# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041720
**Filing Date:** 2026-4
**Character Count:** 37720
**Document Hash:** 9bc55af8981066216844673abaa36ed7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041720.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041720

**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:** 26911179

**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 Beyond China ETF (Series ID: S000088547)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000254839 | GMO Beyond China ETF | BCHI            |

## 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 Beyond China ETF

- **b. EDGAR series identifier (if any):** S000088547

- **c. LEI of Series:** 52990010I07PLVDP2C96

**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:** $17200562.08

**Total Liabilities:** $105232.52

**Net Assets:** $17095329.56

**Cash Not Reported:** $11664.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254839 | 2.96%                | 6.81%                | 9.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6427.19                 | $331159.97                                 |
| Month 2  | $11222.67                | $795479.64                                 |
| Month 3  | $117895.81               | $1296019.10                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                   | Vietnam Dairy Products JSC                            | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |     35500 | NS      | $92958.34     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                    | SCB X PCL                                             | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     18000 | NS      | $85990.03     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Life India Asset Management Ltd       | Nippon Life India Asset Management Ltd                | CUSIP: 000000000<br>LEI: 335800ZQXV958RZSRU89 | Long             | EC               | CORP              | IN        |      8343 | NS      | $85377.59     | 0.50%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Finolex Cables Ltd                           | Finolex Cables Ltd                                    | CUSIP: 000000000<br>LEI: 335800KAEKSMUCIH3795 | Long             | EC               | CORP              | IN        |      2148 | NS      | $21532.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corp                      | Lite-On Technology Corp                               | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     20901 | NS      | $115852.52    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de CV            | Corp Inmobiliaria Vesta SAB de CV                     | CUSIP: 000000000<br>LEI: 4469000001BIRIFZJ959 | Long             | EC               | CORP              | MX        |     21182 | NS      | $77805.91     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                       | Grupo Mexico SAB de CV                                | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      8350 | NS      | $105822.26    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Ltd                            | Hero MotoCorp Ltd                                     | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      7379 | NS      | $463538.40    | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                      | Hindalco Industries Ltd                               | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     25511 | NS      | $259494.97    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Industries Ltd                    | Balkrishna Industries Ltd                             | CUSIP: 000000000<br>LEI: 3358006BD9NZGXG1I436 | Long             | EC               | CORP              | IN        |      2268 | NS      | $59257.62     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mavi Giyim Sanayi Ve Ticaret AS              | Mavi Giyim Sanayi Ve Ticaret AS                       | CUSIP: 000000000<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |    138408 | NS      | $143026.43    | 0.84%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Gruma SAB de CV                              | Gruma SAB de CV                                       | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |      2810 | NS      | $50665.50     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelex Group JSC                              | Gelex Group JSC                                       | CUSIP: 000000000<br>LEI: 254900UZ9XPJL8YEZZ51 | Long             | EC               | CORP              | VN        |     92015 | NS      | $139727.14    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Supalai PCL                                  | Supalai PCL                                           | CUSIP: 000000000<br>LEI: 9845000F0E39B2C16696 | Long             | EC               | CORP              | TH        |     94800 | NS      | $54284.70     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd                            | Eicher Motors Ltd                                     | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      5125 | NS      | $451455.74    | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Dixon Technologies India Ltd                 | Dixon Technologies India Ltd                          | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       575 | NS      | $66489.88     | 0.39%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                   | Bank Polska Kasa Opieki SA                            | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      3288 | NS      | $208148.44    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HiTek Co Ltd                              | DB HiTek Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1729 | NS      | $115026.28    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HBL Engineering Ltd                          | HBL Engineering Ltd                                   | CUSIP: 000000000<br>LEI: 335800TCS594SBXTZH80 | Long             | EC               | CORP              | IN        |      9856 | NS      | $74101.80     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                   | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     12411 | NS      | $1867905.11   | 10.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Mobile World Investment Corp                 | Mobile World Investment Corp                          | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |    137640 | NS      | $492005.53    | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PCBL CHEMICAL Ltd                            | PCBL CHEMICAL Ltd                                     | CUSIP: 000000000<br>LEI: 335800I8VXFCCF21IB24 | Long             | EC               | CORP              | IN        |      9315 | NS      | $31617.83     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco del Bajio SA                           | Banco del Bajio SA                                    | CUSIP: 000000000<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |     16700 | NS      | $55689.29     | 0.33%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Parade Technologies Ltd                      | Parade Technologies Ltd                               | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | KY        |      3733 | NS      | $65184.87     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co Ltd                        | Hyundai Glovis Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      1559 | NS      | $313750.78    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                             | Bangkok Bank PCL                                      | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |      6700 | NS      | $38258.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                | OTP Bank Nyrt                                         | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       385 | NS      | $47456.37     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinh Bac City Development Holding Corp       | Kinh Bac City Development Holding Corp                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     58400 | NS      | $79376.46     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                       | Emaar Development PJSC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     18477 | NS      | $97338.71     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Financial Ltd                             | JM Financial Ltd                                      | CUSIP: 000000000<br>LEI: 254900XWK81ULQY0IE29 | Long             | EC               | CORP              | IN        |     12071 | NS      | $17049.