# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041716
**Filing Date:** 2026-4
**Character Count:** 25989
**Document Hash:** eda3389260030e33cd338c50bbfb1161
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041716.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041716

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO ETF Trust
- **CENTRAL INDEX KEY:** 0001981627

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0229

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23895
- **FILM NUMBER:** 26911175

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 212-309-6231

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 2023 ETF Series Trust II
- **DATE OF NAME CHANGE:** 20230614

## Series and Classes Contracts Data

### GMO Ultra-Short Income ETF (Series ID: S000094783)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000263323 | GMO Ultra-Short Income ETF | GMOC            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GMO ETF Trust

- **b. Investment Company Act file number:** 811-23895

- **c. CIK number of Registrant:** 0001981627

- **d. LEI of Registrant:** 5299001GULBDPKO8HM33

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

**Item A.2. Information about the Series.**

- **a. Name of Series:** GMO Ultra-Short Income ETF

- **b. EDGAR series identifier (if any):** S000094783

- **c. LEI of Series:** 254900030N0272VXDN66

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $13234130.42

**Total Liabilities:** $52388.95

**Net Assets:** $13181741.47

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -122.43000000 | **1-Year:** -471.19000000 | **5-Year:** -51.38000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -9.73000000 | **1-Year:** -52.84000000 | **5-Year:** -5.29000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263323 | 0.39%                | 0.37%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.09                    | $192.82                                    |
| Month 2  | $-399.43                 | $1413.24                                   |
| Month 3  | $24.71                   | $3157.22                                   |

