# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-018372
**Filing Date:** 2026-2
**Character Count:** 60190
**Document Hash:** 53269310983786e5f625e8c17a1a343c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018372.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018372

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**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:** 26683133

**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:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $67062371.42

**Total Liabilities:** $27253.88

**Net Assets:** $67035117.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254843 | -0.90%               | 3.66%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $427256.49               | $-1021309.61                               |
| Month 2  | $576.66                  | $1990835.43                                |
| Month 3  | $475911.39               | $521241.27                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                            | Aflac Inc                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4703 | NS      | $518599.81    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                             | AT&T Inc                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     31816 | NS      | $790309.44    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc        | Academy Sports & Outdoors Inc                         | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      3927 | NS      | $196192.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc        | Affiliated Managers Group Inc                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       613 | NS      | $176715.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc              | Akamai Technologies Inc                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       679 | NS      | $59242.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                   | Albertsons Cos Inc                                    | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      5729 | NS      | $98366.93     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc         | Bread Financial Holdings Inc                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2790 | NS      | $206543.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2646 | NS      | $550764.90    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1054 | NS      | $330745.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5617 | NS      | $1758121.00   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3291 | NS      | $189759.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       742 | NS      | $274502.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc     | American International Group Inc                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2186 | NS      | $187012.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc             | Ameriprise Financial Inc                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       150 | NS      | $73551.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                  | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1948 | NS      | $682871.40    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                             | APA Corp                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5536 | NS      | $135410.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       713 | NS      | $183233.87    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co            | Archer-Daniels-Midland Co                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3222 | NS      | $185232.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                | Arrow Electronics Inc                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1452 | NS      | $159981.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                       | AutoNation Inc                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $238897.36    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                            | Avnet Inc                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      6996 | NS      | $336367.68    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     24411 | NS      | $1342605.00   | 2.00%             |  |  |  | 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        |      1457 | NS      | $169143.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                | Bath & Body Works Inc                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3421 | NS      | $68693.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                      | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1055 | NS      | $70611.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                        | H&R Block Inc                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     11969 | NS      | $521609.02    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2745 | NS      | $123689.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co              | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25821 | NS      | $1392784.74   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc           | CF Industries Holdings Inc                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       545 | NS      | $42150.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                      | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3690 | NS      | $1015598.70   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                             | CSX Corp                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1749 | NS      | $63401.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11724 | NS      | $930416.64    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3476 | NS      | $842443.36    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                  | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2518 | NS      | $133051.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                         | Chevron Corp                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9417 | NS      | $1435244.97   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     21826 | NS      | $1681256.78   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8785 | NS      | $1025121.65   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp  | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      8708 | NS      | $722764.00    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                 | Colgate-Palmolive Co                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1075 | NS      | $84946.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                         | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     45063 | NS      | $1346933.07   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2002 | NS      | $138578.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                      | Concentrix Corp                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1701 | NS      | $70727.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5756 | NS      | $538819.16    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                            | Crocs Inc                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3348 | NS      | $286320.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       686 | NS      | $350168.70    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                        | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2548 | NS      | $366988.44    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                  | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2383 | NS      | $165380.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                  | Dollar General Corp                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1097 | NS      | $145648.69    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8539 | NS      | $896680.39    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6306 | NS      | $549252.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp            | Edwards Lifesciences Corp                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1383 | NS      | $117900.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                              | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       473 | NS      | $69412.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc              | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1476 | NS      | $232027.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                     | Exxon Mobil Corp                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     20215 | NS      | $2432673.10   | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2551 | NS      | $1683889.59   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                 | Federated Hermes Inc                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1811 | NS      | $94298.77     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                           | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2138 | NS      | $617582.68    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1332 | NS      | $62350.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                        | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     32432 | NS      | $425507.84    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2945 | NS      | $215191.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2263 | NS      | $146936.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8087 | NS      | $193198.43    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc       | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1824 | NS      | $149604.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                    | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7266 | NS      | $337869.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                    | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9994 | NS      | $812712.08    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5111 | NS      | $627324.14    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       768 | NS      | $675072.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc               | Group 1 Automotive Inc                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       613 | NS      | $241092.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                               | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      9863 | NS      | $219747.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                       | Halliburton Co                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1533 | NS      | $43322.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The     | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4658 | NS      | $641872.40    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     14704 | NS      | $353190.08    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc          | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1874 | NS      | $365598.66    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1900 | NS      | $486647.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH         | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7762 | NS      | $134670.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3921 | NS      | $1263424.62   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11334 | NS      | $2345571.30   | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                              | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4554 | NS      | $256891.14    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                           | Kenvue Inc                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     16086 | NS      | $277483.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6688 | NS      | $187330.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                  | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2922 | NS      | $294800.58    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                    | Kinder Morgan Inc                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9290 | NS      | $255382.