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amata Corp PCL                               | Amata Corp PCL                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     70400 | NS      | $44162.78     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coromandel International Ltd                 | Coromandel International Ltd                          | CUSIP: 000000000<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |      2988 | NS      | $72880.25     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Aneka Tambang Tbk                            | Aneka Tambang Tbk                                     | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    493100 | NS      | $127944.23    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                 | MediaTek Inc                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      9756 | NS      | $607972.19    | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                            | Gentera SAB de CV                                     | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |     61236 | NS      | $177748.67    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB India Ltd                                | ABB India Ltd                                         | CUSIP: 000000000<br>LEI: 5493001BUNB8WEF9JI21 | Long             | EC               | CORP              | IN        |      1359 | NS      | $90822.82     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamuda Bhd                                   | Gamuda Bhd                                            | CUSIP: 000000000<br>LEI: 254900RW4N94L9KA9137 | Long             | EC               | CORP              | MY        |     68000 | NS      | $73225.39     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                 | Wal-Mart de Mexico SAB de CV                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     21608 | NS      | $70136.29     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Thailand PCL               | Delta Electronics Thailand PCL                        | CUSIP: 000000000<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |     21900 | NS      | $196561.04    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd        | Chambal Fertilisers and Chemicals Ltd                 | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |     12290 | NS      | $61864.56     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                     | Bank Central Asia Tbk PT                              | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    690800 | NS      | $295645.09    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE Inc                               | Chroma ATE Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3956 | NS      | $174915.25    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                   | Arca Continental SAB de CV                            | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |      2375 | NS      | $28670.45     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                  | Bank Mandiri Persero Tbk PT                           | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    376000 | NS      | $118305.99    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Navin Fluorine International Ltd             | Navin Fluorine International Ltd                      | CUSIP: 000000000<br>LEI: 335800OVIUAAKYG44C59 | Long             | EC               | CORP              | IN        |      1251 | NS      | $86011.51     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Ltd                      | Maruti Suzuki India Ltd                               | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       232 | NS      | $37823.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsource Solutions Ltd                    | Firstsource Solutions Ltd                             | CUSIP: 000000000<br>LEI: 335800UFBBNPDIZWQX32 | Long             | EC               | CORP              | IN        |     23280 | NS      | $54543.16     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                        | Emaar Properties PJSC                                 | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     70322 | NS      | $310155.43    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV           | Grupo Financiero Banorte SAB de CV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     13410 | NS      | $152484.05    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| WHA Corp PCL                                 | WHA Corp PCL                                          | CUSIP: 000000000<br>LEI: 254900E68VLEZZULQP27 | Long             | EC               | CORP              | TH        |    314800 | NS      | $44154.03     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                         | KGHM Polska Miedz SA                                  | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |       381 | NS      | $35773.90     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA             | Powszechny Zaklad Ubezpieczen SA                      | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     12037 | NS      | $227861.32    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IRCON International Ltd                      | IRCON International Ltd                               | CUSIP: 000000000<br>LEI: 335800MHXEWYPXT69Y41 | Long             | EC               | CORP              | IN        |     20845 | NS      | $32893.29     | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| National Aluminium Co Ltd                    | National Aluminium Co Ltd                             | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |     24061 | NS      | $93769.83     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Opto-Electronics Corp                | Radiant Opto-Electronics Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30578 | NS      | $119525.68    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                        | Aldar Properties PJSC                                 | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |     62331 | NS      | $183274.06    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd                            | Cummins India Ltd                                     | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      3817 | NS      | $205962.03    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amara Raja Energy & Mobility Ltd             | Amara Raja Energy & Mobility Ltd                      | CUSIP: 000000000<br>LEI: 335800PV7RRC72PLCG19 | Long             | EC               | CORP              | IN        |      2171 | NS      | $20221.82     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                       | WEG SA                                                | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     24860 | NS      | $241010.83    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Manappuram Finance Ltd                       | Manappuram Finance Ltd                                | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |     17271 | NS      | $53630.01     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV         | Fomento Economico Mexicano SAB de CV                  | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       730 | NS      | $81993.60     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT         | Bank Negara Indonesia Persero Tbk PT                  | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    342200 | NS      | $89810.92     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Prosperity JSC Bank                  | Vietnam Prosperity JSC Bank                           | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     23880 | NS      | $26543.