# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-018367
**Filing Date:** 2026-2
**Character Count:** 21385
**Document Hash:** f045935952fe192d6d2aea501c9fc8c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018367.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018367

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**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:** 26683079

**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:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $7495167.21

**Total Liabilities:** $1132.66

**Net Assets:** $7494034.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -67.26000000 | **1-Year:** -243.88000000 | **5-Year:** -27.47000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263323 | -0.02%               | 0.39%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5.13                    | $-809.79                                   |
| Month 2  | $47.64                   | $-93.99                                    |
| Month 3  | $0.09                    | $192.82                                    |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apidos CLO                       | Apidos CLO XXX                                        | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    124412 | PA      | $124428.37    | 1.66%             | 2031-10-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                     | ARES LII CLO Ltd                                      | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    244624 | PA      | $244443.58    | 3.26%             | 2031-04-22      | Floating      | 4.74%                 | 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        |    232838 | PA      | $232886.17    | 3.11%             | 2032-10-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                | Battalion Clo XV Ltd                                  | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    245924 | PA      | $245763.06    | 3.28%             | 2033-01-17      | Floating      | 4.86%                 | 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        |    241922 | PA      | $242084.37    | 3.23%             | 2031-04-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd             | BlueMountain CLO XXII Ltd                             | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     61828 | PA      | $61854.52     | 0.83%             | 2031-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd          | Buttermilk Park CLO Ltd                               | CUSIP: 124166AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245072 | PA      | $245071.12    | 3.27%             | 2031-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                 | California Street CLO IX LP                           | CUSIP: 13079WDC9<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    140057 | PA      | $140169.83    | 1.87%             | 2032-07-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                   | CarVal CLO III Ltd                                    | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    232157 | PA      | $232176.53    | 3.10%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 40 Senior Loan Fund                            | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    158051 | PA      | $158115.34    | 2.11%             | 2031-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 45 Senior Loan Fund                            | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    292315 | PA      | $292369.43    | 3.90%             | 2030-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 54 Senior Loan Fund                            | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |    241420 | PA      | $241433.60    | 3.22%             | 2029-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 55 CLO Ltd                                     | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    288401 | PA      | $288606.73    | 3.85%             | 2031-04-15      | Floating      | 5.19%                 | 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        |    100000 | PA      | $99919.70     | 1.33%             | 2033-04-20      | Floating      | 5.01%                 | 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        |    117938 | PA      | $117896.25    | 1.57%             | 2033-01-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD           | Jefferson Mill CLO Ltd                                | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |    199970 | PA      | $200017.11    | 2.67%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership              | LCM 31 Ltd                                            | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150042.30    | 2.00%             | 2034-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd         | Madison Park Funding XIV Ltd                          | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |    387298 | PA      | $387426.50    | 5.17%             | 2030-10-22      | Floating      | 4.82%                 | 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        |    214862 | PA      | $214864.29    | 2.87%             | 2033-04-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                         | OZLM XV Ltd                                           | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    195379 | PA      | $195378.48    | 2.61%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                         | OZLM XXIV Ltd                                         | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     65365 | PA      | $65365.21     | 0.87%             | 2032-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd           | Regatta XX Funding Ltd                                | CUSIP: 75884YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    432857 | PA      | $432859.30    | 5.78%             | 2038-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                   | Romark CLO II Ltd                                     | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    108824 | PA      | $108777.67    | 1.45%             | 2031-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD              | Sound Point CLO II Ltd                                | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    142471 | PA      | $142503.44    | 1.90%             | 2031-01-26      | Floating      | 5.19%                 | 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        |      9710 | NS      | $9709.99      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                 | Symphony CLO XV Ltd                                   | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    239383 | PA      | $239450.08    | 3.20%             | 2032-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                 | TCI-Symphony CLO 2016-1 Ltd                           | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |     34809 | PA      | $34828.95     | 0.46%             | 2032-10-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                 | Trinitas CLO XII Ltd                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    214154 | PA      | $214330.60    | 2.86%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     55000 | PA      | $54854.76     | 0.73%             | 2026-01-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    101000 | PA      | $100180.96    | 1.34%             | 2026-03-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                   | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    101000 | PA      | $100612.82    | 1.34%             | 2026-02-10      | 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        |     17658 | PA      | $17554.11     | 0.23%             | 2026-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Inflation-Indexed Notes                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17522 | PA      | $17305.01     | 0.23%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Inflation-Indexed Notes                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17872 | PA      | $17705.88     | 0.24%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $250288.48    | 3.34%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $56290.56     | 0.75%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139000 | PA      | $139648.33    | 1.86%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    169000 | PA      | $168876.33    | 2.25%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    249000 | PA      | $250063.71    | 3.34%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Notes                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    246000 | PA      | $247527.89    | 3.30%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury           | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149000 | PA      | $149104.24    | 1.99%             | 2027-10-31      | Floating      | 3.79%                 | No            |                  1 | On Loan: No      |
| Venture CDO Ltd                  | Venture 32 CLO Ltd                                    | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    125814 | PA      | $125984.16    | 1.68%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                  | Venture XXVII CLO Ltd                                 | CUSIP: 92331LBC3<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |     28516 | PA      | $28518.52     | 0.38%             | 2030-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2016-1 Ltd                                   | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    106328 | PA      | $106335.85    | 1.42%             | 2031-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2025-1 Ltd                                   | CUSIP: 92945JAA1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    229167 | PA      | $229165.51    | 3.06%             | 2038-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** GMO ETF Trust

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer