# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-018370
**Filing Date:** 2026-2
**Character Count:** 36335
**Document Hash:** dac92a2ff119bcb43dacb6f46f79710a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018370.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018370

**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:** 26683129

**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:** 2026-06-30

- **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:** $12306382.16

**Total Liabilities:** $95351.28

**Net Assets:** $12211030.88

**Cash Not Reported:** $10805.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254839 | 6.55%                | -0.60%               | 2.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $69121.64                | $704046.97                                 |
| Month 2  | $32890.96                | $-100677.97                                |
| Month 3  | $6427.19                 | $331159.97                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cemex SAB de CV                              | Cemex SAB de CV                                       | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      8430 | NS      | $96860.70     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                              | Gruma SAB de CV                                       | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |      2340 | NS      | $40223.44     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                   | Arca Continental SAB de CV                            | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |      9650 | NS      | $104230.18    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                       | WEG SA                                                | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     20660 | NS      | $182894.58    | 1.50%             |  |  |  | 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        |       608 | NS      | $61450.56     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV           | Grupo Financiero Banorte SAB de CV                    | CUSIP: 40052P107<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      2682 | NS      | $124501.93    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                               | ICICI Bank Ltd                                        | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      9608 | NS      | $286318.40    | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                   | Bank Polska Kasa Opieki SA                            | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      2740 | NS      | $156538.72    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                   | Realtek Semiconductor Corp                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      8808 | NS      | $137079.68    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aneka Tambang Tbk                            | Aneka Tambang Tbk                                     | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    600900 | NS      | $113513.34    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd        | Chambal Fertilisers and Chemicals Ltd                 | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |     10242 | NS      | $54982.18     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co Ltd                             | Advantech Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |      6210 | NS      | $56920.80     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE Inc                               | Chroma ATE Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3296 | NS      | $81297.24     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                        | Delta Electronics Inc                                 | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     15415 | NS      | $472450.95    | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd                            | Cummins India Ltd                                     | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      3181 | NS      | $156686.88    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Ltd                            | Hero MotoCorp Ltd                                     | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      5722 | NS      | $366826.70    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JM Financial Ltd                             | JM Financial Ltd                                      | CUSIP: 000000000<br>LEI: 254900XWK81ULQY0IE29 | Long             | EC               | CORP              | IN        |     10059 | NS      | $16842.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceat Ltd                                     | Ceat Ltd                                              | CUSIP: 000000000<br>LEI: 3358007DPAGLLYGSGB80 | Long             | EC               | CORP              | IN        |      2021 | NS      | $85447.86     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinbon Electronics Co Ltd                    | Sinbon Electronics Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7913 | NS      | $48479.58     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamuda Bhd                                   | Gamuda Bhd                                            | CUSIP: 000000000<br>LEI: 254900RW4N94L9KA9137 | Long             | EC               | CORP              | MY        |     56600 | NS      | $69459.83     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                          | Krung Thai Bank PCL                                   | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    431600 | NS      | $387008.41    | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank PCL                             | Kasikornbank PCL                                      | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     29900 | NS      | $184591.33    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                             | Bangkok Bank PCL                                      | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |      5500 | NS      | $29590.54     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                 | MediaTek Inc                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      8130 | NS      | $370010.03    | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deepak Fertilisers & Petrochemicals Corp Ltd | Deepak Fertilisers & Petrochemicals Corp Ltd          | CUSIP: 000000000<br>LEI: 335800L8H93YOMVGIS05 | Long             | EC               | CORP              | IN        |      3780 | NS      | $54252.70     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF Ltd                                      | SRF Ltd                                               | CUSIP: 000000000<br>LEI: 335800436F28GT8ZW506 | Long             | EC               | CORP              | IN        |      1770 | NS      | $60412.39     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Electric Co Ltd                           | LS Electric Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400AF8KS117D7D072 | Long             | EC               | CORP              | KR        |       743 | NS      | $237256.60    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Industries Ltd                    | Balkrishna Industries Ltd                             | CUSIP: 000000000<br>LEI: 3358006BD9NZGXG1I436 | Long             | EC               | CORP              | IN        |      1890 | NS      | $48497.29     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM Co Ltd                                   | HMM Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      5045 | NS      | $71793.76     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HiTek Co Ltd                              | DB HiTek Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       946 | NS      | $44392.49     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Thailand PCL               | Delta Electronics Thailand PCL                        | CUSIP: 000000000<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |     18300 | NS      | $100488.81    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Engineering & Construction Co Ltd    | Hyundai Engineering & Construction Co Ltd             | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |      2757 | NS      | $134161.05    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corp                      | Lite-On Technology Corp                               | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     17417 | NS      | $90631.26     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Opto-Electronics Corp                | Radiant Opto-Electronics Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30529 | NS      | $120481.72    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Supalai PCL                                  | Supalai PCL                                           | CUSIP: 000000000<br>LEI: 9845000F0E39B2C16696 | Long             | EC               | CORP              | TH        |     79000 | NS      | $42628.15     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Manappuram Finance Ltd                       | Manappuram Finance Ltd                                | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |     14393 | NS      | $49474.27     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amata Corp PCL                               | Amata Corp PCL                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     58600 | NS      | $30876.37     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Thailand PCL                              | AP Thailand PCL                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    264000 | NS      | $72064.75     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Ltd                      | Maruti Suzuki India Ltd                               | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       194 | NS      | $36020.18     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                  | Bank Mandiri Persero Tbk PT                           | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    469000 | NS      | $143442.28    | 1.17%             |  |  |  | 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        |    427000 | NS      | $111903.45    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Phison Electronics Corp                      | Phison Electronics Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3513 | NS      | $162118.68    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                   | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      7053 | NS      | $587035.99    | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                     | JUMBO SA                                              | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      2040 | NS      | $66887.68     | 0.55%             |  |  |  | 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        |     50869 | NS      | $50869.27     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd    | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3961 | NS      | $1203708.29   | 9.86%             |  |  |  | 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        |     17582 | NS      | $53778.51     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd                             | Asian Paints Ltd                                      | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |      7257 | NS      | $223670.18    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile World Investment Corp                 | Mobile World Investment Corp                          | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |    114700 | NS      | $385531.56    | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco del Bajio SA                           | Banco del Bajio SA                                    | CUSIP: 000000000<br>LEI: 4469000001BD95FFLY16 | Long             | EC               | CORP              | MX        |     13900 | NS      | $35167.79     | 0.29%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AU Small Finance Bank Ltd                    | AU Small Finance Bank Ltd                             | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |      8597 | NS      | $95306.05     | 0.78%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Navin Fluorine International Ltd             | Navin Fluorine International Ltd                      | CUSIP: 000000000<br>LEI: 335800OVIUAAKYG44C59 | Long             | EC               | CORP              | IN        |      1043 | NS      | $68646.06     | 0.56%             |  |  |  | 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        |      6953 | NS      | $68230.83     | 0.56%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IRCON International Ltd                      | IRCON International Ltd                               | CUSIP: 000000000<br>LEI: 335800MHXEWYPXT69Y41 | Long             | EC               | CORP              | IN        |     17371 | NS      | $34315.11     | 0.28%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Eicher Motors Ltd                            | Eicher Motors Ltd                                     | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      4271 | NS      | $347555.66    | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Dixon Technologies India Ltd                 | Dixon Technologies India Ltd                          | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       479 | NS      | $64277.45     | 0.53%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PCBL CHEMICAL Ltd                            | PCBL CHEMICAL Ltd                                     | CUSIP: 000000000<br>LEI: 335800I8VXFCCF21IB24 | Long             | EC               | CORP              | IN        |      7763 | NS      | $26079.81     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paradeep Phosphates Ltd                      | Paradeep Phosphates Ltd                               | CUSIP: 000000000<br>LEI: 335800FQJ3X6Y6V2YG94 | Long             | EC               | CORP              | IN        |      9377 | NS      | $17224.67     | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                     | Bank Central Asia Tbk PT                              | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    801000 | NS      | $387890.55    | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                        | Emaar Properties PJSC                                 | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     58602 | NS      | $224180.27    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HBL Engineering Ltd                          | HBL Engineering Ltd                                   | CUSIP: 000000000<br>LEI: 335800TCS594SBXTZH80 | Long             | EC               | CORP              | IN        |      8214 | NS      | $84534.94     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcelik AS                                   | Arcelik AS                                            | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |     17027 | NS      | $40066.33     | 0.33%             |  |  |  | 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        |     12259 | NS      | $53723.45     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirloskar Brothers Ltd                       | Kirloskar Brothers Ltd                                | CUSIP: 000000000<br>LEI: 335800ER8I3MX42RBR71 | Long             | EC               | CORP              | IN        |      1089 | NS      | $19519.26     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                      | Hindalco Industries Ltd                               | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     21259 | NS      | $209563.86    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                        | Aldar Properties PJSC                                 | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |     51943 | NS      | $123042.43    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co Ltd                        | Hyundai Glovis Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      1299 | NS      | $162854.05    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coromandel International Ltd                 | Coromandel International Ltd                          | CUSIP: 000000000<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |      2490 | NS      | $62832.20     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Gemadept Corp                                | Gemadept Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     27600 | NS      | $64015.21     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Dairy Products JSC                   | Vietnam Dairy Products JSC                            | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |     29500 | NS      | $68646.39     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsource Solutions Ltd                    | Firstsource Solutions Ltd                             | CUSIP: 000000000<br>LEI: 335800UFBBNPDIZWQX32 | Long             | EC               | CORP              | IN        |     19400 | NS      | $72415.93     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KEI Industries Ltd                           | KEI Industries Ltd                                    | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |       653 | NS      | $32342.90     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Finolex Cables Ltd                           | Finolex Cables Ltd                                    | CUSIP: 000000000<br>LEI: 335800KAEKSMUCIH3795 | Long             | EC               | CORP              | IN        |      1790 | NS      | $14956.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB India Ltd                                | ABB India Ltd                                         | CUSIP: 000000000<br>LEI: 5493001BUNB8WEF9JI21 | Long             | EC               | CORP              | IN        |      1133 | NS      | $65140.37     | 0.53%             |  |  |  | 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        |     48600 | NS      | $65323.57     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                          | Bizlink Holding Inc                                   | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      7145 | NS      | $345646.95    | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA             | Powszechny Zaklad Ubezpieczen SA                      | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      8647 | NS      | $160752.31    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Parade Technologies Ltd                      | Parade Technologies Ltd                               | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | KY        |      3111 | NS      | $57822.89     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                   | Astra International Tbk PT                            | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    197700 | NS      | $79435.68     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WHA Corp PCL                                 | WHA Corp PCL                                          | CUSIP: 000000000<br>LEI: 254900E68VLEZZULQP27 | Long             | EC               | CORP              | TH        |    262400 | NS      | $27318.58     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroVietnam Gas JSC                         | PetroVietnam Gas JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     14214 | NS      | $39129.03     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amara Raja Energy & Mobility Ltd             | Amara Raja Energy & Mobility Ltd                      | CUSIP: 000000000<br>LEI: 335800PV7RRC72PLCG19 | Long             | EC               | CORP              | IN        |      1809 | NS      | $18312.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneta Money Bank AS                         | Moneta Money Bank AS                                  | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |      6450 | NS      | $60680.49     | 0.50%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Westports Holdings Bhd                       | Westports Holdings Bhd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     47468 | NS      | $66324.19     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vietnam Prosperity JSC Bank                  | Vietnam Prosperity JSC Bank                           | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     19900 | NS      | $21678.14     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                       | Emaar Development PJSC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     15397 | NS      | $63512.23     | 0.52%             |  |  |  | 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        |    115340 | NS      | $116946.95    | 0.96%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Gentera SAB de CV                            | Gentera SAB de CV                                     | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |     45747 | NS      | $116758.69    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Castrol India Ltd                            | Castrol India Ltd                                     | CUSIP: 000000000<br>LEI: 335800KCNMKXQFPJ5Q28 | Long             | EC               | CORP              | IN        |     21711 | NS      | $46523.88     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                    | SCB X PCL                                             | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     15000 | NS      | $66179.97     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Ltd                          | Shriram Finance Ltd                                   | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |      8427 | NS      | $93458.94     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                            | Bajaj Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     31847 | NS      | $349546.90    | 2.86%             |  |  |  | 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        |     18008 | NS      | $56011.56     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelex Group JSC                              | Gelex Group JSC                                       | CUSIP: 000000000<br>LEI: 254900UZ9XPJL8YEZZ51 | Long             | EC               | CORP              | VN        |     76615 | NS      | $127011.94    | 1.04%             |  |  |  | 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