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8644 | NS      | $540077.12    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3034 | NS      | $91626.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                            | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2941 | NS      | $337038.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                  | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       318 | NS      | $57367.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                          | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2203 | NS      | $226468.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                        | M&T Bank Corp                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1403 | NS      | $282676.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                 | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     14410 | NS      | $421060.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                        | M/I Homes Inc                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       291 | NS      | $37233.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                           | Macy's Inc                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     10986 | NS      | $242241.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                    | Steven Madden Ltd                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       984 | NS      | $40973.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp              | Marathon Petroleum Corp                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       319 | NS      | $51878.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                      | Match Group Inc                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      8663 | NS      | $279728.27    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      2791 | NS      | $55373.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     18503 | NS      | $1947625.78   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                  | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2392 | NS      | $157393.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3121 | NS      | $246371.74    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                | Mohawk Industries Inc                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       375 | NS      | $40987.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      6261 | NS      | $337029.63    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       746 | NS      | $132437.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                        | Mosaic Co/The                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3654 | NS      | $88024.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc               | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       797 | NS      | $91495.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                       | NewMarket Corp                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        86 | NS      | $59104.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1596 | NS      | $101681.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1051 | NS      | $599290.71    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                           | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2274 | NS      | $370912.14    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                    | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1164 | NS      | $93993.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                         | Organon & Co                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     22131 | NS      | $158679.27    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                         | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2076 | NS      | $260807.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                        | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       448 | NS      | $50135.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                | Blue Owl Capital Corp                                 | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      3861 | NS      | $47992.23     | 0.07%             |  |  |  | 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        |      3380 | NS      | $705507.40    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1137 | NS      | $116497.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                             | PVH Corp                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      2429 | NS      | $162791.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                           | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2682 | NS      | $293705.82    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                  | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     11850 | NS      | $691803.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4889 | NS      | $701669.28    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp              | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      3159 | NS      | $92653.47     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                           | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     59110 | NS      | $1471839.00   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2545 | NS      | $260557.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc        | Principal Financial Group Inc                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       535 | NS      | $47192.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4919 | NS      | $704941.89    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3866 | NS      | $880365.52    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                       | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $215758.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      9254 | NS      | $1582896.70   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                     | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11606 | NS      | $417699.94    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc        | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       992 | NS      | $765695.04    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp               | Regions Financial Corp                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3349 | NS      | $90757.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                             | SLM Corp                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5393 | NS      | $145934.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                      | Sealed Air Corp                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3492 | NS      | $144673.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc   | Sixth Street Specialty Lending Inc                    | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |      2869 | NS      | $62314.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc               | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       787 | NS      | $49903.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                       | A O Smith Corp                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2222 | NS      | $148607.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3808 | NS      | $491270.08    | 0.73%             |  |  |  | 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        |    397490 | NS      | $397490.14    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3273 | NS      | $273066.39    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       564 | NS      | $41561.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                 | Tri Pointe Homes Inc                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3039 | NS      | $95637.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                          | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6990 | NS      | $683272.50    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                          | Textron Inc                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       793 | NS      | $69125.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                        | Timken Co/The                                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       655 | NS      | $55105.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                    | Toll Brothers Inc                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       282 | NS      | $38132.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                          | Toro Co/The                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       710 | NS      | $55891.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1540 | NS      | $446692.40    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6807 | NS      | $334972.47    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       797 | NS      | $46720.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     15720 | NS      | $838819.20    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      5502 | NS      | $545743.38    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     38213 | NS      | $1556415.49   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     12514 | NS      | $351893.68    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                         | Vontier Corp                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1408 | NS      | $52349.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3920 | NS      | $365344.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                 | Western Union Co/The                                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     16143 | NS      | $150291.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                    | YETI Holdings Inc                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      1890 | NS      | $83481.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc              | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2360 | NS      | $203644.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd               | Arch Capital Group Ltd                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4008 | NS      | $384447.36    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                              | CRH PLC                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       412 | NS      | $51417.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                            | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1397 | NS      | $106297.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                          | Genpact Ltd                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      2266 | NS      | $106003.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC            | Janus Henderson Group PLC                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      4161 | NS      | $197938.77    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                          | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     11674 | NS      | $306675.98    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1689 | NS      | $162245.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                  | Signet Jewelers Ltd                                   | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1549 | NS      | $128381.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                      | Bunge Global SA                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       990 | NS      | $88189.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                            | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2293 | NS      | $715691.16    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                | NXP Semiconductors NV                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1086 | NS      | $235727.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** GMO ETF Trust

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer