BNY Mellon International Equity ETF NPORTP BNY Mellon Responsible Horizons Corporate Bond ETF (Sep 2024 report)

BNY

Mellon

Responsible

Horizons

Corporate

Bond

ETF

Statement

Investments

September

30,2024

(Unaudited)

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

Agriculture

–

0.2%

Bunge

Ltd.

Finance

Corp.

4.10%

1/07/2028

49,000

48,991

Airlines

–

0.6%

Delta

Air

Lines,

Inc.

SkyMiles

Ltd.

4.75%

10/20/2028

(b)

80,000

79,929

United

Airlines

2024-1

Class

Pass-Through

Trust

Series

5.45%

2/15/2037

51,000

53,274

133,203

Auto

Manufacturers

–

2.1%

Ford

Motor

Co.

3.25%,

2/12/2032

75,000

63,896

6.10%,

8/19/2032

22,000

22,558

General

Motors

Co.

5.95%

4/01/2049

34,000

33,729

General

Motors

Financial

Co.,

Inc.

6.10%

1/07/2034

66,000

68,762

Mercedes-Benz

Finance

North

America

LLC

1.45%

3/02/2026

(b)

150,000

144,377

Stellantis

Finance

U.S.,

Inc.

2.69%

9/15/2031

(b)

200,000

170,657

503,979

Banks

–

22.4%

Bank

America

Corp.

3.82%,

1/20/2028

165,000

163,233

5.20%,

4/25/2029

113,000

116,216

3.19%,

7/23/2030

200,000

189,353

2.57%,

10/20/2032

134,000

117,533

5.29%,

4/25/2034

65,000

67,602

Bank

Nova

Scotia

(The)

4.85%

2/01/2030

108,000

110,553

Canadian

Imperial

Bank

Commerce

5.00%

4/28/2028

100,000

102,465

Citigroup,

Inc.

3.11%,

4/08/2026

125,000

123,791

3.98%,

3/20/2030

195,000

191,028

6.17%,

5/25/2034

54,000

57,640

5.45%,

6/11/2035

55,000

57,390

Citizens

Financial

Group,

Inc.

5.64%

5/21/2037

80,000

79,285

Cooperatieve

Rabobank

1.00%

9/24/2026

(b)

250,000

241,512

Credit

Agricole

6.32%

10/03/2029

(b)

250,000

265,928

Goldman

Sachs

Group,

Inc.

(The)

1.09%,

12/09/2026

150,000

143,929

2.64%,

2/24/2028

60,000

57,680

4.41%,

4/23/2039

220,000

207,509

HSBC

Holdings

PLC

6.33%

3/09/2044

200,000

226,062

Industrial

Bank

Korea

5.38%

10/04/2028

(b)

200,000

209,609

ING

Groep

5.55%

3/19/2035

200,000

209,753

JPMorgan

Chase

Co.

5.01%,

1/23/2030

150,000

153,874

5.77%,

4/22/2035

112,000

120,738

3.88%,

7/24/2038

170,000

155,386

Morgan

Stanley

4.68%,

7/17/2026

130,000

129,849

1.93%,

4/28/2032

250,000

212,180

5.95%,

1/19/2038

38,000

39,850

5.94%,

2/07/2039

80,000

84,026

PNC

Financial

Services

Group,

Inc.

(The)

4.76%,

1/26/2027

115,000

115,440

5.49%,

5/14/2030

125,000

130,652

4.63%,

6/06/2033

95,000

93,701

Statement

Investments

(continued)

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Banks

–

22.4%

(continued)

Royal

Bank

Canada

7.50%

5/02/2084

200,000

214,082

State

Street

Corp.

Series

6.70%

(c)

63,000

65,425

Toronto-Dominion

Bank

(The)

5.26%,

12/11/2026

20,000

20,504

7.25%,

7/31/2084

200,000

208,870

Truist

Financial

Corp.

6.05%,

6/08/2027

14,000

14,371

7.16%,

10/30/2029

66,000

72,357

5.87%,

6/08/2034

10,000

10,635

5.71%,

1/24/2035

19,000

20,023

UBS

Group

6.30%

9/22/2034

(b)

200,000

219,600

Bancorp

6.79%,

10/26/2027

102,000

107,130

5.78%,

6/12/2029

86,000

90,154

5.68%,

1/23/2035

46,000

48,779

Westpac

Banking

Corp.

2.67%

11/15/2035

50,000

43,645

5,309,342

Beverages

–

2.3%

Anheuser-Busch

Cos.

LLC

Anheuser-Busch

InBev

Worldwide,

Inc.

4.90%

2/01/2046

100,000

98,563

Anheuser-Busch

InBev

Worldwide,

Inc.

4.60%,

4/15/2048

15,000

14,270

5.55%,

1/23/2049

50,000

53,937

Coca-Cola

Co.

(The)

4.65%,

8/14/2034

40,000

40,981

3.50%,

5/14/2044

EUR

100,000

109,928

Diageo

Capital

PLC

5.63%

10/05/2033

200,000

215,669

533,348

Biotechnology

–

1.6%

Amgen,

Inc.

