000% | 1/15/30 | 85 | 85 | ||
| 1 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 62 | 61 | |
| Prologis LP | 2.250% | 4/15/30 | 105 | 101 | ||
| Prologis LP | 1.250% | 10/15/30 | 30 | 26 | ||
| Realty Income Corp. | 3.250% | 1/15/31 | 75 | 76 | ||
| Sabra Health Care LP | 3.200% | 12/1/31 | 50 | 46 | ||
| Simon Property Group LP | 2.000% | 9/13/24 | 10 | 10 | ||
| Simon Property Group LP | 3.375% | 10/1/24 | 100 | 103 | ||
| Simon Property Group LP | 3.500% | 9/1/25 | 35 | 36 | ||
| Simon Property Group LP | 3.300% | 1/15/26 | 160 | 164 | ||
| Simon Property Group LP | 3.250% | 11/30/26 | 40 | 41 | ||
| Simon Property Group LP | 3.375% | 6/15/27 | 35 | 36 | ||
| Simon Property Group LP | 3.375% | 12/1/27 | 110 | 113 | ||
| Simon Property Group LP | 2.450% | 9/13/29 | 215 | 208 | ||
| Simon Property Group LP | 2.650% | 7/15/30 | 50 | 49 | ||
| Simon Property Group LP | 3.250% | 9/13/49 | 78 | 72 | ||
| Simon Property Group LP | 3.800% | 7/15/50 | 50 | 51 | ||
| Sun Communities Operating LP | 2.700% | 7/15/31 | 130 | 122 | ||
| Ventas Realty LP | 4.400% | 1/15/29 | 65 | 71 | ||
39
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Welltower Inc. | 3.625% | 3/15/24 | 25 | 26 | ||
| Welltower Inc. | 4.000% | 6/1/25 | 6 | 6 | ||
| Welltower Inc. | 4.250% | 4/15/28 | 130 | 140 | ||
| Welltower Inc. | 3.100% | 1/15/30 | 115 | 115 | ||
| 5,988 | ||||||
| Technology (13.3%) | ||||||
| Adobe Inc. | 3.250% | 2/1/25 | 175 | 181 | ||
| Adobe Inc. | 2.150% | 2/1/27 | 100 | 100 | ||
| Adobe Inc. | 2.300% | 2/1/30 | 35 | 34 | ||
| Analog Devices Inc. | 3.500% | 12/5/26 | 15 | 16 | ||
| Analog Devices Inc. | 1.700% | 10/1/28 | 110 | 105 | ||
| Analog Devices Inc. | 2.100% | 10/1/31 | 120 | 114 | ||
| Analog Devices Inc. | 2.800% | 10/1/41 | 115 | 106 | ||
| Analog Devices Inc. | 2.950% | 10/1/51 | 90 | 82 | ||
| Apple Inc. | 2.400% | 5/3/23 | 400 | 405 | ||
| Apple Inc. | 0.750% | 5/11/23 | 105 | 104 | ||
| Apple Inc. | 3.000% | 2/9/24 | 180 | 184 | ||
| Apple Inc. | 3.450% | 5/6/24 | 135 | 140 | ||
| Apple Inc. | 2.850% | 5/11/24 | 168 | 172 | ||
| Apple Inc. | 1.800% | 9/11/24 | 100 | 100 | ||
| Apple Inc. | 2.750% | 1/13/25 | 160 | 164 | ||
| Apple Inc. | 2.500% | 2/9/25 | 160 | 163 | ||
| Apple Inc. | 1.125% | 5/11/25 | 60 | 59 | ||
| Apple Inc. | 3.200% | 5/13/25 | 25 | 26 | ||
| Apple Inc. | 0.550% | 8/20/25 | 225 | 214 | ||
| Apple Inc. | 0.700% | 2/8/26 | 150 | 143 | ||
| Apple Inc. | 3.250% | 2/23/26 | 440 | 459 | ||
| Apple Inc. | 2.450% | 8/4/26 | 225 | 229 | ||
| Apple Inc. | 2.050% | 9/11/26 | 157 | 157 | ||
| Apple Inc. | 3.350% | 2/9/27 | 260 | 274 | ||
| Apple Inc. | 3.200% | 5/11/27 | 175 | 183 | ||
| Apple Inc. | 3.000% | 6/20/27 | 110 | 114 | ||
| Apple Inc. | 2.900% | 9/12/27 | 230 | 237 | ||
| Apple Inc. | 3.000% | 11/13/27 | 80 | 83 | ||
| Apple Inc. | 1.200% | 2/8/28 | 70 | 66 | ||
| Apple Inc. | 1.400% | 8/5/28 | 190 | 179 | ||
| Apple Inc. | 2.200% | 9/11/29 | 90 | 88 | ||
| Apple Inc. | 1.650% | 5/11/30 | 200 | 187 | ||
| Apple Inc. | 1.250% | 8/20/30 | 25 | 23 | ||
| Apple Inc. | 1.650% | 2/8/31 | 280 | 260 | ||
| Apple Inc. | 1.700% | 8/5/31 | 150 | 139 | ||
| Apple Inc. | 4.500% | 2/23/36 | 163 | 191 | ||
| Apple Inc. | 2.375% | 2/8/41 | 55 | 49 | ||
| Apple Inc. | 3.850% | 5/4/43 | 200 | 215 | ||
| Apple Inc. | 4.450% | 5/6/44 | 25 | 29 | ||
| Apple Inc. | 3.450% | 2/9/45 | 50 | 51 | ||
| Apple Inc. | 4.375% | 5/13/45 | 110 | 128 | ||
| Apple Inc. | 4.650% | 2/23/46 | 205 | 249 | ||
| Apple Inc. | 3.850% | 8/4/46 | 275 | 297 | ||
| Apple Inc. | 4.250% | 2/9/47 | 125 | 144 | ||
| Apple Inc. | 3.750% | 9/12/47 | 165 | 176 | ||
| Apple Inc. | 3.750% | 11/13/47 | 225 | 241 | ||
| Apple Inc. | 2.950% | 9/11/49 | 115 | 108 | ||
