GMO ETF Trust. Holdings as of May 31, 2026, from Form N-PORT.
Share of net assets at the report date, for the whole fund across all share classes.
| Holding | Weight | Value | Shares or units |
|---|---|---|---|
| Symphony CLO LtdABS-CBDO | 6.42% | $2.21M | 2,208,525 |
| Palmer Square CLO LtdABS-CBDO | 5.46% | $1.88M | 1,875,000 |
| Fortress Credit BSL LimitedABS-CBDO | 5.33% | $1.83M | 1,833,571 |
| KKR Financial CLO LtdABS-CBDO | 5.23% | $1.80M | 1,800,000 |
| Battalion CLO LTDABS-CBDO | 4.66% | $1.60M | 1,603,073 |
| Sound Point CLO LTDABS-CBDO | 3.88% | $1.33M | 1,334,282 |
| Venture CDO LtdABS-CBDO | 3.22% | $1.11M | 1,106,253 |
| Wellfleet CLO LtdABS-CBDO | 2.95% | $1.02M | 1,016,135 |
| Galaxy CLO LtdABS-CBDO | 2.91% | $1.00M | 1,000,000 |
| United States TreasuryBond | 2.70% | $929.55K | 943,000 |
| United States TreasuryBond | 2.70% | $928.60K | 934,000 |
| United States TreasuryBond | 2.69% | $925.37K | 929,000 |
| United States TreasuryBond | 2.68% | $922.59K | 930,000 |
| United States TreasuryBond | 2.67% | $919.35K | 921,000 |
| United States TreasuryBond | 2.67% | $918.01K | 926,000 |
| Battalion CLO LTDABS-CBDO | 2.63% | $905.46K | 904,582 |
| Apex Credit CLO LLCABS-CBDO | 2.56% | $882.27K | 882,269 |
| MOUNTAIN VIEW CLOABS-CBDO | 2.15% | $740.23K | 740,251 |
| United States TreasuryBond | 1.95% | $672.15K | 671,000 |
| Magnetite CLO LtdABS-CBDO | 1.84% | $634.67K | 633,333 |
| FED HOME LN DISCOUNT NTBond | 1.72% | $591.96K | 600,000 |
| Venture CDO LtdABS-CBDO | 1.72% | $590.07K | 589,332 |
| United States TreasuryBond | 1.49% | $511.02K | 510,000 |
| Wind River CLO LtdABS-CBDO | 1.45% | $500.15K | 500,000 |
| Elmwood CLO X LtdABS-CBDO | 1.37% | $471.73K | 471,750 |
| United States TreasuryBond | 1.34% | $462.58K | 462,000 |
| United States TreasuryCash or money market | 1.31% | $451.04K | 453,000 |
| ICG US CLO LtdABS-CBDO | 1.19% | $410.38K | 410,705 |
| Voya CLO LtdABS-CBDO | 1.19% | $409.42K | 409,100 |
| United States TreasuryBond | 1.16% | $399.09K | 399,000 |
| FED HOME LN DISCOUNT NTBond | 1.16% | $397.92K | 400,000 |
| Rockford Tower CLO LtdABS-CBDO | 1.10% | $376.83K | 376,604 |
| Trinitas CLO LtdABS-CBDO | 1.07% | $366.44K | 366,642 |
| FED HOME LN DISCOUNT NTBond | 1.01% | $346.40K | 350,000 |
| FED HOME LN DISCOUNT NTBond | 0.97% | $332.41K | 335,000 |
| Northwoods Capital LtdABS-CBDO | 0.92% | $317.47K | 317,472 |
| FED HOME LN DISCOUNT NTBond | 0.87% | $299.58K | 300,000 |
| Dryden Senior Loan FundABS-CBDO | 0.77% | $263.86K | 263,767 |
| Regatta XX Funding LtdABS-CBDO | 0.75% | $259.71K | 259,714 |
| Dryden Senior Loan FundABS-CBDO | 0.69% | $236.47K | 236,243 |
| United States TreasuryCash or money market | 0.58% | $201.02K | 207,000 |
| Bain Capital Credit CLO, LimitedABS-CBDO | 0.56% | $192.38K | 192,491 |
| Carval CLO LTDABS-CBDO | 0.56% | $191.99K | 192,083 |
| Voya CLO LtdABS-CBDO | 0.54% | $187.50K | 187,500 |
| Sound Point CLO LTDABS-CBDO | 0.54% | $187.38K | 187,207 |
| Sound Point CLO LTDABS-CBDO | 0.54% | $184.83K | 184,565 |
| 37 Capital CLO LtdABS-CBDO | 0.51% | $175.01K | 175,000 |
| Rockford Tower CLO LtdABS-CBDO | 0.50% | $170.73K | 170,625 |
| Sound Point CLO LTDABS-CBDO | 0.48% | $166.44K | 166,311 |
| Battalion CLO LTDABS-CBDO | 0.46% | $157.75K | 157,919 |
Holdings from the fund's latest Form N-PORT; expense ratio (net of fee waivers) from the risk/return summary of its prospectus; fund type from Form N-CEN. Prices are end-of-day closes adjusted for splits; total return also reinvests distributions.