1.65%,

8/15/2028

75,000

68,302

5.25%,

3/02/2030

33,000

34,442

5.60%,

3/02/2043

33,000

34,689

4.66%,

6/15/2051

100,000

91,656

4.88%,

3/01/2053

22,000

20,706

5.65%,

3/02/2053

31,000

32,633

Gilead

Sciences,

Inc.

5.55%

10/15/2053

23,000

24,712

Illumina,

Inc.

5.75%

12/13/2027

61,000

63,387

370,527

Building

Materials

–

1.1%

Builders

FirstSource,

Inc.

6.38%,

6/15/2032

(b)

18,000

18,673

6.38%,

3/01/2034

(b)

26,000

27,030

Carrier

Global

Corp.

5.90%

3/15/2034

9,000

9,829

Johnson

Controls

International

PLC

Tyco

Fire

Security

Finance

SCA

4.90%

12/01/2032

94,000

96,030

Trane

Technologies

Financing

Ltd.

5.25%,

3/03/2033

100,000

105,131

5.10%,

6/13/2034

14,000

14,597

271,290

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Chemicals

–

2.7%

Braskem

Netherlands

Finance

4.50%

1/31/2030

(b)

200,000

178,451

Dow

Chemical

Co.

(The)

6.30%

3/15/2033

33,000

36,423

Huntsman

International

LLC

5.70%

10/15/2034

74,000

73,436

LYB

International

Finance

III

LLC

5.50%

3/01/2034

130,000

135,313

Nutrien

Ltd.

4.00%,

12/15/2026

200,000

198,659

4.90%,

3/27/2028

12,000

12,244

634,526

Commercial

Services

–

2.0%

Ashtead

Capital,

Inc.

4.25%

11/01/2029

(b)

200,000

194,701

ERAC

USA

Finance

LLC

3.80%,

11/01/2025

(b)

125,000

124,153

4.90%,

5/01/2033

(b)

77,000

78,533

United

Rentals

North

America,

Inc.

5.25%

1/15/2030

50,000

50,082

Williams

Scotsman,

Inc.

6.63%

6/15/2029

(b)

34,000

35,037

482,506

Computers

–

2.5%

Dell

International

LLC

EMC

Corp.

3.38%,

12/15/2041

80,000

62,897

3.45%,

12/15/2051

26,000

19,075

Hewlett

Packard

Enterprise

Co.

4.55%,

10/15/2029

120,000

119,719

5.00%,

10/15/2034

93,000

92,110

IBM

International

Capital

Pte

Ltd.

4.75%,

2/05/2031

200,000

205,072

5.25%,

2/05/2044

100,000

101,889

600,762

Diversified

Financial

Services

–

4.9%

AerCap

Ireland

Capital

DAC

AerCap

Global

Aviation

Trust

3.85%,

10/29/2041

150,000

125,514

6.95%,

3/10/2055

150,000

155,571

Air

Lease

Corp.

2.10%

9/01/2028

135,000

123,607

Aircastle

Ltd.

Aircastle

Ireland

DAC

5.75%

10/01/2031

(b)

150,000

154,305

BlackRock

Funding,

Inc.

5.35%

1/08/2055

36,000

37,926

Capital

One

Financial

Corp.

2.36%

7/29/2032

79,000

64,748

Discover

Financial

Services

6.70%

11/29/2032

(d)

61,000

67,055

Intercontinental

Exchange,

Inc.

4.60%,

3/15/2033

80,000

80,779

4.95%,

6/15/2052

(d)

24,000

23,914

LSEGA

Financing

PLC

1.38%

4/06/2026

(b)

200,000

191,594

Mastercard,

Inc.

4.35%

1/15/2032

108,000

108,564

NASDAQ,

Inc.

5.95%

8/15/2053

27,000

29,410

1,162,987

Electric

–

8.4%

Avangrid,

Inc.

3.20%

4/15/2025

130,000

128,695

Commonwealth

Edison

Co.

5.65%

6/01/2054

175,000

188,360

Consolidated

Edison

Co.

New

York,

Inc.

Series

05-A,

5.30%,

3/01/2035

135,000

141,605

Series

4.13%,

5/15/2049

100,000

85,199

Constellation

Energy

Generation

LLC

6.50%,

10/01/2053

70,000

81,026

5.75%,

3/15/2054

17,000

18,003

Statement

Investments

(continued)

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Electric

–

8.4%

(continued)

Electricite

France

9.13%

(b)(c)

200,000

228,159

ENEL

Finance

America

LLC

7.10%

10/14/2027

(b)

200,000

214,918

ENEL

Finance

International

5.00%

6/15/2032

(b)

200,000

202,382

Eversource

Energy

Series

1.65%,

8/15/2030

110,000

94,080

5.50%,

1/01/2034

26,000

27,005

Exelon

Corp.

4.05%

4/15/2030

120,000

118,205

New

England

Power

Co.

5.94%

11/25/2052

(b)

71,000

76,410

New

York

State

Electric

Gas

Corp.

5.85%

8/15/2033

(b)

95,000

100,825

Public

Service

Electric

Gas

Co.