| Apple Inc. | 2.650% | 5/11/50 | 205 | 182 | ||
| Apple Inc. | 2.400% | 8/20/50 | 205 | 173 | ||
40
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Apple Inc. | 2.650% | 2/8/51 | 205 | 182 | ||
| Apple Inc. | 2.700% | 8/5/51 | 180 | 161 | ||
| Apple Inc. | 2.550% | 8/20/60 | 100 | 83 | ||
| Apple Inc. | 2.800% | 2/8/61 | 185 | 163 | ||
| Apple Inc. | 2.850% | 8/5/61 | 130 | 115 | ||
| Applied Materials Inc. | 3.300% | 4/1/27 | 111 | 116 | ||
| Applied Materials Inc. | 1.750% | 6/1/30 | 20 | 19 | ||
| Applied Materials Inc. | 4.350% | 4/1/47 | 65 | 74 | ||
| Applied Materials Inc. | 2.750% | 6/1/50 | 200 | 181 | ||
| Autodesk Inc. | 2.400% | 12/15/31 | 30 | 28 | ||
| Automatic Data Processing Inc. | 3.375% | 9/15/25 | 130 | 136 | ||
| Automatic Data Processing Inc. | 1.700% | 5/15/28 | 150 | 145 | ||
| Automatic Data Processing Inc. | 1.250% | 9/1/30 | 120 | 108 | ||
| Broadcom Corp. | 3.625% | 1/15/24 | 135 | 139 | ||
| Broadcom Corp. | 3.875% | 1/15/27 | 80 | 83 | ||
| Broadcom Corp. | 3.500% | 1/15/28 | 50 | 51 | ||
| Broadcom Inc. | 4.700% | 4/15/25 | 60 | 64 | ||
| Broadcom Inc. | 3.150% | 11/15/25 | 82 | 84 | ||
| Broadcom Inc. | 4.250% | 4/15/26 | 140 | 148 | ||
| Broadcom Inc. | 3.459% | 9/15/26 | 40 | 41 | ||
| 2 | Broadcom Inc. | 1.950% | 2/15/28 | 110 | 104 | |
| Broadcom Inc. | 4.110% | 9/15/28 | 230 | 242 | ||
| Broadcom Inc. | 4.750% | 4/15/29 | 100 | 109 | ||
| Broadcom Inc. | 5.000% | 4/15/30 | 175 | 193 | ||
| Broadcom Inc. | 4.150% | 11/15/30 | 185 | 194 | ||
| 2 | Broadcom Inc. | 2.450% | 2/15/31 | 250 | 231 | |
| Broadcom Inc. | 4.300% | 11/15/32 | 175 | 184 | ||
| 2 | Broadcom Inc. | 2.600% | 2/15/33 | 120 | 109 | |
| 2 | Broadcom Inc. | 3.419% | 4/15/33 | 38 | 37 | |
| 2 | Broadcom Inc. | 3.469% | 4/15/34 | 70 | 68 | |
| 2 | Broadcom Inc. | 3.137% | 11/15/35 | 65 | 60 | |
| 2 | Broadcom Inc. | 3.187% | 11/15/36 | 430 | 399 | |
| 2 | Broadcom Inc. | 3.500% | 2/15/41 | 330 | 305 | |
| 2 | Broadcom Inc. | 3.750% | 2/15/51 | 270 | 252 | |
| Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 60 | 59 | ||
| Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 110 | 103 | ||
| CDW LLC | 2.670% | 12/1/26 | 80 | 78 | ||
| CDW LLC | 3.569% | 12/1/31 | 70 | 68 | ||
| Cintas Corp. No. 2 | 3.700% | 4/1/27 | 95 | 100 | ||
| Cisco Systems Inc. | 2.200% | 9/20/23 | 95 | 96 | ||
| Cisco Systems Inc. | 3.625% | 3/4/24 | 120 | 125 | ||
| Cisco Systems Inc. | 2.950% | 2/28/26 | 50 | 52 | ||
| Cisco Systems Inc. | 2.500% | 9/20/26 | 95 | 97 | ||
| Cisco Systems Inc. | 5.900% | 2/15/39 | 180 | 239 | ||
| Cisco Systems Inc. | 5.500% | 1/15/40 | 115 | 148 | ||
| Citrix Systems Inc. | 1.250% | 3/1/26 | 55 | 54 | ||
| Citrix Systems Inc. | 4.500% | 12/1/27 | 70 | 72 | ||
| Citrix Systems Inc. | 3.300% | 3/1/30 | 40 | 40 | ||
| Corning Inc. | 4.375% | 11/15/57 | 130 | 137 | ||
| Corning Inc. | 5.450% | 11/15/79 | 80 | 93 | ||
| Dell International LLC | 5.450% | 6/15/23 | 91 | 95 | ||
| Dell International LLC | 4.000% | 7/15/24 | 65 | 67 | ||
| Dell International LLC | 5.850% | 7/15/25 | 205 | 225 | ||
| Dell International LLC | 6.020% | 6/15/26 | 205 | 229 | ||
| Dell International LLC | 4.900% | 10/1/26 | 217 | 235 | ||
41
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Dell International LLC | 5.300% | 10/1/29 | 100 | 112 | ||
| Dell International LLC | 8.100% | 7/15/36 | 40 | 55 | ||
| 2 | Dell International LLC | 3.375% | 12/15/41 | 145 | 128 | |
| Dell International LLC | 8.350% | 7/15/46 | 41 | 62 | ||
| 2 | Dell International LLC | 3.450% | 12/15/51 | 140 | 118 | |
| Equifax Inc. | 2.600% | 12/1/24 | 95 | 96 | ||
| Equifax Inc. | 2.350% | 9/15/31 | 110 | 101 | ||
| Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 25 | 25 | ||
| Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 150 | 146 | ||
| Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 105 | 99 | ||
| Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 185 | 171 | ||
| Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 40 | 37 | ||
| Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 60 | 54 | ||
| Fiserv Inc. | 3.800% | 10/1/23 | 160 | 165 | ||
| Fiserv Inc. | 2.750% | 7/1/24 | 85 | 86 | ||
| Fiserv Inc. | 3.850% | 6/1/25 | 60 | 62 | ||
| Fiserv Inc. | 3.200% | 7/1/26 | 135 | 138 | ||
| Fiserv Inc. | 2.250% | 6/1/27 | 95 | 93 | ||
| Fiserv Inc. | 4.200% | 10/1/28 | 60 | 64 | ||
| Fiserv Inc. | 3.500% | 7/1/29 | 195 | 198 | ||
| Fiserv Inc. | 2.650% | 6/1/30 | 100 | 95 | ||
| Fiserv Inc. | 4.400% | 7/1/49 | 187 | 199 | ||
| Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 145 | 146 | ||
| Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 50 | 52 | ||
| Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 20 | 20 | ||
| Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 175 | 188 | ||
| Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 50 | 48 | ||
| Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 150 | 179 | ||
| HP Inc. | 2.200% | 6/17/25 | 165 | 164 | ||
| HP Inc. | 1.450% | 6/17/26 | 105 | 100 | ||
| HP Inc. | 3.000% | 6/17/27 | 100 | 101 | ||
| HP Inc. | 3.400% | 6/17/30 | 90 | 91 | ||
| HP Inc. | 2.650% | 6/17/31 | 10 | 9 | ||
| HP Inc. | 6.000% | 9/15/41 | 98 | 118 | ||
| Intel Corp. | 2.875% | 5/11/24 | 60 | 61 | ||
| Intel Corp. | 3.400% | 3/25/25 | 25 | 26 | ||
| Intel Corp. | 3.700% | 7/29/25 | 150 | 157 | ||
| Intel Corp. | 2.600% | 5/19/26 | 65 | 66 | ||
| Intel Corp. | 3.750% | 3/25/27 | 75 | 80 | ||
| Intel Corp. | 3.150% | 5/11/27 | 130 | 135 | ||
| Intel Corp. | 1.600% | 8/12/28 | 85 | 81 | ||
| Intel Corp. | 2.450% | 11/15/29 | 170 | 167 | ||
| Intel Corp. | 3.900% | 3/25/30 | 160 | 173 | ||
| Intel Corp. | 2.000% | 8/12/31 | 115 | 107 | ||
| Intel Corp. | 4.000% | 12/15/32 | 185 | 204 | ||
| Intel Corp. | 4.600% | 3/25/40 | 50 | 57 | ||
| Intel Corp. | 2.800% | 8/12/41 | 110 | 99 | ||
| Intel Corp. | 4.800% | 10/1/41 | 55 | 65 | ||
| Intel Corp. | 4.900% | 7/29/45 | 35 | 42 | ||
| Intel Corp. | 4.100% | 5/19/46 | 35 | 37 | ||
| Intel Corp. | 4.100% | 5/11/47 | 155 | 165 | ||
| Intel Corp. | 3.734% | 12/8/47 | 250 | 253 | ||
| Intel Corp. | 3.250% | 11/15/49 | 225 | 210 | ||
| Intel Corp. | 4.750% | 3/25/50 | 70 | 82 | ||
| Intel Corp. | 3.050% | 8/12/51 | 110 | 99 | ||
42
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Intel Corp. | 3.100% | 2/15/60 | 40 | 35 | ||
| Intel Corp. | 4.950% | 3/25/60 | 75 | 92 | ||
| Intel Corp. | 3.200% | 8/12/61 | 90 | 80 | ||
| International Business Machines Corp. | 3.375% | 8/1/23 | 150 | 154 | ||
| International Business Machines Corp. | 3.625% | 2/12/24 | 110 | 114 | ||
| International Business Machines Corp. | 3.000% | 5/15/24 | 215 | 220 | ||
| International Business Machines Corp. | 3.450% | 2/19/26 | 163 | 170 | ||
| International Business Machines Corp. | 3.300% | 5/15/26 | 195 | 203 | ||
| International Business Machines Corp. | 1.700% | 5/15/27 | 55 | 53 | ||
| International Business Machines Corp. | 3.500% | 5/15/29 | 265 | 277 | ||
| International Business Machines Corp. | 1.950% | 5/15/30 | 145 | 136 | ||
| International Business Machines Corp. | 4.150% | 5/15/39 | 130 | 139 | ||
| International Business Machines Corp. | 4.000% | 6/20/42 | 95 | 100 | ||
| International Business Machines Corp. | 4.250% | 5/15/49 | 230 | 253 | ||
| International Business Machines Corp. | 2.950% | 5/15/50 | 80 | 72 | ||
| KLA Corp. | 4.650% | 11/1/24 | 135 | 143 | ||
| KLA Corp. | 4.100% | 3/15/29 | 125 | 135 | ||
| KLA Corp. | 3.300% | 3/1/50 | 40 | 38 | ||