### Schedule of Portfolio Investments

| Name                             | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Symphony CLO Ltd                 | Symphony CLO XX Ltd                                   | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    105736 | PA      | $106013.30    | 0.80%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 40 Senior Loan Fund                            | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    370134 | PA      | $370497.77    | 2.81%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD              | Sound Point CLO IX Ltd                                | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |    201906 | PA      | $202020.11    | 1.53%             | 2032-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                 | Trinitas CLO XII Ltd                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    178025 | PA      | $178129.12    | 1.35%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 55 CLO Ltd                                     | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    177485 | PA      | $177744.72    | 1.35%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                   | CarVal CLO III Ltd                                    | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    211047 | PA      | $211130.57    | 1.60%             | 2032-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                       | Apidos CLO XXX                                        | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |     29903 | PA      | $29912.30     | 0.23%             | 2031-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd            | Black Diamond CLO 2016-1 Ltd                          | CUSIP: 09203WAN5<br>LEI: 549300K8V8PYC7UZSI28 | Long             | ABS-CBDO         | CORP              | KY        |     81198 | PA      | $81280.65     | 0.62%             | 2031-04-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                 | California Street CLO IX LP                           | CUSIP: 13079WDC9<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    100664 | PA      | $100804.23    | 0.76%             | 2032-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                         | OZLM XXIV Ltd                                         | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     41345 | PA      | $41355.31     | 0.31%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd           | Regatta XX Funding Ltd                                | CUSIP: 75884YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    346286 | PA      | $346282.60    | 2.63%             | 2038-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership              | LCM 31 Ltd                                            | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150091.80    | 1.14%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                | Mountain View CLO 2016-1 LLC                          | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    191401 | PA      | $191401.21    | 1.45%             | 2033-04-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    647000 | PA      | $648693.32    | 4.92%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                 | Greywolf CLO III Ltd                                  | CUSIP: 39809CAY0<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |    163913 | PA      | $164091.16    | 1.24%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors     | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    106059 | NS      | $106058.62    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD              | Sound Point CLO V-R LTD                               | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |    267617 | PA      | $267890.49    | 2.03%             | 2031-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                  | Venture 32 CLO Ltd                                    | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     80265 | PA      | $80412.49     | 0.61%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $56172.81     | 0.43%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| 37 Capital CLO Ltd               | 37 Capital CLO 3 Ltd                                  | CUSIP: 88429RAL2<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200012.60    | 1.52%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                 | TCI-Symphony CLO 2017-1 Ltd                           | CUSIP: 87232BAF9<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |     49751 | PA      | $49774.39     | 0.38%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                | Elmwood CLO X Ltd                                     | CUSIP: 29002VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550375 | PA      | $550356.29    | 4.18%             | 2038-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                         | OZLM XV Ltd                                           | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    161586 | PA      | $161661.13    | 1.23%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd           | Rockford Tower CLO 2018-2 Ltd                         | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    290664 | PA      | $290867.52    | 2.21%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd           | Rockford Tower CLO 2019-2 Ltd                         | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    434678 | PA      | $435367.80    | 3.30%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd           | Northwoods Capital XIV-B Ltd                          | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    403790 | PA      | $404813.22    | 3.07%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited | Bain Capital Credit CLO 2019-2                        | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    206984 | PA      | $207112.81    | 1.57%             | 2032-10-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                   | Romark CLO II Ltd                                     | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54894 | PA      | $54894.04     | 0.42%             | 2031-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Inflation-Indexed Notes                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17440 | PA      | $17391.85     | 0.13%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                 | TCI-Symphony CLO 2016-1 Ltd                           | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |     19518 | PA      | $19539.38     | 0.15%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2025-1 Ltd                                   | CUSIP: 92945JAA1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    208333 | PA      | $208330.62    | 1.58%             | 2038-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    664000 | PA      | $653308.56    | 4.96%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd         | Madison Park Funding XIV Ltd                          | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |    220938 | PA      | $221121.80    | 1.68%             | 2030-10-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                  | Venture XIX CLO Ltd                                   | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    747365 | PA      | $748000.54    | 5.67%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 54 Senior Loan Fund                            | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     25081 | PA      | $25085.60     | 0.19%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited      | Fortress Credit Bsl X Ltd                             | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     71119 | PA      | $71124.17     | 0.54%             | 2033-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                  | Venture 38 CLO Ltd                                    | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |     98305 | PA      | $98359.42     | 0.75%             | 2032-07-30      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2019-2 Ltd                                   | CUSIP: 92917RAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    461685 | PA      | $462048.60    | 3.51%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd           | Canyon Capital CLO 2017-1 Ltd                         | CUSIP: 13876GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290431 | PA      | $290509.21    | 2.20%             | 2030-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $390634.26    | 2.96%             | 2027-10-31      | Floating      | 3.81%                 | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                | Battalion Clo XV Ltd                                  | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    208368 | PA      | $208374.44    | 1.58%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                   | ICG US CLO 2015-2R Ltd                                | CUSIP: 44933WAL3<br>LEI: 25490037AMBNS8P47972 | Long             | ABS-CBDO         | CORP              | KY        |    408012 | PA      | $408079.75    | 3.10%             | 2033-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    115000 | PA      | $114400.34    | 0.87%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Inflation-Indexed Notes                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17788 | PA      | $17820.00     | 0.14%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd               | THL Credit Wind River 2017-3 Clo Ltd                  | CUSIP: 97316LAJ7<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500442.00    | 3.80%             | 2035-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD           | Jefferson Mill CLO Ltd                                | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |    113864 | PA      | $113924.20    | 0.86%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    609000 | PA      | $612144.91    | 4.64%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD              | Sound Point CLO II Ltd                                | CUSIP: 83608GAQ9<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    229521 | PA      | $229725.05    | 1.74%             | 2031-01-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2016-1 Ltd                                   | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      7425 | PA      | $7426.37      | 0.06%             | 2031-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $571776.80    | 4.34%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 45 Senior Loan Fund                            | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    144060 | PA      | $144147.27    | 1.09%             | 2030-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd             | BlueMountain CLO XXII Ltd                             | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36532 | PA      | $36566.98     | 0.28%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    557000 | PA      | $556651.88    | 4.22%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 72 CLO Ltd                                     | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    303947 | PA      | $304485.90    | 2.31%             | 2032-05-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    115000 | PA      | $114663.80    | 0.87%             | 2026-03-31      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    127000 | PA      | $125570.88    | 0.95%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Inflation-Indexed Notes                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17575 | PA      | $17666.71     | 0.13%             | 2026-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO ETF Trust

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer