# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041719
**Filing Date:** 2026-4
**Character Count:** 10025
**Document Hash:** 007c224c645e2691ac10eb8caac329d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041719.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041719

**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:** 26911178

**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 Dynamic Allocation ETF (Series ID: S000094781)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000263321 | GMO Dynamic Allocation ETF | GMOD            |

## 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 Dynamic Allocation ETF

- **b. EDGAR series identifier (if any):** S000094781

- **c. LEI of Series:** 254900MDFZA876MQ9462

**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:** $34935349.38

**Total Liabilities:** $11602.42

**Net Assets:** $34923746.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263321 | 1.32%                | 3.12%                | 3.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-336.00                 | $72679.39                                  |
| Month 2  | $-5471.95                | $631415.76                                 |
| Month 3  | $0.00                    | $934308.90                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares MSCI Japan Value ETF                               | iShares MSCI Japan Value ETF                               | CUSIP: 46435U374<br>LEI: 54930043LHY0LNJY8S57 | Long             | EC               | RF                | US        |     30556 | NS      | $1411076.08   | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Quality ETF                                         | GMO US Quality ETF                                         | CUSIP: 90139K100<br>LEI: 529900AWFVABQJK0I292 | Long             | EC               | RF                | US        |     86016 | NS      | $3331399.68   | 9.54%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 3-7 Year Treasury Bond ETF                         | iShares 3-7 Year Treasury Bond ETF                         | CUSIP: 464288661<br>LEI: 549300BUGBHWMFPSNL42 | Long             | EC               | RF                | US        |     25982 | NS      | $3136547.04   | 8.98%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                            | iShares MSCI EAFE Small-Cap ETF                            | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |      8320 | NS      | $713190.40    | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Value ETF                                           | GMO US Value ETF                                           | CUSIP: 90139K605<br>LEI: 5299006M6A2ZCYGK7D89 | Long             | EC               | RF                | US        |    117918 | NS      | $3451459.86   | 9.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco National AMT-Free Municipal Bond ETF               | Invesco National AMT-Free Municipal Bond ETF               | CUSIP: 46138E537<br>LEI: 549300WEUZO7LPK3WU38 | Long             | EC               | RF                | US        |     72052 | NS      | $1700427.20   | 4.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Domestic Resilience ETF                                | GMO Domestic Resilience ETF                                | CUSIP: 90139K860<br>LEI: 254900MQ03GJF6UC3H14 | Long             | EC               | RF                | US        |     35180 | NS      | $1046605.00   | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO International Value ETF                                | GMO International Value ETF                                | CUSIP: 90139K407<br>LEI: 529900EFGH3ZROC1BH23 | Long             | EC               | RF                | US        |     94244 | NS      | $3581272.00   | 10.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Treasury ETF                           | Vanguard Short-Term Treasury ETF                           | CUSIP: 92206C102<br>LEI: SMW62R66J4CAWU1R4S26 | Long             | EC               | RF                | US        |     16612 | NS      | $980108.00    | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab Intermediate-Term U.S. Treasury ETF                 | Schwab Intermediate-Term U.S. Treasury ETF                 | CUSIP: 808524854<br>LEI: 549300LPS1K6133V2Q55 | Long             | EC               | RF                | US        |    109389 | NS      | $2778480.60   | 7.96%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI International Developed Markets ETF      | iShares Core MSCI International Developed Markets ETF      | CUSIP: 46435G326<br>LEI: 549300LRJOM3FVVFKB50 | Long             | EC               | RF                | US        |     24165 | NS      | $2189832.30   | 6.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO International Quality ETF                              | GMO International Quality ETF                              | CUSIP: 90139K308<br>LEI: 5299006RII6HDBNJJG50 | Long             | EC               | RF                | US        |     62353 | NS      | $1749001.65   | 5.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                     | iShares Core MSCI Emerging Markets ETF                     | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     27888 | NS      | $2140682.88   | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets ex China ETF                 | iShares MSCI Emerging Markets ex China ETF                 | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             | EC               | RF                | US        |     16238 | NS      | $1423747.84   | 4.08%             |  |  |  | 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        |    132959 | NS      | $132959.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio Intermediate Term Treasury ETF | State Street SPDR Portfolio Intermediate Term Treasury ETF | CUSIP: 78464A672<br>LEI: 54930015OAED5PVKCK44 | Long             | EC               | RF                | US        |     84059 | NS      | $2456203.98   | 7.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Intermediate-Term Treasury ETF                    | Vanguard Intermediate-Term Treasury ETF                    | CUSIP: 92206C706<br>LEI: N/A                  | Long             | EC               | RF                | US        |     44552 | NS      | $2705642.96   | 7.75%             |  |  |  | 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