4.65%,

3/15/2033

80,000

81,181

5.13%,

3/15/2053

44,000

44,865

5.45%,

8/01/2053

125,000

132,829

Public

Service

Enterprise

Group,

Inc.

6.13%

10/15/2033

32,000

34,881

1,998,628

Entertainment

–

0.5%

WarnerMedia

Holdings,

Inc.

4.05%,

3/15/2029

100,000

94,764

5.39%,

3/15/2062

24,000

18,404

113,168

Food

–

2.3%

Bimbo

Bakeries

USA,

Inc.

5.38%

1/09/2036

(b)

200,000

205,940

General

Mills,

Inc.

4.95%

3/29/2033

134,000

137,498

J.M.

Smucker

Co.

(The)

5.90%,

11/15/2028

30,000

31,963

4.25%,

3/15/2035

50,000

47,957

6.50%,

11/15/2043

18,000

20,340

6.50%,

11/15/2053

17,000

19,696

Kroger

Co.

(The)

5.00%,

9/15/2034

41,000

41,358

5.50%,

9/15/2054

22,000

22,157

Foods,

Inc.

6.88%

9/15/2028

(b)

24,000

25,045

551,954

Forest

Products

Paper

–

0.2%

Suzano

Austria

GmbH

3.75%

1/15/2031

59,000

54,406

Gas

–

0.9%

Atmos

Energy

Corp.

5.50%

6/15/2041

55,000

57,748

Boston

Gas

Co.

6.12%

7/20/2053

(b)

150,000

159,339

217,087

Healthcare-Products

–

1.4%

Alcon

Finance

Corp.

5.38%

12/06/2032

(b)

200,000

209,213

Thermo

Fisher

Scientific,

Inc.

1.50%

10/01/2039

EUR

100,000

85,365

Zimmer

Biomet

Holdings,

Inc.

5.35%

12/01/2028

28,000

29,070

323,648

Healthcare-Services

–

1.7%

Cigna

Group

(The)

5.60%

2/15/2054

26,000

26,868

HCA,

Inc.

5.25%,

6/15/2026

150,000

151,161

5.45%,

4/01/2031

40,000

41,689

4.63%,

3/15/2052

55,000

47,778

UnitedHealth

Group,

Inc.

3.05%,

5/15/2041

50,000

39,496

5.88%,

2/15/2053

25,000

27,702

4.95%,

5/15/2062

29,000

28,074

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Healthcare-Services

–

1.7%

(continued)

UnitedHealth

Group,

Inc.

(continued)

6.05%,

2/15/2063

42,000

47,594

410,362

Home

Builders

–

0.5%

Horton,

Inc.

5.00%

10/15/2034

92,000

93,325

Home

4.00%

6/15/2031

28,000

25,924

119,249

Insurance

–

3.8%

Allianz

6.35%

9/06/2053

(b)

200,000

218,049

Allstate

Corp.

(The)

3.85%

8/10/2049

50,000

41,055

Corebridge

Financial,

Inc.

5.75%

1/15/2034

34,000

35,860

Corebridge

Global

Funding

5.20%

1/12/2029

(b)

115,000

118,223

Liberty

Mutual

Group,

Inc.

4.30%

2/01/2061

(b)

54,000

36,331

Lincoln

National

Corp.

5.85%

3/15/2034

52,000

54,773

Marsh

McLennan

Cos.,

Inc.

5.45%

3/15/2053

85,000

88,540

MetLife,

Inc.

6.40%,

12/15/2036

100,000

106,231

5.00%,

7/15/2052

8,000

7,928

Metropolitan

Life

Global

Funding

1.55%

1/07/2031

(b)

150,000

126,123

Group

Ltd.

5.25%

12/15/2043

75,000

74,221

907,334

Leisure

Time

–

0.1%

Royal

Caribbean

Cruises

Ltd.

6.25%

3/15/2032

(b)

28,000

29,063

Machinery-Diversified

–

0.3%

AGCO

Corp.

5.80%

3/21/2034

78,000

81,600

Media

–

1.9%

Charter

Communications

Operating

LLC

Charter

Communications

Operating

Capital

Corp.

6.48%,

10/23/2045

60,000

57,914

5.25%,

4/01/2053

74,000

60,509

4.40%,

12/01/2061

50,000

34,036

Comcast

Corp.

4.65%,

2/15/2033

100,000

101,466

2.94%,

11/01/2056

150,000

98,126

Paramount

Global

6.38%

3/30/2062

40,000

37,031

Walt

Disney

Co.

(The)

3.50%

5/13/2040

68,000

57,947

447,029

Mining

–

0.1%

Newmont

Corp.

Newcrest

Finance

Pty

Ltd.

5.35%

3/15/2034

32,000

33,551

Oil

Gas

–

2.5%

AKER

ASA

3.10%

7/15/2031

(b)

200,000

178,331

Capital

Markets

America,

Inc.

3.00%

2/24/2050

65,000

45,065

ENI

SpA

5.95%

5/15/2054

(b)

200,000

206,122

Parkland

Corp.

