# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041714
**Filing Date:** 2026-4
**Character Count:** 17139
**Document Hash:** ec1a72efe3658b1e205b1059bf578eca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041714.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041714

**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:** 26911173

**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 Domestic Resilience ETF (Series ID: S000094780)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000263320 | GMO Domestic Resilience ETF | DRES            |

## 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 Domestic Resilience ETF

- **b. EDGAR series identifier (if any):** S000094780

- **c. LEI of Series:** 254900MQ03GJF6UC3H14

**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:** $39319352.89

**Total Liabilities:** $13628.43

**Net Assets:** $39305724.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263320 | 0.57%                | 8.12%                | 7.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $240059.39               | $-149014.86                                |
| Month 2  | $0.00                    | $2379699.36                                |
| Month 3  | $0.00                    | $2493854.06                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                  | WESCO International Inc                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3088 | NS      | $893976.00    | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                 | EQT Corp                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     18708 | NS      | $1149045.36   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                | L3Harris Technologies Inc                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2108 | NS      | $768450.32    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                    | TFI International Inc                                 | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      8680 | NS      | $1039169.60   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                       | Union Pacific Corp                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      7439 | NS      | $1971186.22   | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                       | United Rentals Inc                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       776 | NS      | $651840.00    | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                        | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7812 | NS      | $969312.96    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                             | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2604 | NS      | $419634.60    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc      | Applied Industrial Technologies Inc                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3596 | NS      | $1016157.68   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                               | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5836 | NS      | $1032271.68   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                   | WillScot Holdings Corp                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     56759 | NS      | $1226561.99   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                      | Vulcan Materials Co                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4092 | NS      | $1268520.00   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                     | Lockheed Martin Corp                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1612 | NS      | $1060824.96   | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc            | Old Dominion Freight Line Inc                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4464 | NS      | $906415.20    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                               | Arcosa Inc                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      8308 | NS      | $892943.84    | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4340 | NS      | $959053.20    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                  | Rockwell Automation Inc                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2232 | NS      | $909428.40    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc        | Huntington Ingalls Industries Inc                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1736 | NS      | $771686.72    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      7133 | NS      | $698891.34    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      2108 | NS      | $854562.12    | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1488 | NS      | $761305.44    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     21824 | NS      | $1141613.44   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                            | MYR Group Inc                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3968 | NS      | $1071201.28   | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                                   | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      4751 | NS      | $1063273.80   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                       | Steel Dynamics Inc                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4803 | NS      | $927603.39    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc            | Martin Marietta Materials Inc                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1984 | NS      | $1342314.88   | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      3720 | NS      | $1468544.40   | 3.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18212 | NS      | $1145899.04   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                     | Jacobs Solutions Inc                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      7948 | NS      | $1095711.28   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                 | CSX Corp                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     37326 | NS      | $1593446.94   | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                               | Acuity Inc                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2731 | NS      | $823642.29    | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                   | Roper Technologies Inc                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2097 | NS      | $733383.81    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                 | Ferguson Enterprises Inc                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2728 | NS      | $711353.28    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                    | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2108 | NS      | $1526993.04   | 3.88%             |  |  |  | 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        |    582323 | NS      | $582323.45    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5332 | NS      | $1563342.40   | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                | CH Robinson Worldwide Inc                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2356 | NS      | $436449.00    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                              | Fastenal Co                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      7770 | NS      | $357730.80    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                           | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     12933 | NS      | $1467378.18   | 3.73%             |  |  |  | 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