| Lam Research Corp. | 3.750% | 3/15/26 | 65 | 69 | ||
| Lam Research Corp. | 4.000% | 3/15/29 | 180 | 195 | ||
| Lam Research Corp. | 1.900% | 6/15/30 | 15 | 14 | ||
| Lam Research Corp. | 4.875% | 3/15/49 | 55 | 67 | ||
| Lam Research Corp. | 2.875% | 6/15/50 | 25 | 22 | ||
| Marvell Technology Inc. | 2.950% | 4/15/31 | 70 | 68 | ||
| Microchip Technology Inc. | 4.333% | 6/1/23 | 229 | 236 | ||
| Microchip Technology Inc. | 0.972% | 2/15/24 | 200 | 195 | ||
| Micron Technology Inc. | 4.185% | 2/15/27 | 65 | 69 | ||
| Micron Technology Inc. | 4.663% | 2/15/30 | 80 | 87 | ||
| Microsoft Corp. | 2.375% | 5/1/23 | 165 | 167 | ||
| Microsoft Corp. | 2.000% | 8/8/23 | 45 | 45 | ||
| Microsoft Corp. | 3.625% | 12/15/23 | 235 | 244 | ||
| Microsoft Corp. | 2.875% | 2/6/24 | 290 | 297 | ||
| Microsoft Corp. | 2.700% | 2/12/25 | 165 | 169 | ||
| Microsoft Corp. | 3.125% | 11/3/25 | 175 | 182 | ||
| Microsoft Corp. | 2.400% | 8/8/26 | 250 | 254 | ||
| Microsoft Corp. | 3.300% | 2/6/27 | 320 | 338 | ||
| Microsoft Corp. | 3.500% | 2/12/35 | 215 | 232 | ||
| Microsoft Corp. | 3.450% | 8/8/36 | 185 | 199 | ||
| Microsoft Corp. | 4.100% | 2/6/37 | 40 | 46 | ||
| Microsoft Corp. | 4.450% | 11/3/45 | 35 | 42 | ||
| Microsoft Corp. | 3.700% | 8/8/46 | 181 | 196 | ||
| Microsoft Corp. | 4.250% | 2/6/47 | 30 | 35 | ||
| Microsoft Corp. | 2.525% | 6/1/50 | 385 | 342 | ||
| Microsoft Corp. | 2.921% | 3/17/52 | 554 | 529 | ||
| Microsoft Corp. | 4.500% | 2/6/57 | 85 | 106 | ||
| Microsoft Corp. | 2.675% | 6/1/60 | 315 | 278 | ||
| Microsoft Corp. | 3.041% | 3/17/62 | 310 | 297 | ||
| Motorola Solutions Inc. | 4.600% | 5/23/29 | 75 | 81 | ||
| Motorola Solutions Inc. | 2.300% | 11/15/30 | 70 | 64 | ||
| Motorola Solutions Inc. | 2.750% | 5/24/31 | 50 | 47 | ||
| NetApp Inc. | 1.875% | 6/22/25 | 45 | 44 | ||
| NVIDIA Corp. | 0.309% | 6/15/23 | 20 | 20 | ||
| NVIDIA Corp. | 0.584% | 6/14/24 | 110 | 107 | ||
| NVIDIA Corp. | 3.200% | 9/16/26 | 140 | 146 | ||
| NVIDIA Corp. | 1.550% | 6/15/28 | 60 | 57 | ||
43
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| NVIDIA Corp. | 2.850% | 4/1/30 | 85 | 86 | ||
| NVIDIA Corp. | 2.000% | 6/15/31 | 60 | 56 | ||
| NVIDIA Corp. | 3.500% | 4/1/40 | 120 | 123 | ||
| NVIDIA Corp. | 3.500% | 4/1/50 | 155 | 159 | ||
| 2 | NXP BV | 4.875% | 3/1/24 | 80 | 84 | |
| 2 | NXP BV | 3.875% | 6/18/26 | 115 | 120 | |
| 2 | NXP BV | 4.300% | 6/18/29 | 95 | 101 | |
| 2 | NXP BV | 3.400% | 5/1/30 | 200 | 202 | |
| 2 | NXP BV | 2.500% | 5/11/31 | 140 | 130 | |
| 2 | NXP BV | 3.250% | 5/11/41 | 40 | 37 | |
| Oracle Corp. | 3.625% | 7/15/23 | 180 | 185 | ||
| Oracle Corp. | 2.400% | 9/15/23 | 231 | 233 | ||
| Oracle Corp. | 3.400% | 7/8/24 | 235 | 241 | ||
| Oracle Corp. | 2.950% | 11/15/24 | 80 | 81 | ||
| Oracle Corp. | 2.500% | 4/1/25 | 255 | 254 | ||
| Oracle Corp. | 2.950% | 5/15/25 | 130 | 131 | ||
| Oracle Corp. | 1.650% | 3/25/26 | 125 | 120 | ||
| Oracle Corp. | 2.650% | 7/15/26 | 295 | 293 | ||
| Oracle Corp. | 2.800% | 4/1/27 | 245 | 244 | ||
| Oracle Corp. | 3.250% | 11/15/27 | 175 | 177 | ||
| Oracle Corp. | 2.300% | 3/25/28 | 160 | 152 | ||
| Oracle Corp. | 2.950% | 4/1/30 | 195 | 189 | ||
| Oracle Corp. | 2.875% | 3/25/31 | 150 | 143 | ||
| Oracle Corp. | 4.300% | 7/8/34 | 230 | 237 | ||
| Oracle Corp. | 3.900% | 5/15/35 | 35 | 34 | ||
| Oracle Corp. | 3.850% | 7/15/36 | 85 | 82 | ||
| Oracle Corp. | 3.800% | 11/15/37 | 210 | 200 | ||
| Oracle Corp. | 6.500% | 4/15/38 | 140 | 173 | ||
| Oracle Corp. | 6.125% | 7/8/39 | 75 | 90 | ||
| Oracle Corp. | 3.600% | 4/1/40 | 275 | 249 | ||
| Oracle Corp. | 5.375% | 7/15/40 | 275 | 302 | ||
| Oracle Corp. | 3.650% | 3/25/41 | 150 | 136 | ||
| Oracle Corp. | 4.500% | 7/8/44 | 110 | 109 | ||