4.50%

10/01/2029

(b)

50,000

47,373

TotalEnergies

Capital

International

3.13%

5/29/2050

90,000

65,232

TotalEnergies

Capital

4.72%,

9/10/2034

34,000

34,184

5.49%,

4/05/2054

21,000

21,718

598,025

Oil

Gas

Services

–

1.1%

Schlumberger

Holdings

Corp.

4.30%,

5/01/2029

(b)

200,000

200,144

5.00%,

11/15/2029

(b)

49,000

50,604

Statement

Investments

(continued)

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Oil

Gas

Services

–

1.1%

(continued)

Schlumberger

Holdings

Corp.

(continued)

250,748

Packaging

Containers

–

2.2%

Ball

Corp.

6.00%

6/15/2029

45,000

46,627

Berry

Global,

Inc.

5.50%

4/15/2028

200,000

205,053

Sealed

Air

Corp.

6.50%

7/15/2032

(b)

33,000

34,114

Smurfit

Kappa

Treasury

ULC

5.44%

4/03/2034

(b)

200,000

208,690

Sonoco

Products

Co.

4.45%

9/01/2026

22,000

22,016

516,500

Pharmaceuticals

–

5.1%

AbbVie,

Inc.

4.95%,

3/15/2031

15,000

15,601

4.05%,

11/21/2039

100,000

92,422

AstraZeneca

Finance

LLC

2.25%

5/28/2031

150,000

133,082

Bristol-Myers

Squibb

Co.

5.10%,

2/22/2031

70,000

73,317

4.25%,

10/26/2049

35,000

30,758

6.25%,

11/15/2053

22,000

25,503

5.55%,

2/22/2054

7,000

7,421

6.40%,

11/15/2063

14,000

16,480

Eli

Lilly

Co.

4.70%

2/27/2033

45,000

46,310

Novartis

Capital

Corp.

4.70%

9/18/2054

17,000

16,652

Pfizer

Investment

Enterprises

Pte

Ltd.

5.11%,

5/19/2043

57,000

58,074

5.30%,

5/19/2053

86,000

89,050

5.34%,

5/19/2063

87,000

89,446

Pfizer,

Inc.

2.63%

4/01/2030

120,000

111,353

Takeda

Pharmaceutical

Co.

Ltd.

5.00%,

11/26/2028

200,000

205,107

5.30%,

7/05/2034

200,000

208,803

1,219,379

Pipelines

–

1.3%

Enbridge,

Inc.

6.20%,

11/15/2030

26,000

28,323

5.50%,

7/15/2077

60,000

58,456

Galaxy

Pipeline

Assets

Bidco

Ltd.

2.16%

3/31/2034

(b)

154,858

137,472

Williams

Cos.,

Inc.

(The)

5.75%

6/24/2044

80,000

82,368

306,619

Real

Estate

–

6.1%

Agree

2.90%,

10/01/2030

150,000

136,192

5.63%,

6/15/2034

10,000

10,466

Alexandria

Real

Estate

Equities,

Inc.

1.88%

2/01/2033

167,000

134,252

American

Homes

Rent

5.50%,

2/01/2034

175,000

180,827

4.30%,

4/15/2052

34,000

28,160

Boston

Properties

2.75%

10/01/2026

100,000

96,420

Crown

Castle,

Inc.

3.80%,

2/15/2028

100,000

98,179

4.90%,

9/01/2029

120,000

122,025

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Real

Estate

–

6.1%

(continued)

Equinix,

Inc.

1.00%

9/15/2025

100,000

96,570

ERP

Operating

4.15%

12/01/2028

100,000

99,836

Kite

Realty

Group

5.50%

3/01/2034

10,000

10,309

Kite

Realty

Group

Trust

4.00%

3/15/2025

50,000

49,736

Park

Intermediate

Holdings

LLC

Domestic

Property

LLC

Finance

Co.-Issuer

7.00%

2/01/2030

(b)

28,000

29,130

Phillips

Edison

Grocery

Center

Operating

Partnership

5.75%,

7/15/2034

12,000

12,540

4.95%,

1/15/2035

26,000

25,558

ProLogis

Euro

Finance

LLC

1.50%

9/10/2049

EUR

100,000

67,842

Regency

Centers

5.25%

1/15/2034

36,000

37,185

Rexford

Industrial

Realty

5.00%

6/15/2028

126,000

128,081

Ventas

Realty

5.63%

7/01/2034

84,000

88,442

1,451,750

Retail

–

2.7%

7-Eleven,

Inc.

2.50%

2/10/2041

(b)

100,000

70,167

AutoZone,

Inc.

4.50%

2/01/2028

98,000

98,905

Group

Automotive,

Inc.

6.38%

1/15/2030

(b)

8,000

8,147

Home

Depot,

Inc.

(The)

5.30%,

6/25/2054

24,000

25,242

3.50%,

9/15/2056

150,000

115,547

Lowe's

Cos.,

Inc.

2.80%,

9/15/2041

100,000

73,472

4.25%,

4/01/2052

6,000

5,085

5.63%,

4/15/2053

47,000

48,962

4.45%,

4/01/2062

37,000

31,373

Macy's

Retail

Holdings

LLC

5.88%

3/15/2030

(b)

31,000

30,428

McDonald's

Corp.

