# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-018373
**Filing Date:** 2026-2
**Character Count:** 55893
**Document Hash:** e08f9afb96a8b84c7715f8ebcff9992a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018373.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018373

**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:** 26683134

**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 Systematic Investment Grade Credit ETF (Series ID: S000088550)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000254842 | GMO Systematic Investment Grade Credit ETF | INVG            |

## 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 Systematic Investment Grade Credit ETF

- **b. EDGAR series identifier (if any):** S000088550

- **c. LEI of Series:** 52990090VBSWJKNRAL31

**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:** $19246768.27

**Total Liabilities:** $4301.34

**Net Assets:** $19242466.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.86000000 | **1-Year:** -951.95000000 | **5-Year:** -3718.77000000 | **10-Year:** -4964.25000000 | **30-Year:** -2773.55000000

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

- **3-Month:** -1.50000000 | **1-Year:** -53.21000000 | **5-Year:** -230.45000000 | **10-Year:** -425.73000000 | **30-Year:** -261.61000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254842 | 0.32%                | 0.69%                | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $62133.81                | $-98536.46                                 |
| Month 2  | $17129.33                | $54705.74                                  |
| Month 3  | $33529.56                | $-189630.40                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORP                    | AGCO Corp                                                             | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174810.61    | 0.91%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                | AEP Texas Inc                                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193876.93    | 1.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                 | AES Corp/The                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97421.44     | 0.51%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD     | Aptiv Swiss Holdings Ltd                                              | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    111000 | PA      | $85359.10     | 0.44%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES       | Advanced Micro Devices Inc                                            | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77813.04     | 0.40%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP               | Albemarle Corp                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176071.13    | 0.92%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP               | Albemarle Corp                                                        | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176179.87    | 0.92%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC           | Ally Financial Inc                                                    | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130586.32    | 0.68%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC           | Ally Financial Inc                                                    | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125915.07    | 0.65%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | Alphabet Inc                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127905.72    | 0.66%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    248000 | PA      | $186385.64    | 0.97%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    203000 | PA      | $156967.53    | 0.82%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                   | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53584.86     | 0.28%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54904.98     | 0.29%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                | Amphenol Corp                                                         | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53591.46     | 0.28%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                             | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    152000 | PA      | $130389.86    | 0.68%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                | AppLovin Corp                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176284.88    | 0.92%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                | AppLovin Corp                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183224.06    | 0.95%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                      | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    154000 | PA      | $172975.52    | 0.90%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    152000 | PA      | $126088.06    | 0.66%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                                      | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56068.50     | 0.29%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                                      | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    127000 | PA      | $142075.51    | 0.74%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $57075.67     | 0.30%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $160722.88    | 0.84%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc     | Bio-Rad Laboratories Inc                                              | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188821.48    | 0.98%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC               | BorgWarner Inc                                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127896.69    | 0.66%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC               | BorgWarner Inc                                                        | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159834.43    | 0.83%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP         | Boston Properties LP                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    180000 | PA      | $193759.66    | 1.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP         | Boston Properties LP                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    185000 | PA      | $190254.99    | 0.99%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC       | Brookfield Finance Inc                                                | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $155752.48    | 0.81%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC       | Brookfield Finance Inc                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $195277.82    | 1.01%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE        | CH Robinson Worldwide Inc                                             | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185420.42    | 0.96%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                       | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82155.40     | 0.43%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    167000 | PA      | $147218.83    | 0.77%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $108464.57    | 0.56%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $177341.41    | 0.92%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC           | Cenovus Energy Inc                                                    | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    206000 | PA      | $187751.74    | 0.98%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25834.64     | 0.13%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP     | Citizens Financial Group Inc                                          | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    156000 | PA      | $171533.12    | 0.89%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP     | Citizens Financial Group Inc                                          | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189761.97    | 0.99%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                 | Comerica Inc                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71982.02     | 0.37%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CORNING INC                  | Corning Inc                                                           | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    239000 | PA      | $192797.44    | 1.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                  | Corning Inc                                                           | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    177000 | PA      | $171442.28    | 0.89%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                  | Cummins Inc                                                           | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189904.68    | 0.99%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                  | Cummins Inc                                                           | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186654.52    | 0.97%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $167008.14    | 0.87%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | Capital One Financial Corp                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $27116.90     | 0.14%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| EBAY INC                     | eBay Inc                                                              | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206731.59    | 1.07%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL         | Edison International                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44726.72     | 0.23%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC          | Estee Lauder Cos Inc/The                                              | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    193000 | PA      | $181206.74    | 0.94%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC          | Estee Lauder Cos Inc/The                                              | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175683.55    | 0.91%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                     | Flex Ltd                                                              | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    145000 | PA      | $146988.52    | 0.76%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO          | General Electric Co                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131104.69    | 0.68%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO          | General Electric Co                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    169000 | PA      | $171580.89    | 0.89%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO            | General Motors Co                                                     | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187459.61    | 0.97%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO            | General Motors Co                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190871.15    | 0.99%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51723.34     | 0.27%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71138.71     | 0.37%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $172620.53    | 0.90%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                               | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187224.64    | 0.97%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                   | Hasbro Inc                                                            | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176038.85    | 0.91%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                   | Hasbro Inc                                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    168000 | PA      | $178214.16    | 0.93%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC         | Howmet Aerospace Inc                                                  | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191085.30    | 0.99%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC         | Howmet Aerospace Inc                                                  | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53355.25     | 0.28%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS     | Huntington Ingalls Industries Inc                                     | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81420.67     | 0.42%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                 | Illumina Inc                                                          | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    182000 | PA      | $187452.65    | 0.97%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | Intel Corp                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    328000 | PA      | $183250.34    | 0.95%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | Intel Corp                                                            | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182345.36    | 0.95%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT     | Interstate Power and Light Co                                         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52035.60     | 0.27%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                    | IQVIA Inc                                                             | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195011.89    | 1.