| Oracle Corp. | 4.125% | 5/15/45 | 160 | 149 | ||
| Oracle Corp. | 4.000% | 7/15/46 | 280 | 257 | ||
| Oracle Corp. | 4.000% | 11/15/47 | 240 | 220 | ||
| Oracle Corp. | 3.600% | 4/1/50 | 396 | 344 | ||
| Oracle Corp. | 3.950% | 3/25/51 | 370 | 339 | ||
| Oracle Corp. | 4.375% | 5/15/55 | 170 | 162 | ||
| Oracle Corp. | 3.850% | 4/1/60 | 240 | 207 | ||
| Oracle Corp. | 4.100% | 3/25/61 | 40 | 36 | ||
| Qorvo Inc. | 4.375% | 10/15/29 | 70 | 71 | ||
| QUALCOMM Inc. | 2.900% | 5/20/24 | 25 | 26 | ||
| QUALCOMM Inc. | 3.450% | 5/20/25 | 75 | 78 | ||
| QUALCOMM Inc. | 3.250% | 5/20/27 | 72 | 75 | ||
| QUALCOMM Inc. | 1.300% | 5/20/28 | 20 | 19 | ||
| QUALCOMM Inc. | 2.150% | 5/20/30 | 265 | 254 | ||
| QUALCOMM Inc. | 4.650% | 5/20/35 | 60 | 70 | ||
| QUALCOMM Inc. | 4.800% | 5/20/45 | 150 | 179 | ||
| QUALCOMM Inc. | 4.300% | 5/20/47 | 145 | 164 | ||
| QUALCOMM Inc. | 3.250% | 5/20/50 | 125 | 123 | ||
| Quanta Services Inc. | 2.900% | 10/1/30 | 70 | 67 | ||
| RELX Capital Inc. | 4.000% | 3/18/29 | 105 | 112 | ||
| RELX Capital Inc. | 3.000% | 5/22/30 | 85 | 85 | ||
| Roper Technologies Inc. | 4.200% | 9/15/28 | 75 | 80 | ||
44
ESG
U.S. Corporate Bond ETF
| Coupon | Maturity Date |
Face Amount ($000) |
Market Value• ($000) | |||
| Roper Technologies Inc. | 1.750% | 2/15/31 | 85 | 75 | ||
| salesforce.com Inc. | 3.250% | 4/11/23 | 120 | 122 | ||
| salesforce.com Inc. | 0.625% | 7/15/24 | 110 | 107 | ||
| salesforce.com Inc. | 3.700% | 4/11/28 | 175 | 187 | ||
| salesforce.com Inc. | 1.500% | 7/15/28 | 45 | 42 | ||
| salesforce.com Inc. | 1.950% | 7/15/31 | 130 | 123 | ||
| salesforce.com Inc. | 2.700% | 7/15/41 | 120 | 110 | ||
| salesforce.com Inc. | 2.900% | 7/15/51 | 175 | 160 | ||
| salesforce.com Inc. | 3.050% | 7/15/61 | 85 | 77 | ||
| ServiceNow Inc. | 1.400% | 9/1/30 | 118 | 104 | ||
| Texas Instruments Inc. | 1.375% | 3/12/25 | 180 | 177 | ||
| Texas Instruments Inc. | 2.250% | 9/4/29 | 95 | 94 | ||
| Texas Instruments Inc. | 1.750% | 5/4/30 | 50 | 47 | ||
| Texas Instruments Inc. | 3.875% | 3/15/39 | 50 | 54 | ||
| Texas Instruments Inc. | 4.150% | 5/15/48 | 150 | 170 | ||
| TSMC Arizona Corp. | 1.750% | 10/25/26 | 50 | 48 | ||
| TSMC Arizona Corp. | 2.500% | 10/25/31 | 125 | 119 | ||
| TSMC Arizona Corp. | 3.250% | 10/25/51 | 160 | 153 | ||
| Verisk Analytics Inc. | 4.000% | 6/15/25 | 81 | 84 | ||
| VMware Inc. | 0.600% | 8/15/23 | 170 | 167 | ||
| VMware Inc. | 1.000% | 8/15/24 | 120 | 116 | ||
| VMware Inc. | 4.500% | 5/15/25 | 30 | 32 | ||
| VMware Inc. | 1.400% | 8/15/26 | 115 | 109 | ||
| VMware Inc. | 3.900% | 8/21/27 | 185 | 193 | ||
| VMware Inc. | 1.800% | 8/15/28 | 95 | 88 | ||
| VMware Inc. | 4.700% | 5/15/30 | 110 | 121 | ||
| VMware Inc. | 2.200% | 8/15/31 | 50 | 46 | ||
| Xilinx Inc. | 2.950% | 6/1/24 | 100 | 102 | ||
| Xilinx Inc. | 2.375% | 6/1/30 | 85 | 82 | ||
| 39,808 | ||||||
| Utilities (0.0%) | ||||||
| American Water Capital Corp. | 6.593% | 10/15/37 | 62 | 83 | ||
| American Water Capital Corp. | 3.750% | 9/1/47 | 50 | 50 | ||
| 133 | ||||||
| Total Corporate Bonds (Cost $315,826) | 297,076 | |||||
| Total Investments (99.2%) (Cost $315,994) | 297,244 | |||||
| Other Assets and Liabilities—Net (0.8%) | 2,545 | |||||
| Net Assets (100%) | 299,789 | |||||
| Cost is in $000. |
| • | See Note A in Notes to Financial Statements. |
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At February 28, 2022, the aggregate value was $4,694,000, representing 1.6% of net assets. |
| 3 | Securities with a value of $26,000 have been segregated as initial margin for open futures contracts. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2022. |
45
ESG
U.S. Corporate Bond ETF
Derivative
Financial Instruments Outstanding as of Period End