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Castrol India Ltd                            | Castrol India Ltd                                     | CUSIP: 000000000<br>LEI: 335800KCNMKXQFPJ5Q28 | Long             | EC               | CORP              | IN        |     26053 | NS      | $53577.23     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                        | Delta Electronics Inc                                 | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     16202 | NS      | $742329.95    | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank PCL                             | Kasikornbank PCL                                      | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     35900 | NS      | $232134.47    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gemadept Corp                                | Gemadept Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     33200 | NS      | $107586.10    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneta Money Bank AS                         | Moneta Money Bank AS                                  | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |      7740 | NS      | $74349.77     | 0.43%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Paradeep Phosphates Ltd                      | Paradeep Phosphates Ltd                               | CUSIP: 000000000<br>LEI: 335800FQJ3X6Y6V2YG94 | Long             | EC               | CORP              | IN        |     11253 | NS      | $14966.69     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Westports Holdings Bhd                       | Westports Holdings Bhd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     56868 | NS      | $89883.89     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AU Small Finance Bank Ltd                    | AU Small Finance Bank Ltd                             | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |     10317 | NS      | $108073.27    | 0.63%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                   | Realtek Semiconductor Corp                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      8401 | NS      | $129604.35    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                   | Astra International Tbk PT                            | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    209700 | NS      | $83492.25     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirloskar Brothers Ltd                       | Kirloskar Brothers Ltd                                | CUSIP: 000000000<br>LEI: 335800ER8I3MX42RBR71 | Long             | EC               | CORP              | IN        |      1307 | NS      | $22700.33     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deepak Fertilisers & Petrochemicals Corp Ltd | Deepak Fertilisers & Petrochemicals Corp Ltd          | CUSIP: 000000000<br>LEI: 335800L8H93YOMVGIS05 | Long             | EC               | CORP              | IN        |      4536 | NS      | $49609.87     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcelik AS                                   | Arcelik AS                                            | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |      6800 | NS      | $17830.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co Ltd                             | Advantech Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |      7452 | NS      | $80343.40     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogus Otomotiv Servis ve Ticaret AS          | Dogus Otomotiv Servis ve Ticaret AS                   | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |     14711 | NS      | $73330.66     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd                             | Asian Paints Ltd                                      | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |      8709 | NS      | $227373.81    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd    | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4876 | NS      | $1826452.08   | 10.68%            |  |  |  | No            |                  1 | On Loan: No      |
| KEI Industries Ltd                           | KEI Industries Ltd                                    | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |       783 | NS      | $43713.13     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                               | ICICI Bank Ltd                                        | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      4972 | NS      | $151695.72    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                            | Bajaj Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     33247 | NS      | $364259.32    | 2.13%             |  |  |  | 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        |     65875 | NS      | $65875.12     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Greatek Electronics Inc                      | Greatek Electronics Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12722 | NS      | $39090.06     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                          | Bizlink Holding Inc                                   | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      7696 | NS      | $347677.42    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Thailand PCL                              | AP Thailand PCL                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    316800 | NS      | $93760.98     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceat Ltd                                     | Ceat Ltd                                              | CUSIP: 000000000<br>LEI: 3358007DPAGLLYGSGB80 | Long             | EC               | CORP              | IN        |      2425 | NS      | $93930.64     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Phison Electronics Corp                      | Phison Electronics Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3601 | NS      | $218060.62    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinbon Electronics Co Ltd                    | Sinbon Electronics Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9495 | NS      | $74229.60     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Electric Co Ltd                           | LS Electric Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400AF8KS117D7D072 | Long             | EC               | CORP              | KR        |       324 | NS      | $177259.65    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                              | Cemex SAB de CV                                       | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     40883 | NS      | $511446.33    | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroVietnam Gas JSC                         | PetroVietnam Gas JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     17014 | NS      | $70486.10     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Ltd                          | Shriram Finance Ltd                                   | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     20857 | NS      | $247483.62    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF Ltd                                      | SRF Ltd                                               | CUSIP: 000000000<br>LEI: 335800436F28GT8ZW506 | Long             | EC               | CORP              | IN        |      2124 | NS      | $59907.77     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                     | JUMBO SA                                              | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      2448 | NS      | $71793.27     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd                          | Muthoot Finance Ltd                                   | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |       701 | NS      | $25789.66     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                          | Krung Thai Bank PCL                                   | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    518000 | NS      | $570741.52    | 3.34%             |  |  |  | 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