4.88%

12/09/2045

54,000

52,481

Starbucks

Corp.

5.00%

2/15/2034

78,000

80,341

640,150

Semiconductors

–

2.1%

Advanced

Micro

Devices,

Inc.

4.39%

6/01/2052

46,000

42,866

Broadcom,

Inc.

4.35%

2/15/2030

115,000

114,807

Intel

Corp.

5.20%,

2/10/2033

37,000

37,504

5.63%,

2/10/2043

30,000

29,837

5.70%,

2/10/2053

31,000

30,562

Micron

Technology,

Inc.

2.70%

4/15/2032

134,000

117,101

NXP

Funding

LLC

NXP

USA,

Inc.

3.25%

5/11/2041

120,000

93,708

Texas

Instruments,

Inc.

5.05%

5/18/2063

31,000

31,133

497,518

Software

–

2.3%

Fidelity

National

Information

Services,

Inc.

1.15%

3/01/2026

130,000

124,310

Fiserv,

Inc.

5.45%

3/15/2034

115,000

120,258

Microsoft

Corp.

2.68%

6/01/2060

100,000

65,973

Oracle

Corp.

4.65%,

5/06/2030

49,000

49,991

3.65%,

3/25/2041

100,000

82,727

4.00%,

7/15/2046

50,000

41,505

5.50%,

9/27/2064

71,000

70,784

555,548

Telecommunications

–

3.6%

AT&T,

Inc.

2.55%,

12/01/2033

200,000

168,671

3.50%,

6/01/2041

100,000

81,889

3.55%,

9/15/2055

50,000

36,604

Statement

Investments

(continued)

Description

Principal

Amount

($)

(a)

Value

($)

Corporate

Bonds

–

95.9%

(continued)

Telecommunications

–

3.6%

(continued)

Rogers

Communications,

Inc.

4.50%,

3/15/2042

80,000

71,932

4.55%,

3/15/2052

62,000

53,737

T-Mobile

USA,

Inc.

3.50%,

4/15/2031

150,000

141,295

3.30%,

2/15/2051

75,000

54,489

Verizon

Communications,

Inc.

1.50%,

9/18/2030

100,000

85,826

2.85%,

9/03/2041

60,000

45,155

3.88%,

3/01/2052

100,000

82,042

5.50%,

2/23/2054

34,000

35,669

857,309

Transportation

–

1.7%

Canadian

National

Railway

Co.

4.40%

8/05/2052

23,000

21,265

Canadian

Pacific

Railway

Co.

1.75%

12/02/2026

50,000

47,589

CSX

Corp.

3.95%

5/01/2050

90,000

76,305

FedEx

Corp.

4.75%

11/15/2045

84,000

77,247

Ryder

System,

Inc.

5.65%

3/01/2028

80,000

83,405

Union

Pacific

Corp.

4.95%

9/09/2052

58,000

58,128

XPO,

Inc.

6.25%

6/01/2028

(b)

30,000

30,739

394,678

Trucking

Leasing

–

0.7%

Penske

Truck

Leasing

Co.

PTL

Finance

Corp.

5.55%

5/01/2028

(b)

150,000

155,219

Total

Corporate

Bonds

(cost

$22,796,170)

22,781,983

Principal

Amount

($)

Foreign

Governmental

–

0.9%

Chile

Government

International

Bond

4.85%,

1/22/2029

200,000

204,670

Total

Foreign

Governmental

(cost

$199,830)

204,670

Municipal

Securities

–

0.0%

California

Health

Facilities

Financing

Authority,

Series

2022,

4.35%,

6/01/2041

10,000

9,501

Total

Municipal

Securities

(cost

$10,000)

9,501

U.S.

Treasury

Government

Securities

–

1.5%

U.S.

Treasury

Bonds

4.50%,

2/15/2044

210,000

219,187

4.25%,

2/15/2054

49,000

49,949

4.63%,

5/15/2054

32,000

34,718

U.S.

Treasury

Note

3.88%,

8/15/2034

44,000

44,313

Total

U.S.

Treasury

Government

Securities

(cost

$340,934)

348,167

Investment

Companies

–

0.6%

Registered

Investment

Companies

–

0.6%

Dreyfus

Institutional

Preferred

Government

Money

Market

Fund,

Institutional

Shares,

4.90%

(e)(f)

(cost

$144,548)

144,548

Total

Investments

(cost

$23,491,482)

98.9%

23,488,869

Cash

and

Receivables

(Net)

1.1%

254,026

Net

Assets

100.0%

23,742,895

EUR—Euro

RB—Revenue

Bond

See

Notes

Statement

Investments

(a)

Amounts

stated

U.S.

Dollar

unless

otherwise

noted

above.

(b)

Security

exempt

from

registration

pursuant

Rule

144A

under

the

Securities

Act

1933.

These

securities

may

resold

transactions

exempt

from

registration,

normally

qualified

institutional

buyers.

September

30,

2024,

these

securities

were

valued

$5,670,789

23.88%

net

assets.

