# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041704
**Filing Date:** 2026-4
**Character Count:** 58075
**Document Hash:** 504a97c7bb15b0a1f2d25cd663afae13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041704.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041704

**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:** 26911161

**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 International Value ETF (Series ID: S000088549)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000254841 | GMO International Value ETF | GMOI            |

## 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 International Value ETF

- **b. EDGAR series identifier (if any):** S000088549

- **c. LEI of Series:** 529900EFGH3ZROC1BH23

**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:** $445148984.78

**Total Liabilities:** $185048.69

**Net Assets:** $444963936.09

**Cash Not Reported:** $43857.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254841 | 4.51%                | 5.96%                | 7.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1337048.06              | $8538552.54                                |
| Month 2  | $3004370.08              | $13261601.72                               |
| Month 3  | $3867410.38              | $22815733.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| H Lundbeck A/S                        | H Lundbeck A/S                                        | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     48313 | NS      | $295977.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                        | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    460242 | NS      | $2298009.53   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd                  | Kerry Properties Ltd                                  | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     58000 | NS      | $186972.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                      | Mazda Motor Corp                                      | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     35600 | NS      | $316528.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                        | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     15872 | NS      | $393149.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     47468 | NS      | $3073633.07   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                          | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    980933 | NS      | $2865998.69   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                      | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     38600 | NS      | $523391.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano             | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    530077 | NS      | $398476.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc    | MS&AD Insurance Group Holdings Inc                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     12800 | NS      | $358677.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc                   | Parex Resources Inc                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     53786 | NS      | $841459.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA    | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    575082 | NS      | $13301646.66  | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                   | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    124400 | NS      | $990165.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                              | Volvo AB                                              | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    123831 | NS      | $4825617.64   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                         | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    123636 | NS      | $12282000.24  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                          | Ricoh Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     26300 | NS      | $247565.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                      | Bank of Montreal                                      | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     38688 | NS      | $5567861.35   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    195558 | NS      | $6950131.32   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd        | Fairfax Financial Holdings Ltd                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       505 | NS      | $869097.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd              | Asahi Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |    131100 | NS      | $1426724.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                         | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      6923 | NS      | $824393.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                      | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    197376 | NS      | $15857187.84  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                          | Carrefour SA                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     38763 | NS      | $734898.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd           | Daiwa House Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    103700 | NS      | $3747184.71   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                        | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    123410 | NS      | $13925931.40  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                    | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     45300 | NS      | $2027063.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                      | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    103852 | NS      | $2618677.61   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                           | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     10816 | NS      | $811957.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM               | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     48196 | NS      | $1165744.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd              | Mizrahi Tefahot Bank Ltd                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      7572 | NS      | $567066.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd             | Kawasaki Kisen Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     22400 | NS      | $360459.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     60404 | NS      | $3285977.60   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The             | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    156524 | NS      | $15247908.16  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                         | ICL Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     72869 | NS      | $344502.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS Group GmbH & Co KGaA              | DWS Group GmbH & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      8154 | NS      | $578567.78    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd  | ZIM Integrated Shipping Services Ltd                  | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |     25486 | NS      | $734761.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                             | Buzzi SpA                                             | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |      4085 | NS      | $236418.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                        | Toyo Tire Corp                                        | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     30700 | NS      | $948925.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd       | Daito Trust Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     47500 | NS      | $1094995.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     28970 | NS      | $2847330.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                           | Kubota Corp                                           | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    173653 | NS      | $3531661.56   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                           | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13299 | NS      | $988416.89    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                             | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     88560 | NS      | $1211747.21   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     19283 | NS      | $9204475.52   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                | Otsuka Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $438920.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG              | Daimler Truck Holding AG                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     52518 | NS      | $2670238.49   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                 | Daikin Industries Ltd                                 | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      7500 | NS      | $956440.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                           | Swedbank AB                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     33067 | NS      | $1273949.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc                     | Russel Metals Inc                                     | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      9238 | NS      | $325349.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                               | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   8367100 | NS      | $8213597.35   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                             | Essity AB                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     40570 | NS      | $1291125.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                          | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     63340 | NS      | $2835665.85   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                               | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    236144 | NS      | $13963194.72  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                         | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     14593 | NS      | $517583.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                  | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     20170 | NS      | $1013194.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       420 | NS      | $1029476.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc          | Alimentation Couche-Tard Inc                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     11364 | NS      | $689646.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                           | Equinor ASA                                           | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    335213 | NS      | $9999403.79   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     20385 | NS      | $1285274.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                   | Deutsche Telekom AG                                   | CUSIP: 251566105<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    189267 | NS      | $7623674.76   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     12033 | NS      | $1091246.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The               | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    175334 | NS      | $13281550.50  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                     | Suncor Energy Inc                                     | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      6688 | NS      | $378005.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                | AXA SA                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     24430 | NS      | $1196804.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                  | Evonik Industries AG                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     14167 | NS      | $247580.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson       | Telefonaktiebolaget LM Ericsson                       | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    398926 | NS      | $4627541.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd           | Suntory Beverage & Food Ltd                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     26800 | NS      | $843822.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                           | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     41800 | NS      | $794030.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd           | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    228000 | NS      | $4254927.53   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce    | Canadian Imperial Bank of Commerce                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     17242 | NS      | $1740752.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                       | Mitsui & Co Ltd                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    223700 | NS      | $8411400.76   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC           | Berkeley Group Holdings PLC                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      5388 | NS      | $313971.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd               | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     65400 | NS      | $1276884.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                      | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     63294 | NS      | $2265708.46   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     36235 | NS      | $3375652.60   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                      | Asahi Kasei Corp                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     95200 | NS      | $1124428.