| Futures Contracts | ||||
| ($000) | ||||
| Expiration | Number
of Long (Short) Contracts |
Notional Amount |
Value
and Unrealized Appreciation (Depreciation) | |
| Long Futures Contracts | ||||
| 5-Year U.S. Treasury Note | June 2022 | 12 | 1,419 | 7 |
| Ultra 10-Year U.S. Treasury Note | June 2022 | 11 | 1,555 | 15 |
| 22 | ||||
| Short Futures Contracts | ||||
| 2-Year U.S. Treasury Note | June 2022 | (2) | (430) | (1) |
| 10-Year U.S. Treasury Note | June 2022 | (3) | (382) | (3) |
| Long U.S. Treasury Bond | June 2022 | (1) | (157) | (2) |
| Ultra Long U.S. Treasury Bond | June 2022 | (4) | (744) | (9) |
| (15) | ||||
| 7 | ||||
See
accompanying Notes, which are an integral part of the Financial
Statements.
46
ESG
U.S. Corporate Bond ETF
Statement
of Assets and Liabilities
As
of February 28, 2022
| ($000s, except shares and per-share amounts) | Amount |
| Assets | |
| Investments in Securities, at Value—Unaffiliated Issuers (Cost $315,994) | 297,244 |
| Investment in Vanguard | 10 |
| Cash | 618 |
| Receivables for Investment Securities Sold | 1,564 |
| Receivables for Accrued Income | 2,662 |
| Variation Margin Receivable—Futures Contracts | 2 |
| Total Assets | 302,100 |
| Liabilities | |
| Payables for Investment Securities Purchased | 2,298 |
| Payables to Vanguard | 13 |
| Total Liabilities | 2,311 |
| Net Assets | 299,789 |
|
At February 28, 2022, net assets consisted of: |
|
| Paid-in Capital | 318,272 |
| Total Distributable Earnings (Loss) | (18,483) |
| Net Assets | 299,789 |
| Net Assets | |
| Applicable
to 4,300,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
299,789 |
| Net Asset Value Per Share | $69.72 |
See
accompanying Notes, which are an integral part of the Financial
Statements.
47
ESG
U.S. Corporate Bond ETF
Statement
of Operations
| Six
Months Ended February 28, 2022 | |
| ($000) | |
| Investment Income | |
| Income | |
| Interest | 2,648 |
| Total Income | 2,648 |
| Expenses | |
| The Vanguard Group—Note B | |
| Investment Advisory Services | 3 |
| Management and Administrative | 136 |
| Marketing and Distribution | 5 |
| Custodian Fees | 6 |
| Shareholders’ Reports | 6 |
| Trustees’ Fees and Expenses | — |
| Other Expenses | 2 |
| Total Expenses | 158 |
| Net Investment Income | 2,490 |
| Realized Net Gain (Loss) | |
| Investment Securities Sold | (116) |
| Futures Contracts | (5) |
| Realized Net Gain (Loss) | (121) |
| Change in Unrealized Appreciation (Depreciation) | |
| Investment Securities | (20,423) |
| Futures Contracts | 1 |
| Change in Unrealized Appreciation (Depreciation) | (20,422) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (18,053) |
See
accompanying Notes, which are an integral part of the Financial
Statements.
48
ESG
U.S. Corporate Bond ETF
Statement
of Changes in Net Assets
| Six
Months Ended February 28, 2022 |
September
22, 20201
to August 31, 2021 | ||
| ($000) | ($000) | ||
| Increase (Decrease) in Net Assets | |||
| Operations | |||
| Net Investment Income | 2,490 | 1,987 | |
| Realized Net Gain (Loss) | (121) | (97) | |
| Change in Unrealized Appreciation (Depreciation) | (20,422) | 1,679 | |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (18,053) | 3,569 | |
| Distributions | |||
| Total Distributions | (2,326) | (1,673) | |
| Capital Share Transactions | |||
| Issued | 103,073 | 215,199 | |
| Issued in Lieu of Cash Distributions | — | — | |
| Redeemed | — | — | |
| Net Increase (Decrease) from Capital Share Transactions | 103,073 | 215,199 | |
| Total Increase (Decrease) | 82,694 | 217,095 | |
| Net Assets | |||
| Beginning of Period | 217,095 | — | |
| End of Period | 299,789 | 217,095 | |
| 1 | Inception. |
See
accompanying Notes, which are an integral part of the Financial
Statements.
