# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041715
**Filing Date:** 2026-4
**Character Count:** 60190
**Document Hash:** 4b19d5207f1be799664757c8b17caa0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041715.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041715

**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:** 26911174

**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 U.S. Value ETF (Series ID: S000088551)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000254843 | GMO U.S. Value ETF | GMOV            |

## 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 U.S. Value ETF

- **b. EDGAR series identifier (if any):** S000088551

- **c. LEI of Series:** 5299006M6A2ZCYGK7D89

**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:** $79594304.20

**Total Liabilities:** $29889.22

**Net Assets:** $79564414.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254843 | 1.77%                | 3.95%                | 2.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $475911.39               | $521241.27                                 |
| Month 2  | $1003625.77              | $1521178.04                                |
| Month 3  | $592148.70               | $1004979.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc          | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1522 | NS      | $370743.98    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16296 | NS      | $1294880.16   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8936 | NS      | $1036218.56   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                  | Dollar General Corp                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1344 | NS      | $209986.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc      | Fidelity National Financial Inc                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       759 | NS      | $40135.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                    | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     11782 | NS      | $927361.22    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                  | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2937 | NS      | $221508.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4142 | NS      | $884979.72    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7704 | NS      | $474412.32    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                          | Toro Co/The                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       794 | NS      | $78494.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12414 | NS      | $3084010.02   | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                           | NetApp Inc                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1199 | NS      | $118736.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2312 | NS      | $678040.24    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3172 | NS      | $258359.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp              | Marathon Petroleum Corp                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1180 | NS      | $233887.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                    | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7487 | NS      | $338637.01    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                        | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3399 | NS      | $545165.61    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                              | SLB Ltd                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6325 | NS      | $324725.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                           | Terex Corp                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       845 | NS      | $58127.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp  | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      8800 | NS      | $566984.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                 | Western Union Co/The                                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     27074 | NS      | $260722.62    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7027 | NS      | $638473.22    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9703 | NS      | $1203948.24   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd               | Arch Capital Group Ltd                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4470 | NS      | $447670.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1778 | NS      | $110556.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                        | H&R Block Inc                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     13988 | NS      | $428312.56    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                          | Snap-on Inc                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       125 | NS      | $48152.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8849 | NS      | $975071.31    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                            | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1975 | NS      | $673198.50    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                    | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2978 | NS      | $253993.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The | PNC Financial Services Group Inc/The                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4511 | NS      | $957910.85    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc         | Bread Financial Holdings Inc                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2398 | NS      | $169922.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                        | Mosaic Co/The                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      6463 | NS      | $179929.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                         | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     52725 | NS      | $1632366.00   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1682 | NS      | $207340.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                          | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2679 | NS      | $70350.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2939 | NS      | $165583.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                           | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      3757 | NS      | $93887.43     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                           | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2151 | NS      | $380468.88    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                            | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3612 | NS      | $474075.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1528 | NS      | $149224.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     11943 | NS      | $588909.33    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH         | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9525 | NS      | $160020.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5070 | NS      | $860581.80    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                 | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     11693 | NS      | $310215.29    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                  | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     13208 | NS      | $610341.68    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1654 | NS      | $244924.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7567 | NS      | $2359087.92   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                 | Tri Pointe Homes Inc                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3389 | NS      | $156910.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                | Lincoln National Corp                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1315 | NS      | $45104.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     15298 | NS      | $328448.06    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc               | Group 1 Automotive Inc                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       419 | NS      | $136485.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co            | Archer-Daniels-Midland Co                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3949 | NS      | $272638.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                           | ResMed Inc                                            | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       417 | NS      | $106860.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                  | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1671 | NS      | $534720.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                          | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1767 | NS      | $202074.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                | NXP Semiconductors NV                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1344 | NS      | $305101.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                         | Vontier Corp                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1569 | NS      | $64203.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11150 | NS      | $1864280.00   | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc              | Akamai Technologies Inc                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       756 | NS      | $74382.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp              | Paramount Skydance Corp                               | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      8630 | NS      | $116591.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                    | Toll Brothers Inc                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       317 | NS      | $49845.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4078 | NS      | $524512.36    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                   | Albertsons Cos Inc                                    | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      9941 | NS      | $177943.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       888 | NS      | $57711.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                            | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1558 | NS      | $114575.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                      | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1911 | NS      | $118424.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                         | Chevron Corp                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10341 | NS      | $1931285.16   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                      | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4333 | NS      | $1255790.06   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                        | M&T Bank Corp                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2228 | NS      | $483431.44    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11893 | NS      | $950250.70    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                   | Walt Disney Co/The                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1826 | NS      | $193629.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                          | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      9412 | NS      | $1070991.48   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                  | Signet Jewelers Ltd                                   | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1895 | NS      | $182280.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                          | Covista Inc                                           | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       500 | NS      | $49000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                           | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1150 | NS      | $145003.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                     | Exxon Mobil Corp                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     21595 | NS      | $3293237.50   | 4.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     12267 | NS      | $325566.18    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                       | NewMarket Corp                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        93 | NS      | $58218.