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                             | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    259938 | NS      | $5840319.82   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |    130880 | NS      | $8579184.00   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                   | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     78463 | NS      | $540973.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG             | Fresenius Medical Care AG                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     50649 | NS      | $2360958.81   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                             | ORIX Corp                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |    122100 | NS      | $4333879.55   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                            | Valmet Oyj                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     34721 | NS      | $1168019.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC             | Bank of Ireland Group PLC                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     25834 | NS      | $504738.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                             | Arkema SA                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      4544 | NS      | $332621.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                     | Toyota Motor Corp                                     | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     12274 | NS      | $2974972.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                         | Schroders PLC                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    177300 | NS      | $1400179.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd            | Japan Post Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    228700 | NS      | $2981674.51   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                             | Sanofi SA                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    176119 | NS      | $8569950.54   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                    | Credit Agricole SA                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     26333 | NS      | $584496.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     40389 | NS      | $4269357.49   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                         | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     26358 | NS      | $3151835.14   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                         | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    130598 | NS      | $1071097.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                            | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    288500 | NS      | $7020138.96   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                           | Swisscom AG                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       806 | NS      | $756362.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                  | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     21100 | NS      | $783388.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd             | Ono Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     83300 | NS      | $1426605.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                      | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     66363 | NS      | $2223836.04   | 0.50%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV         | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     43097 | NS      | $2127071.27   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                       | J Sainsbury PLC                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    151085 | NS      | $710598.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                 | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     23208 | NS      | $406904.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co Ltd                  | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |      4800 | NS      | $146675.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                            | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     59995 | NS      | $1397952.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                      | Coca-Cola HBC AG                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     12619 | NS      | $817988.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                               | ITV PLC                                               | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    711137 | NS      | $765253.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                     | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     55900 | NS      | $1369534.79   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                        | Niterra Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      8200 | NS      | $414975.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     18800 | NS      | $390530.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                          | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1634000 | NS      | $2055188.28   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                           | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    125600 | NS      | $6058622.61   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                           | Sojitz Corp                                           | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     19300 | NS      | $874997.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                             | Nestle SA                                             | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     77994 | NS      | $8504465.76   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                     | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     60400 | NS      | $916839.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2453 | NS      | $1216848.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                            | Tosoh Corp                                            | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     37700 | NS      | $658932.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC          | Associated British Foods PLC                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     45121 | NS      | $1202161.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                          | Husqvarna AB                                          | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     95633 | NS      | $460813.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV                 | MFE-MediaForEurope NV                                 | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     64623 | NS      | $236253.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG      | Raiffeisen Bank International AG                      | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     41333 | NS      | $2063939.43   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Group PLC                    | Aberdeen Group PLC                                    | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    209447 | NS      | $620410.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                          | ING Groep NV                                          | CUSIP: 456837103<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    132180 | NS      | $3802818.60   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                      | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     55100 | NS      | $1029740.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                          | Capgemini SE                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2249 | NS      | $284210.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                         | AIB Group PLC                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     81367 | NS      | $850867.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1050 | NS      | $2602750.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                         | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     83300 | NS      | $3554112.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                               | SSAB AB                                               | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     94266 | NS      | $834105.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd             | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    417500 | NS      | $3436741.06   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                  | Aurizon Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    188214 | NS      | $555861.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                         | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    372191 | NS      | $5599346.52   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                    | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    190543 | NS      | $2429321.37   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd      | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    106300 | NS      | $1800940.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd              | United Overseas Bank Ltd                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     44000 | NS      | $1286014.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp               | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    393400 | NS      | $6391033.84   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                      | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     94639 | NS      | $5602455.25   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                         | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     22536 | NS      | $333788.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     43500 | NS      | $900278.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                     | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     13350 | NS      | $664147.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                       | Adecco Group AG                                       | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     43726 | NS      | $1226159.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                     | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     97700 | NS      | $2292272.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                        | Drax Group PLC                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     34746 | NS      | $415341.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors          | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   2635456 | NS      | $2635455.65   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd              | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     60100 | NS      | $652319.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    249331 | NS      | $7519822.96   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                       | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     15242 | NS      | $1341600.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                               | DCC PLC                                               | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     18107 | NS      | $1265239.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                 | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    270500 | NS      | $1721181.33   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      4360 | NS      | $457992.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd | Hitachi Construction Machinery Co Ltd                 | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     32600 | NS      | $1466911.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     67990 | NS      | $11464473.80  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd              | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    111260 | NS      | $1346442.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA              | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     70564 | NS      | $1764287.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                       | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |    110400 | NS      | $3795585.44   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                         | BHP Group Ltd                                         | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    187852 | NS      | $15323087.64  | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                            | Denso Corp                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    115100 | NS      | $1658342.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                    | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      8503 | NS      | $517227.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     70322 | NS      | $4902456.55   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                           | Investor AB                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     24853 | NS      | $1039946.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                 | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     84100 | NS      | $1457808.73   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |    111947 | NS      | $1625679.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd             | Woodside Energy Group Ltd                             | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    106553 | NS      | $2182205.44   | 0.49%             |  |  |  | No            |                  1 | 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