49
ESG
U.S. Corporate Bond ETF
Financial
Highlights
| Six Months Ended February 28, 2022 |
September 22 20201 to August 31, 2021 | |
| For
a Share Outstanding Throughout Each Period |
||
| Net Asset Value, Beginning of Period | $74.86 | $75.00 |
| Investment Operations | ||
| Net Investment Income2 | .686 | 1.211 |
| Net Realized and Unrealized Gain (Loss) on Investments | (5.163) | (.330) |
| Total from Investment Operations | (4.477) | .881 |
| Distributions | ||
| Dividends from Net Investment Income | (.663) | (1.021) |
| Distributions from Realized Capital Gains | — | — |
| Total Distributions | (.663) | (1.021) |
| Net Asset Value, End of Period | $69.72 | $74.86 |
| Total Return | -6.02% | 1.20% |
| Ratios/Supplemental Data | ||
| Net Assets, End of Period (Millions) | $300 | $217 |
| Ratio of Total Expenses to Average Net Assets | 0.12% | 0.12%3 |
| Ratio of Net Investment Income to Average Net Assets | 1.90% | 1.74%3 |
| Portfolio Turnover Rate4 | 11% | 24% |
| The expense ratio and net investment income ratio for the current period have been annualized. | ||
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Annualized. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See
accompanying Notes, which are an integral part of the Financial
Statements.
50
ESG
U.S. Corporate Bond ETF
Notes
to Financial Statements
Vanguard
ESG U.S. Corporate Bond ETF is registered under the Investment Company Act of
1940 as an open-end investment company, or mutual fund. ETF Shares are listed
for trading on Cboe BZX Exchange, Inc.; they can be purchased and sold through a
broker.
Certain
of the fund's investments are in corporate debt instruments; the issuers’
abilities to meet their obligations may be affected by economic developments in
their respective industries. Market disruptions associated with the COVID-19
pandemic have had a global impact, and uncertainty exists as to the long-term
implications. Such disruptions can adversely affect assets of the fund and thus
fund performance.
A. The following significant accounting policies
conform to generally accepted accounting principles for U.S. investment
companies. The fund consistently follows such policies in preparing its
financial statements.
1. Security
Valuation: Securities are valued as of the close of trading on the New York
Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds are
valued using the latest bid prices or using valuations based on a matrix system
(which considers such factors as security prices, yields, maturities, and
ratings), both as furnished by independent pricing services.
Securities
for which market quotations are not readily available, or whose values have been
affected by events occurring before the fund's pricing time but after the close
of the securities’ primary markets, are valued by methods deemed by the board of
trustees to represent fair value.
2. Futures
Contracts: The fund uses futures contracts to invest in fixed income asset
classes with greater efficiency and lower cost than is possible through direct
investment, to add value when these instruments are attractively priced, or to
adjust sensitivity to changes in interest rates. The primary risks associated
with the use of futures contracts are imperfect correlation between changes in
market values of bonds held by the fund and the prices of futures contracts, and
the possibility of an illiquid market. Counterparty risk involving futures is
mitigated because a regulated clearinghouse is the counterparty instead of the
clearing broker. To further mitigate counterparty risk, the fund trades futures
contracts on an exchange, monitors the financial strength of its clearing
brokers and clearinghouse, and has entered into clearing agreements with its
clearing brokers. The clearinghouse imposes initial margin requirements to
secure the fund’s performance and requires daily settlement of variation margin
representing changes in the market value of each contract. Any securities
pledged as initial margin for open contracts are noted in the Schedule of
Investments.
Futures
contracts are valued at their quoted daily settlement prices. The notional
amounts of the contracts are not recorded in the Statement of Assets and
Liabilities. Fluctuations in the value of the contracts are recorded in the
Statement of Assets and Liabilities as an asset (liability) and in the Statement
of Operations as unrealized appreciation (depreciation) until the contracts are
closed, when they are recorded as realized gains (losses) on futures
contracts.
During
the six months ended February 28, 2022, the fund’s average investments in long
and short futures contracts represented 1% and 1% of net assets, respectively,
based on the average of the notional amounts at each quarter-end during the
period.
3. Federal
Income Taxes: The fund intends to continue to qualify as a regulated investment
company and distribute all of its taxable income. The fund’s tax returns are
open to examination by the relevant tax authorities until expiration of the
applicable statute of limitations, which is
51
ESG
U.S. Corporate Bond ETF
generally
three years after the filing of the tax return. Management has analyzed the
fund’s tax positions taken for all open federal and state income tax years, and
has concluded that no provision for income tax is required in the fund’s
financial statements.
4. Distributions:
Distributions to shareholders are recorded on the ex-dividend date.
Distributions are determined on a tax basis at the fiscal year-end and may
differ from net investment income and realized capital gains for financial
reporting purposes.
5. Credit
Facilities and Interfund Lending Program: The fund and certain other funds
managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion
committed credit facility provided by a syndicate of lenders pursuant to a
credit agreement and an uncommitted credit facility provided by Vanguard. Both
facilities may be renewed annually. Each fund is individually liable for its
borrowings, if any, under the credit facilities. Borrowings may be utilized for
temporary or emergency purposes, subject to the fund’s regulatory and
contractual borrowing restrictions. With respect to the committed credit
facility, the participating funds are charged administrative fees and an annual
commitment fee of 0.10% of the undrawn committed amount of the facility; these
fees are allocated to the funds based on a method approved by the fund’s board
of trustees and included in Management and Administrative expenses on the fund’s
Statement of Operations. Any borrowings under either facility bear interest at a
rate based upon the higher of the one-month London Interbank Offered Rate (or an
acceptable alternate rate, if necessary), federal funds effective rate, or
overnight bank funding rate plus an agreed-upon spread, except that borrowings
under the uncommitted credit facility may bear interest based upon an
alternative rate agreed to by the fund and Vanguard.
