# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-041705
**Filing Date:** 2026-4
**Character Count:** 16346
**Document Hash:** ee2970e3336ca515f06c2e425c8a9d83
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041705.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041705

**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:** 26911162

**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. Quality ETF (Series ID: S000082992)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000246461 | GMO U.S. Quality ETF | QLTY            |

## 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. Quality ETF

- **b. EDGAR series identifier (if any):** S000082992

- **c. LEI of Series:** 529900AWFVABQJK0I292

**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:** $3492026712.26

**Total Liabilities:** $1287090.17

**Net Assets:** $3490739622.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246461 | 0.43%                | 2.04%                | -1.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6146856.11              | $3418999.76                                |
| Month 2  | $54648666.68             | $3604705.33                                |
| Month 3  | $-264741.17              | $-41283511.84                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Salesforce Inc                | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    632359 | NS      | $123177209.61 | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                 | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |    550704 | NS      | $114942938.88 | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc    | Mondelez International Inc                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    925462 | NS      | $56989949.96  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson             | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    693414 | NS      | $172264840.02 | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc        | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    277010 | NS      | $81238722.70  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co              | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    460768 | NS      | $37529553.60  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc | Hilton Worldwide Holdings Inc                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    331398 | NS      | $103323268.44 | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc          | Tradeweb Markets Inc                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266262 | NS      | $32818122.81  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc  | Thermo Fisher Scientific Inc                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    220841 | NS      | $115082453.51 | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc         | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    643718 | NS      | $48549211.56  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp             | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |   1144883 | NS      | $33041323.38  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                       | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |   1722830 | NS      | $72100435.50  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc         | Texas Instruments Inc                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    553675 | NS      | $117440004.25 | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                  | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    595153 | NS      | $185544899.28 | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                      | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    240937 | NS      | $77133571.18  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc           | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    223403 | NS      | $71488960.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp             | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    797831 | NS      | $186604692.59 | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The       | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    605019 | NS      | $101159176.80 | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    474358 | NS      | $186299360.92 | 5.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc      | Constellation Brands Inc                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    409085 | NS      | $64578158.10  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The               | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    165686 | NS      | $48019116.52  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The              | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    825999 | NS      | $67368478.44  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The               | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    368824 | NS      | $59624087.84  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc        | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    108377 | NS      | $54568903.27  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     68861 | NS      | $35615597.81  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                  | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    429615 | NS      | $137283473.25 | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                    | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1657313 | NS      | $90588728.58  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories           | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    960136 | NS      | $111711823.60 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co           | General Electric Co                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    170857 | NS      | $58477516.82  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc            | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    253114 | NS      | $164063432.52 | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                       | PTC Inc                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    171027 | NS      | $26781117.93  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                      | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     96396 | NS      | $146960521.80 | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                     | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    594231 | NS      | $156983945.58 | 4.50%             |  |  |  | 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        |  25611015 | NS      | $25611014.95  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    570478 | NS      | $70636585.96  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc         | Quest Diagnostics Inc                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    161306 | NS      | $34182354.46  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                | Eli Lilly & Co                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    105577 | NS      | $111065948.23 | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    517559 | NS      | $108687390.00 | 3.11%             |  |  |  | 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