(c)

Perpetual

bond

with

specified

maturity

date.

(d)

Security,

portion

thereof,

loan.

September

30,

2024,

the

value

the

fund’s

securities

loan

was

$90,969

and

the

value

the

collateral

was

$98,336,

consisting

U.S.

Government

Agency

securities.

addition,

the

value

collateral

may

include

pending

sales

that

are

also

loan.

(e)

Investment

affiliated

issuer.

The

investment

objective

this

investment

company

publicly

available

and

can

found

within

the

investment

company’s

prospectus.

(f)

The

rate

shown

the

1-day

yield

September

30,

2024.

Futures

Description

Number

Contracts

Expiration

Notional

Value

($)

Market

Value

($)

Unrealized

Appreciation

(Depreciation)

($)

Futures

Long

U.S.

Treasury

Long

Bonds

12/19/2024

1,368,236

1,366,063

(2,173)

U.S.

Treasury

Year

Notes

12/31/2024

2,283,549

2,290,664

7,115

U.S.

Treasury

Year

Notes

12/19/2024

113,889

114,281

392

Futures

Short

U.S.

Treasury

Ultra

Bonds

12/19/2024

134,123

133,094

1,029

Euro-Buxl

12/6/2024

445,338

450,559

(5,221)

U.S.

Treasury

Year

Ultra

Notes

12/19/2024

2,605,461

2,602,531

2,930

Gross

Unrealized

Appreciation

11,467

Gross

Unrealized

Depreciation

(7,395)

Notional

amounts

foreign

currency

have

been

converted

USD

using

relevant

foreign

exchange

rates.

Forward

Foreign

Currency

Exchange

Contracts

Counterparty

Purchased

Currency

Purchased

Currency

Amounts

Currency

Sold

Currency

Amounts

Settlement

Date

Unrealized

Appreciation

(Depreciation)

($)

Goldman

Sachs

Co.

United

States

Dollar

312,378

Euro

301,011

10/4/2024

(4,730)

United

States

Dollar

146,766

Euro

134,000

10/16/2024

(2,506)

United

States

Dollar

110,135

Euro

99,000

10/24/2024

(188)

United

States

Dollar

21,192

Euro

19,000

11/7/2024

United

States

Dollar

159,280

Euro

142,000

11/15/2024

906

Gross

Unrealized

Appreciation

912

Gross

Unrealized

Depreciation

(7,423)

NOTES

STATEMENT

INVESTMENTS

(Unaudited)

The

Financial

Accounting

Standards

Board

(“FASB”)

Accounting

Standards

Codification

(“ASC”)

the

exclusive

reference

authoritative

U.S.

generally

accepted

accounting

principles

(“GAAP”)

recognized

the

FASB

applied

nongovernmental

entities.

Rules

and

interpretive

releases

the

Securities

and

Exchange

Commission

(“SEC”)

under

authority

federal

laws

are

also

sources

authoritative

GAAP

for

SEC

registrants. BNY

Mellon

Responsible

Horizons

Corporate

Bond

ETF (the

“fund”)

is an

investment

company

and

applies

the

accounting

and

reporting

guidance

the

FASB

ASC

Topic

946

Financial

Services-Investment

Companies. The

fund’s

financial

statements

are

prepared

accordance

with

GAAP,

which

may

require

the

use

management

estimates

and

assumptions.

Actual

results

could

differ

from

those

estimates.

(a)

Portfolio

valuation:

The

fair

value

financial

instrument

the

amount

that

would

received

sell

asset

paid

transfer

liability

orderly

transaction

between

market

participants

the

measurement

date

(i.e.,

the

exit

price).

GAAP

establishes

fair

value

hierarchy

that

prioritizes

the

inputs

valuation

techniques

used

measure

fair

value.

This

hierarchy

gives

the

highest

priority

unadjusted

quoted

prices

active

markets

for

identical

assets

liabilities

(Level

measurements)

and

the

lowest

priority

unobservable

inputs

(Level

measurements).

Additionally,

GAAP

provides

guidance

determining

whether

the

volume

and

activity

market

has

decreased

significantly

and

whether

such

decrease

activity

results

transactions

that

are

not

orderly.

GAAP

requires

enhanced

disclosures

around

valuation

inputs

and

techniques

used

during

annual

and

interim

periods.

Various

inputs

are

used

determining

the

value

the

fund’s

investments

relating

fair

value

measurements.

These

inputs

are

summarized

the

three

broad

levels

listed

below:

Level

—

unadjusted

quoted

prices

active

markets

for

identical

investments.

Level

—

other

significant

observable

inputs

(including

quoted

prices

for

similar investments,

interest

rates,

prepayment

speeds,

credit

risk,

etc.).

Level

—

significant

unobservable

inputs

(including

the

fund’s

own

assumptions

determining

the

fair

value

investments).

The

inputs

methodology

used

for

valuing

securities

are

not

necessarily

indication

the

risk

associated

with

investing

those

securities.

Changes

valuation

techniques

may

result

transfers

out

assigned

level

within

the

disclosure

hierarchy.

