# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041694
**Filing Date:** 2026-4
**Character Count:** 53920
**Document Hash:** 5a4dbc1338c5c295c0aecf2ddbf1c6d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041694.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041694

**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:** 26911153

**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:** 2026-02-28

- **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:** $24677963.49

**Total Liabilities:** $4711.93

**Net Assets:** $24673251.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -25.60000000 | **1-Year:** -1160.85000000 | **5-Year:** -4499.62000000 | **10-Year:** -6355.51000000 | **30-Year:** -3640.35000000

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

- **3-Month:** -2.69000000 | **1-Year:** -152.66000000 | **5-Year:** -405.36000000 | **10-Year:** -537.09000000 | **30-Year:** -326.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254842 | -0.39%               | 0.45%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33529.56                | $-189630.40                                |
| Month 2  | $-32536.51               | $39445.13                                  |
| Month 3  | $0.00                    | $170082.68                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SANTANDER HOLDINGS USA       | Santander Holdings USA Inc                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    228000 | PA      | $237458.66    | 0.96%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC       | Brookfield Finance Inc                                                | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $196587.81    | 0.80%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | Intel Corp                                                            | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    247000 | PA      | $237658.35    | 0.96%             | 2063-02-10      | Fixed         | 5.90%                 | 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        |    161000 | PA      | $180486.97    | 0.73%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    192000 | PA      | $162055.89    | 0.66%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO            | General Motors Co                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    228000 | PA      | $244756.81    | 0.99%             | 2035-04-15      | Fixed         | 6.25%                 | 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      | $168093.38    | 0.68%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                | AppLovin Corp                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222626.15    | 0.90%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                   | VMware LLC                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    219000 | PA      | $223903.85    | 0.91%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65690.24     | 0.27%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    257000 | PA      | $201549.00    | 0.82%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP      | Sun Communities Operating LP                                          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    187000 | PA      | $183335.92    | 0.74%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP         | Boston Properties LP                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    235000 | PA      | $239406.73    | 0.97%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                              | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96713.37     | 0.39%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP     | Citizens Financial Group Inc                                          | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    198000 | PA      | $219149.81    | 0.89%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP           | Valero Energy Corp                                                    | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248364.88    | 1.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                    | Mylan Inc                                                             | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    297000 | PA      | $247319.03    | 1.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC               | BorgWarner Inc                                                        | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204703.73    | 0.83%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES      | System Energy Resources Inc                                           | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $182737.20    | 0.74%             | 2034-12-15      | Fixed         | 5.30%                 | 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        |    210000 | PA      | $215984.69    | 0.88%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP     | Jacobs Engineering Group Inc                                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226808.87    | 0.92%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                   | Hasbro Inc                                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    212000 | PA      | $227641.85    | 0.92%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF     | Take-Two Interactive Software Inc                                     | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186499.79    | 0.76%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | Micron Technology Inc                                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    159000 | PA      | $171243.49    | 0.69%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69895.24     | 0.28%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS     | Huntington Ingalls Industries Inc                                     | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243843.97    | 0.99%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                     | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212602.49    | 0.86%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                 | Tapestry Inc                                                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227148.78    | 0.92%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                 | Tapestry Inc                                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228197.14    | 0.92%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                   | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68531.09     | 0.28%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                 | Illumina Inc                                                          | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243819.79    | 0.99%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC           | Cenovus Energy Inc                                                    | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $244492.85    | 0.99%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    211000 | PA      | $218480.00    | 0.89%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                               | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $239268.54    | 0.97%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP     | Fifth Third Financial Corp                                            | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91194.71     | 0.37%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC            | L3Harris Technologies Inc                                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168567.71    | 0.68%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA       | Santander Holdings USA Inc                                            | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    228000 | PA      | $245568.23    | 1.00%             | 2035-05-31      | Fixed         | 6.34%                 | 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        |     66000 | PA      | $71473.76     | 0.29%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                   | VMware LLC                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    263000 | PA      | $250101.23    | 1.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $205014.33    | 0.83%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP         | Las Vegas Sands Corp                                                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242870.35    | 0.98%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF     | Take-Two Interactive Software Inc                                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67129.34     | 0.27%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90320.08     | 0.37%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC        | Micron Technology Inc                                                 | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251663.64    | 1.02%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61783.04     | 0.25%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                  | Cummins Inc                                                           | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    228000 | PA      | $239129.67    | 0.97%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO        | Southwest Airlines Co                                                 | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226135.33    | 0.92%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                  | Corning Inc                                                           | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    303000 | PA      | $253216.26    | 1.03%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC       | Brookfield Finance Inc                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    247000 | PA      | $246503.41    | 1.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                   | Biogen Inc                                                            | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    228000 | PA      | $244609.70    | 0.99%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                    | IQVIA Inc                                                             | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246992.76    | 1.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    211000 | PA      | $188149.18    | 0.76%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                  | Polaris Inc                                                           | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228072.62    | 0.92%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                     | KLA Corp                                                              | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25381.28     | 0.10%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC            | L3Harris Technologies Inc                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    237000 | PA      | $247294.58    | 1.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP               | Albemarle Corp                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    221000 | PA      | $222617.39    | 0.90%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC       | AngloGold Ashanti Holdings PLC                                        | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    250000 | PA      | $243336.85    | 0.99%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL           | nVent Finance Sarl                                                    | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    228000 | PA      | $240947.97    | 0.98%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO          | General Electric Co                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166600.38    | 0.68%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc     | Bio-Rad Laboratories Inc                                              | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    254000 | PA      | $242111.80    | 0.98%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | Alphabet Inc                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246531.63    | 1.