In
accordance with an exemptive order (the “Order”) from the SEC, the fund may
participate in a joint lending and borrowing program that allows registered
open-end Vanguard funds to borrow money from and lend money to each other for
temporary or emergency purposes (the “Interfund Lending Program”), subject to
compliance with the terms and conditions of the Order, and to the extent
permitted by the fund’s investment objective and investment policies. Interfund
loans and borrowings normally extend overnight, but can have a maximum duration
of seven days. Loans may be called on one business day’s notice. The interest
rate to be charged is governed by the conditions of the Order and internal
procedures adopted by the board of trustees. The board of trustees is
responsible for overseeing the Interfund Lending Program.
For
the six months ended February 28, 2022, the fund did not utilize the credit
facilities or the Interfund Lending Program.
6. Other:
Interest income is accrued daily. Premiums and discounts on debt securities are
amortized and accreted, respectively, to interest income over the lives of the
respective securities, except for premiums on certain callable debt securities
that are amortized to the earliest call date.
Security
transactions are accounted for on the date securities are bought or sold. Costs
used to determine realized gains (losses) on the sale of investment securities
are those of the specific securities sold.
B. In accordance with the terms of a Funds’ Service
Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the
fund investment advisory, corporate management, administrative, marketing, and
distribution services at Vanguard’s cost of operations (as defined by the FSA).
These costs of operations are allocated to the fund based on methods and
guidelines approved by the board of trustees and are generally settled twice a
month.
52
ESG
U.S. Corporate Bond ETF
Upon
the request of Vanguard, the fund may invest up to 0.40% of its net assets as
capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard
capital in the amount of $10,000, representing less than 0.01% of the fund’s net
assets and less than 0.01% of Vanguard’s capital received pursuant to the FSA.
The fund’s trustees and officers are also directors and employees, respectively,
of Vanguard.
C. Various inputs may be used to determine the value of
the fund’s investments and derivatives. These inputs are summarized in three
broad levels for financial statement purposes. The inputs or methodologies used
to value securities are not necessarily an indication of the risk associated
with investing in those securities.
Level
1—Quoted prices in active markets for
identical securities.
Level
2—Other significant observable inputs
(including quoted prices for similar securities, interest rates, prepayment
speeds, credit risk, etc.).
Level
3—Significant unobservable inputs (including
the fund’s own assumptions used to determine the fair value of investments). Any
investments and derivatives valued with significant unobservable inputs are
noted on the Schedule of Investments.
The
following table summarizes the market value of the fund's investments and
derivatives as of February 28, 2022, based on the inputs used to value
them:
| Level
1 ($000) |
Level
2 ($000) |
Level
3 ($000) |
Total ($000) | |
| Investments | ||||
| Assets | ||||
| U.S. Government and Agency Obligations | — | 168 | — | 168 |
| Corporate Bonds | — | 297,076 | — | 297,076 |
| Total | — | 297,244 | — | 297,244 |
| Derivative Financial Instruments | ||||
| Assets | ||||
| Futures Contracts1 | 22 | — | — | 22 |
| Liabilities | ||||
| Futures Contracts1 | 15 | — | — | 15 |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. As of February 28, 2022, gross unrealized
appreciation and depreciation for investments and derivatives based on cost for
U.S. federal income tax purposes were as follows:
| Amount ($000) | |
| Tax Cost | 315,994 |
| Gross Unrealized Appreciation | 46 |
| Gross Unrealized Depreciation | (18,789) |
| Net Unrealized Appreciation (Depreciation) | (18,743) |
The
fund’s tax-basis capital gains and losses are determined only at the end of each
fiscal year. For tax purposes, at August 31, 2021, the fund had available
capital losses totaling $88,000 that may
53
ESG
U.S. Corporate Bond ETF
be
carried forward indefinitely to offset future net capital gains. The fund will
use these capital losses to offset net taxable capital gains, if any, realized
during the year ending August 31, 2022; should the fund realize net capital
losses for the year, the losses will be added to the loss carryforward balance
above.
E. During the six months ended February 28, 2022, the
fund purchased $123,154,000 of investment securities and sold $18,913,000 of
investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $8,931,000
and $8,866,000, respectively. Purchases and sales include $101,492,000 and $0,
respectively, in connection with in-kind purchases and redemptions of the fund’s
capital shares.
The
fund purchased securities from and sold securities to other Vanguard funds or
accounts managed by Vanguard or its affiliates, in accordance with procedures
adopted by the board of trustees in compliance with Rule 17a-7 of the Investment
Company Act of 1940. For the six months ended February 28, 2022, such purchases
were $0 and sales were $21,000, resulting in net realized gain of less than
$1,000; these amounts, other than temporary cash investments, are included in
the purchases and sales of investment securities noted above.
F. Capital shares issued and redeemed
were:
| Six
Months Ended February 28, 2022 |
September
22, 20201
to August 31, 2021 | ||
| Shares (000) |
Shares (000) | ||
| Issued | 1,400 | 2,900 | |
| Issued in Lieu of Cash Distributions | — | — | |
| Redeemed | — | — | |
| Net Increase (Decrease) in Shares Outstanding | 1,400 | 2,900 |
| 1 | Inception. |
G. Market disruptions associated with current
geopolitical events have had a global impact, and uncertainty exists as to their
implications. Such disruptions can adversely affect assets and thus performance
of the fund; at this time, an aggregate effect on assets and performance cannot
be reasonably estimated. Management is continuing to monitor these developments
and evaluate impacts they may have on the fund.
Management
has determined that no other events or transactions occurred subsequent to
February 28, 2022, that would require recognition or disclosure in these
financial statements.
54