Valuation

techniques

used

value

the

fund’s

investments

are

follows:

Registered

investment

companies

that

are

not

traded

exchange

are

valued

their

net

asset

value

and

are

generally

categorized

within

Level 1

the

fair

value

hierarchy.

BNY

Mellon

ETF

Trust’s

(the

“Trust”) Board

Trustees

(the

“Board”)

has

designated

the

Adviser

the

fund’s

valuation

designee

make

all

fair

value

determinations

with

respect

the

fund’s

portfolio

investments,

subject

the

Board’s

oversight

and

pursuant

Rule

2a-5

under

the

Act.

Investments

debt

securities

excluding

short-term

investments

(other

than

U.S.

Treasury

Bills),

futures

and

forward

foreign

currency

exchange

contracts

(“forward

contracts”)

are

valued

each

business

day

one

independent

pricing

services

(each,

“Service”)

approved

by the Board.

Investments

for

which

quoted

bid

prices

are

readily

available

and

are

representative

the

bid

side

the

market

the

judgment

Service

are

valued

the

mean

between

the

quoted

bid

prices

(as

obtained

Service

from

dealers

such

securities)

and

asked

prices

(as

calculated

Service

based

upon

its

evaluation

the

market

for

such

securities).

Securities

are

valued

determined

Service,

based

methods

which

include

consideration

the

following:

yields

prices

securities

comparable

quality,

coupon,

maturity

and

type;

indications

values

from

dealers;

and

general

market

conditions.

Each

Service

and

independent

valuation

firm

engaged

under

the

general

oversight

the

Board.

Overnight

and

certain

other

short-term

debt

instruments

(excluding

U.S.

Treasury

Bills)

will

valued

the

amortized

cost

method,

which

approximates

value,

unless

Service

provides

valuation

for

such

security

or,

the

opinion

the

Board

committee

other

persons

designated

the

Board,

the

amortized

cost

method

would

not

represent

fair

value. These

securities

are

generally

categorized

within

Level

the

fair

value

hierarchy.

When

market

quotations

official

closing

prices

are

not

readily

available,

are

determined

not

reflect

fair

value

accurately,

they are

valued

fair

value

determined

good

faith

based

procedures

approved

the

Board.

Fair

value

investments

may

determined

valuation

designee

using

such

information

deems

appropriate

under

the

circumstances.

Certain

factors

may

considered

when

fair

valuing

investments

such

as:

fundamental

analytical

data,

the

nature

and

duration

restrictions

disposition,

evaluation

the

forces

that

influence

the

market

which

the

securities

are

purchased

and

sold,

and

public

trading

similar

securities

the

issuer

comparable

issuers.

These

securities

are

either

categorized

within

Level

the

fair

value

hierarchy

depending

the

relevant

inputs

used.

For

securities

where

observable

inputs

are

limited,

assumptions

about

market

activity

and

risk

are

used

and

are

generally

categorized

within

Level

the

fair

value

hierarchy.

Futures,

which

are

traded

exchange,

are

valued

the

last

sales

price

securities

exchange

which

such

contracts

are

primarily

traded

the

last

sales

price

the

exchange

each

business

day

and

are

generally

categorized

within

Level

the

fair

value

hierarchy.

Forward

contracts

are

valued

the

forward

rate

and

are

generally

categorized

within

Level

the

fair

value

hierarchy.

The

table

below

summarizes

the

inputs

used

of September

30,

2024

valuing

the

fund’s

investments:

Fair

Value

Measurements

Pursuant

securities

lending

agreement

with

BNY

Mellon,

the

fund

may

lend

securities

qualified

institutions.

the

fund’s

policy

that,

origination,

all

loans

are

secured

collateral

least

102%

the

value

U.S.

securities

loaned

and

105%

the

value

foreign

securities

loaned.

Collateral

equivalent

least

100%

the

market

value

securities

loan

maintained

all

times.

Collateral

either

the

form

cash,

which

can

invested

certain

money

market

mutual

funds

managed

the

Adviser,

U.S.

Government

and

Agency

securities.

The

fund is

entitled

receive

all

dividends,

interest

and

distributions

securities

loaned,

addition

income

earned

result

the

lending

transaction.

Should

borrower

fail

return

the

securities

timely

manner,

The

Bank

New

York

Mellon

required

replace

the

securities

for

the

benefit

the

fund

credit

the

fund

with

the

market

value

the

unreturned

securities

and

subrogated

the

fund’s

rights

against

the

borrower

and

the

collateral.

Additionally,

the

contractual

maturity

security

lending

transactions

are

overnight

and

continuous

basis.

Derivatives:

derivative

financial

instrument

whose

performance

derived

from

the

performance

another

asset.

The

fund

enters

into

International

Swaps

and

Derivatives

Association,

Inc.

Master

Agreements

similar

agreements

(collectively,

“Master

Agreements”)

with

its

over-the-counter

(“OTC”)

derivative

contract

counterparties

order

to,

among

other

things,

reduce

its

credit

risk

counterparties.

Master

Agreements

include

provisions

for

general

obligations,

representations,

collateral

and

events

default

termination.