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL             | Paramount Global                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    344000 | PA      | $217393.74    | 0.88%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                | AEP Texas Inc                                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    236000 | PA      | $249986.09    | 1.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70965.48     | 0.29%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56729.99     | 0.23%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                             | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167621.66    | 0.68%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC        | Helmerich & Payne Inc                                                 | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    247000 | PA      | $249361.51    | 1.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55668.66     | 0.23%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                     | KLA Corp                                                              | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245548.86    | 1.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC           | Ally Financial Inc                                                    | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160418.30    | 0.65%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     66000 | PA      | $72972.29     | 0.30%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                 | Illumina Inc                                                          | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236751.93    | 0.96%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB         | Utah Acquisition Sub Inc                                              | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    291000 | PA      | $245157.79    | 0.99%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    314000 | PA      | $241706.89    | 0.98%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD     | Aptiv Swiss Holdings Ltd                                              | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    108000 | PA      | $83722.68     | 0.34%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT     | Interstate Power and Light Co                                         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67347.50     | 0.27%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $227328.87    | 0.92%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP         | Boston Properties LP                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    228000 | PA      | $244483.87    | 0.99%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT     | Western Midstream Operating LP                                        | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    212000 | PA      | $187263.90    | 0.76%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP             | Ventas Realty LP                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    231000 | PA      | $243522.52    | 0.99%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP               | Albemarle Corp                                                        | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    221000 | PA      | $225064.66    | 0.91%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                  | Corning Inc                                                           | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223582.59    | 0.91%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                 | Centene Corp                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    259000 | PA      | $240169.14    | 0.97%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC           | Ally Financial Inc                                                    | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165156.37    | 0.67%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP         | Las Vegas Sands Corp                                                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240682.99    | 0.98%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS     | Huntington Ingalls Industries Inc                                     | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103759.69    | 0.42%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES       | Advanced Micro Devices Inc                                            | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98228.24     | 0.40%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                   | Hasbro Inc                                                            | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    227000 | PA      | $225049.84    | 0.91%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP      | Simon Property Group LP                                               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    217000 | PA      | $225435.65    | 0.91%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP     | Citizens Financial Group Inc                                          | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    229000 | PA      | $241237.74    | 0.98%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC          | Estee Lauder Cos Inc/The                                              | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232299.32    | 0.94%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71272.44     | 0.29%             | 2029-02-14      | Fixed         | 4.93%                 | 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        |    215000 | PA      | $224865.99    | 0.91%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                 | Alphabet Inc                                                          | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241036.68    | 0.98%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                | Amphenol Corp                                                         | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68902.27     | 0.28%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL          | Synchrony Financial                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239495.24    | 0.97%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                      | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    196000 | PA      | $222807.93    | 0.90%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                   | Intel Corp                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    416000 | PA      | $238058.28    | 0.96%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $225285.00    | 0.91%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC          | Estee Lauder Cos Inc/The                                              | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222382.40    | 0.90%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP      | Simon Property Group LP                                               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    216000 | PA      | $245301.47    | 0.99%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                  | Polaris Inc                                                           | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248451.47    | 1.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    202000 | PA      | $215859.70    | 0.87%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC           | Smith & Nephew PLC                                                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    198000 | PA      | $206163.47    | 0.84%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                   | MasTec Inc                                                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225661.85    | 0.91%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                 | Centene Corp                                                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    259000 | PA      | $244071.68    | 0.99%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE        | CH Robinson Worldwide Inc                                             | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235546.74    | 0.95%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137423.31    | 0.56%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                  | Phillips 66 Co                                                        | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27735.04     | 0.11%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL         | Edison International                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242096.74    | 0.98%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                  | Cummins Inc                                                           | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    236000 | PA      | $242853.17    | 0.98%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO            | General Motors Co                                                     | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    221000 | PA      | $238975.28    | 0.97%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                | AppLovin Corp                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225813.47    | 0.92%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                     | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $223590.41    | 0.91%             | 2036-03-03      | Fixed         | 5.45%                 | 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        |     31000 | PA      | $30375.69     | 0.12%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL             | Paramount Global                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    263000 | PA      | $231590.76    | 0.94%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO          | General Electric Co                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220538.31    | 0.89%             | 2036-01-29      | Fixed         | 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        |    234991 | NS      | $234991.11    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC         | Howmet Aerospace Inc                                                  | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    249000 | PA      | $243012.29    | 0.98%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC               | BorgWarner Inc                                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163413.36    | 0.66%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $69470.44     | 0.28%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS        | JB Hunt Transport Services Inc                                        | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241534.85    | 0.98%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                   | FedEx Corp                                                            | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94165.26     | 0.38%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $243862.76    | 0.99%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     66000 | PA      | $72133.27     | 0.29%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL         | Edison International                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211537.53    | 0.86%             | 2030-03-15      | Fixed         | 6.25%                 | 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