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC            | Janus Henderson Group PLC                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      5108 | NS      | $266126.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                             | AT&T Inc                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     48261 | NS      | $1351790.61   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc        | Academy Sports & Outdoors Inc                         | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      4826 | NS      | $290187.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     36504 | NS      | $1818994.32   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                      | Bunge Global SA                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      1102 | NS      | $132956.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     16481 | NS      | $900851.46    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                            | Crocs Inc                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3945 | NS      | $357850.95    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc       | Fortune Brands Innovations Inc                        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4787 | NS      | $260125.58    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      3113 | NS      | $52765.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                     | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     10972 | NS      | $378753.44    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2493 | NS      | $143522.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                | Blue Owl Capital Corp                                 | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      4425 | NS      | $49958.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                       | AutoNation Inc                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $228337.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                         | Organon & Co                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     30720 | NS      | $223948.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                           | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2380 | NS      | $921060.00    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2880 | NS      | $199036.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                        | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     43970 | NS      | $619537.30    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                           | Kenvue Inc                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     19733 | NS      | $377294.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                      | Match Group Inc                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     10669 | NS      | $337140.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc       | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1400 | NS      | $117978.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                             | SLM Corp                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6594 | NS      | $123571.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                    | Kinder Morgan Inc                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5497 | NS      | $182885.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       552 | NS      | $474482.64    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                           | Macy's Inc                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     15629 | NS      | $309141.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       627 | NS      | $57157.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                    | YETI Holdings Inc                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      2467 | NS      | $107832.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                             | APA Corp                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     10109 | NS      | $307010.33    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3884 | NS      | $279919.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                            | Aflac Inc                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4639 | NS      | $523882.27    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2143 | NS      | $1389049.74   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                           | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     65218 | NS      | $1803277.70   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp              | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      3523 | NS      | $117492.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                            | Avnet Inc                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      7185 | NS      | $473060.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     42595 | NS      | $2135713.30   | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                | Bath & Body Works Inc                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3813 | NS      | $86783.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2078 | NS      | $107494.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3264 | NS      | $700193.28    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                 | Federated Hermes Inc                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2021 | NS      | $113196.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                  | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3116 | NS      | $200670.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                    | Devon Energy Corp                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1456 | NS      | $63379.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc               | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      8424 | NS      | $501901.92    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3888 | NS      | $268427.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      6889 | NS      | $208116.69    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3384 | NS      | $112044.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                      | Concentrix Corp                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      2253 | NS      | $73898.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc              | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2853 | NS      | $210950.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co               | Abercrombie & Fitch Co                                | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       472 | NS      | $46161.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                       | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2259 | NS      | $309934.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The     | Bank of New York Mellon Corp/The                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1785 | NS      | $212593.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10849 | NS      | $1544463.64   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                          | Textron Inc                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       884 | NS      | $87206.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc             | Ameriprise Financial Inc                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       136 | NS      | $63936.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       790 | NS      | $572260.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The     | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5190 | NS      | $730907.70    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp               | Regions Financial Corp                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3734 | NS      | $103917.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       913 | NS      | $173963.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                             | PVH Corp                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      2979 | NS      | $204359.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8243 | NS      | $562502.32    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1724 | NS      | $126369.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc        | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1076 | NS      | $841076.92    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       632 | NS      | $62176.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc              | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1816 | NS      | $252514.80    | 0.32%             |  |  |  | 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        |    315100 | NS      | $315099.61    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2517 | NS      | $124515.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                  | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3877 | NS      | $432052.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                          | Gap Inc/The                                           | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3035 | NS      | $85101.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1715 | NS      | $529317.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                  | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       582 | NS      | $38237.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3063 | NS      | $289851.69    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6721 | NS      | $203511.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     19992 | NS      | $2475409.44   | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc   | Sixth Street Specialty Lending Inc                    | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |      2506 | NS      | $43403.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                 | Colgate-Palmolive Co                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2340 | NS      | $231987.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                         | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2559 | NS      | $435081.18    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4404 | NS      | $1322521.20   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                       | Halliburton Co                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4595 | NS      | $165420.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                               | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     10047 | NS      | $190792.53    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                        | M/I Homes Inc                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       326 | NS      | $46344.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co              | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     24165 | NS      | $1507171.05   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                              | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      5301 | NS      | $337037.58    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                          | Genpact Ltd                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2525 | NS      | $100293.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1089 | NS      | $336392.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4284 | NS      | $838121.76    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc     | American International Group Inc                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1931 | NS      | $155426.19    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                | Arrow Electronics Inc                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1243 | NS      | $189134.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4115 | NS      | $612929.25    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                        | Timken Co/The                                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       958 | NS      | $103828.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7675 | NS      | $870805.50    | 1.09%             |  |  |  | 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