Under

Master

Agreement,

the

fund

may

offset

with

the

counterparty

certain

derivative

financial

instruments’

payables

and/or

receivables

with

collateral

held

and/or

posted

and

create

one

single

net

payment

the

event

default

termination.

Rule

18f-4

under

the

Act

regulates

the

use

derivative

transactions

for

certain

funds

registered

under

the

Act.

The

fund’s

derivative

transactions

are

subject

value-at-

risk

leverage

limit

and

certain

reporting

and

other

requirements

pursuant

derivatives

risk

management

program

adopted

the

fund.

Each

type

derivative

instrument

that

was

held

the

fund

during

the period

ended

September

30,

2024

discussed

below.

Futures:

the

normal

course

pursuing

its

investment

objective,

exposed

market

risk,

including

interest

risk,

result

changes

value

underlying

financial

instruments.

The

fund

invests

futures

order

manage

the

exposure

protect

against

changes

the

market.

futures

contract

represents

commitment

for

the

future

purchase

sale

asset

specified

date.

Upon

entering

into

such

contracts,

these

investments

require

initial

margin

deposits

with

counterparty,

which

consist

cash

equivalents.

The

amount

these

deposits

determined

the

exchange

Board

Trade

which

the

contract

traded

and

subject

change.

Accordingly,

variation

margin

payments

are

received

made

reflect

daily

unrealized

gains

losses

When

the

contracts

are

closed,

the

fund

recognizes

realized

gain

loss

There

minimal

counterparty

credit

risk

the

fund

with

futures

since

they

are

exchange

traded,

and

the

exchange

guarantees

the

futures

against

default.

Futures

open

at September

30,

2024,

are

set

forth

the

Statement

Investments.

Level

Unadjusted

Quoted

Prices

Level

Other

Significant

Observable

Inputs

Level

Significant

Unobservable

Inputs

Total

Assets

($)

Investments

Securities:

†

Corporate

Bonds

—

22,781,983

—

22,781,983

Foreign

Governmental

—

204,670

—

204,670

Municipal

Securities

—

9,501

—

9,501

U.S.

Treasury

Government

Securities

—

348,167

—

348,167

Investment

Companies

144,548

—

144,548

Other

Financial

Instruments:

Futures

††

11,467

—

11,467

Forward

Foreign

Currency

Exchange

Contracts

††

—

912

—

912

Liabilities

($)

Other

Financial

Instruments:

Futures

††

(7,395)

—

(7,395)

Forward

Foreign

Currency

Exchange

Contracts

††

—

(7,423)

—

(7,423)

†

See

Statement

Investments

for

additional

detailed

categorizations,

any.

††

Amount

shown

represents

unrealized

appreciation

(depreciation)

period

end.

NOTES

STATEMENT

INVESTMENTS

(Unaudited)

(continued)

Forward

Foreign

Currency

Exchange

Contracts:

fund

enters

into

forward

contracts

order

hedge

its

exposure

changes

foreign

currency

exchange

rates

its

foreign

portfolio

holdings,

settle

foreign

currency

transactions

part

its

investment

strategy.

When

executing

forward

contracts,

the

fund

obligated

buy

sell

foreign

currency

specified

rate

certain

date

the

future.

With

respect

sales

forward

contracts,

the

fund

incurs

loss

the

value

the

contract

increases

between

the

date

the

forward

contract

opened

and

the

date

the

forward

contract

closed.

The

fund

realizes

gain

the

value

the

contract

decreases

between

those

dates.

With

respect

purchases

forward

contracts,

the

fund

incurs

loss

the

value

the

contract

decreases

between

the

date

the

forward

contract

opened

and

the

date

the

forward

contract

closed.

The

fund

realizes

gain

the

value

the

contract

increases

between

those

dates.

Any

realized

unrealized

gains

losses

which

occurred

during

the

period

are

reflected

the

Statement

Operations.

The

fund

exposed

foreign

currency

risk

result

changes

value

underlying

financial

instruments.

The

fund

also

exposed

credit

risk

associated

with

counterparty

nonperformance

these

forward

contracts,

which

generally

limited

the

unrealized

gain

each

open

contract.

This

risk

may

mitigated

Master

Agreements,

any,

between

the

fund

and

the

counterparty

and

the

posting

collateral,

any,

the

counterparty

the

fund

cover

the

fund’s

exposure

the

counterparty.

Forward

contracts

open

at September

30,

2024

are

set

forth

the

Statement

Investments.

Additional

investment

disclosures

are

hereby

incorporated

reference

the

annual

and

semi-annual

reports

previously

filed

with

the

SEC

Form

N-CSR.

At September

30,

2024,

accumulated

net

unrealized

depreciation on

investments

was

$5,052,

consisting

gross

appreciation

$638,865

and

gross

depreciation

$643,917.

September

30,

2024,

the

cost

investments

for

federal

income

tax

purposes

was

substantially

the

same

the

cost

for

financial

reporting

purposes

(see

the

Statement

Investments).

BNY Mellon International Equity ETF (BKIE) NPORT-PBNY Mellon Responsible Horizons Corporate Bond ETF (Sep 2024 report)