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP     | Jacobs Engineering Group Inc                                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    169000 | PA      | $178019.10    | 0.93%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP     | Jacobs Engineering Group Inc                                          | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    182000 | PA      | $191457.40    | 0.99%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    169000 | PA      | $175757.03    | 0.91%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    166000 | PA      | $168767.32    | 0.88%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC            | L3Harris Technologies Inc                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124220.18    | 0.65%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP         | Las Vegas Sands Corp                                                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189965.47    | 0.99%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP         | Las Vegas Sands Corp                                                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    182000 | PA      | $191283.61    | 0.99%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     77000 | PA      | $63996.43     | 0.33%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47751.78     | 0.25%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP      | Marathon Petroleum Corp                                               | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174936.34    | 0.91%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                   | MasTec Inc                                                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176070.38    | 0.92%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | Micron Technology Inc                                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132955.13    | 0.69%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | Micron Technology Inc                                                 | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194959.40    | 1.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170025.06    | 0.88%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171910.09    | 0.89%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                    | Mylan Inc                                                             | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    235000 | PA      | $190949.84    | 0.99%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB         | Utah Acquisition Sub Inc                                              | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    229000 | PA      | $188087.19    | 0.98%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                   | NetApp Inc                                                            | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176834.49    | 0.92%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL           | nVent Finance Sarl                                                    | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $187713.11    | 0.98%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY      | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198181.89    | 1.03%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                           | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153159.35    | 0.80%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    219000 | PA      | $174773.92    | 0.91%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                  | Phillips 66 Co                                                        | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61008.58     | 0.32%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO               | Phillips 66 Co                                                        | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    206000 | PA      | $189748.60    | 0.99%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                  | Polaris Inc                                                           | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    169000 | PA      | $179187.65    | 0.93%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                  | Polaris Inc                                                           | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194004.97    | 1.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QORVO INC                    | Qorvo Inc                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128102.73    | 0.67%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                              | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76627.57     | 0.40%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56892.92     | 0.30%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN     | Rogers Communications Inc                                             | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $170091.28    | 0.88%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN     | Rogers Communications Inc                                             | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $186406.38    | 0.97%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA       | Santander Holdings USA Inc                                            | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193013.16    | 1.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA       | Santander Holdings USA Inc                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186260.78    | 0.97%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55702.12     | 0.29%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56678.53     | 0.29%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP      | Simon Property Group LP                                               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    171000 | PA      | $173642.87    | 0.90%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP      | Simon Property Group LP                                               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    170000 | PA      | $189933.28    | 0.99%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS     | South Bow USA Infrastructure Holdings LLC                             | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24016.38     | 0.12%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC           | Smith & Nephew PLC                                                    | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $194225.61    | 1.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC           | Smith & Nephew PLC                                                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    156000 | PA      | $161107.99    | 0.84%             | 2034-03-20      | Fixed         | 5.40%                 | 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        |    105374 | NS      | $105374.09    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES OPER LP      | Sun Communities Operating LP                                          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    147000 | PA      | $142690.31    | 0.74%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL          | Synchrony Financial                                                   | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178212.12    | 0.93%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL          | Synchrony Financial                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189891.58    | 0.99%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES      | System Energy Resources Inc                                           | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $142519.39    | 0.74%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF     | Take-Two Interactive Software Inc                                     | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146403.62    | 0.76%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF     | Take-Two Interactive Software Inc                                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53007.26     | 0.28%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                 | Tapestry Inc                                                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178629.36    | 0.93%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                 | Tapestry Inc                                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177893.42    | 0.92%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                   | 3M Co                                                                 | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50958.64     | 0.26%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $178013.30    | 0.93%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $54306.85     | 0.28%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP           | Valero Energy Corp                                                    | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    201000 | PA      | $194650.07    | 1.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP             | Ventas Realty LP                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    183000 | PA      | $191212.61    | 0.99%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL             | Paramount Global                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    242000 | PA      | $169467.83    | 0.88%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL             | Paramount Global                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187026.40    | 0.97%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                   | VMware LLC                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    173000 | PA      | $175749.28    | 0.91%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                   | VMware LLC                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    207000 | PA      | $195745.50    | 1.02%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT     | Western Midstream Operating LP                                        | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    168000 | PA      | $144855.44    | 0.75%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                  | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $29761.19     | 0.15%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                  | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $30923.87     | 0.16%             | 2027-11-18      | Fixed         | 5.46%                 | 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