# EDGAR Filing Document

**Accession Number:** 0001981627
**File Stem:** 0001410368-26-018374
**Filing Date:** 2026-2
**Character Count:** 59430
**Document Hash:** 616ebf7c525e77432207e1d3990f13e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018374.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018374

**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:** 26683135

**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 International Value ETF (Series ID: S000088549)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000254841 | GMO International Value ETF | GMOI            |

## 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 International Value ETF

- **b. EDGAR series identifier (if any):** S000088549

- **c. LEI of Series:** 529900EFGH3ZROC1BH23

**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:** $231439084.96

**Total Liabilities:** $115045.68

**Net Assets:** $231324039.28

**Cash Not Reported:** $8291.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254841 | 0.86%                | 3.84%                | 4.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1530891.71              | $-167294.21                                |
| Month 2  | $1034714.75              | $6048702.48                                |
| Month 3  | $1337048.06              | $8538552.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alimentation Couche-Tard Inc          | Alimentation Couche-Tard Inc                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      3454 | NS      | $188635.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                               | DCC PLC                                               | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     10673 | NS      | $666103.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA    | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    340125 | NS      | $7928313.75   | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                      | Bank of Montreal                                      | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     18425 | NS      | $2392813.56   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The               | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    107246 | NS      | $7902957.74   | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC          | Associated British Foods PLC                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     20033 | NS      | $574364.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                         | BHP Group Ltd                                         | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    130841 | NS      | $7898871.17   | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce    | Canadian Imperial Bank of Commerce                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      7561 | NS      | $685102.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                   | Deutsche Telekom AG                                   | CUSIP: 251566105<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     91825 | NS      | $3002677.50   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                         | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      8598 | NS      | $298930.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                           | Equinor ASA                                           | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    194425 | NS      | $4594262.75   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson       | Telefonaktiebolaget LM Ericsson                       | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    235334 | NS      | $2270973.10   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd        | Fairfax Financial Holdings Ltd                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       290 | NS      | $553324.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                          | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    565536 | NS      | $1403039.91   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                        | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    296510 | NS      | $1249801.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                               | ITV PLC                                               | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    419542 | NS      | $465707.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                               | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    136220 | NS      | $6680228.80   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     28018 | NS      | $2204176.06   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                   | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     46280 | NS      | $322032.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                        | BPER Banca SPA                                        | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     12043 | NS      | $164174.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                          | Capgemini SE                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      1337 | NS      | $223509.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       568 | NS      | $1308366.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       247 | NS      | $568955.18    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    134603 | NS      | $3968096.44   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                     | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      6194 | NS      | $278934.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                      | Imperial Oil Ltd                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      2069 | NS      | $178749.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                          | ING Groep NV                                          | CUSIP: 456837103<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     86660 | NS      | $2426480.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                      | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     59046 | NS      | $3242634.82   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     27995 | NS      | $1563394.87   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                           | Swedbank AB                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     28439 | NS      | $991882.14    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      6748 | NS      | $515466.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     16769 | NS      | $1371208.09   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG             | Fresenius Medical Care AG                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     27754 | NS      | $1329448.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                         | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     15341 | NS      | $1866876.34   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     40934 | NS      | $2889705.58   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                           | Swisscom AG                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       470 | NS      | $341478.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     21208 | NS      | $1130386.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                          | Carrefour SA                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     38382 | NS      | $641865.87    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    139310 | NS      | $5054166.80   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                             | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    128475 | NS      | $2404417.32   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                    | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    191586 | NS      | $2267279.28   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                      | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     49281 | NS      | $1917566.67   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     25309 | NS      | $2770275.74   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1995 | NS      | $214523.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                             | Buzzi SpA                                             | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |      2406 | NS      | $147031.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                   | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      8772 | NS      | $708424.47    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                    | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      4021 | NS      | $292223.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd              | Asahi Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     51000 | NS      | $533800.43    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                      | Asahi Kasei Corp                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     56800 | NS      | $503672.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                      | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     48850 | NS      | $1105224.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM               | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     28435 | NS      | $626819.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                         | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    215478 | NS      | $3165021.50   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     34100 | NS      | $679648.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                         | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      4093 | NS      | $401033.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd       | Daito Trust Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     14400 | NS      | $274504.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd            | Dai Nippon Printing Co Ltd                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      8300 | NS      | $142748.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd           | Daiwa House Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     58400 | NS      | $1937967.31   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                           | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     23600 | NS      | $511504.09    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                             | Nestle SA                                             | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     36043 | NS      | $3560327.54   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd | Hitachi Construction Machinery Co Ltd                 | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     18200 | NS      | $537959.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd              | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     65647 | NS      | $697172.77    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                         | ICL Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     42988 | NS      | $247030.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                      | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     40900 | NS      | $636973.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd             | Kawasaki Kisen Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     12800 | NS      | $178222.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd                  | Kerry Properties Ltd                                  | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     34000 | NS      | $88596.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                 | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     73000 | NS      | $1094254.34   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                           | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     71900 | NS      | $2295071.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                           | Kubota Corp                                           | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     97453 | NS      | $1378987.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                   | BlueScope Steel Ltd                                   | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      4608 | NS      | $74018.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp               | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    227600 | NS      | $2940172.37   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co Ltd                  | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |      1700 | NS      | $45669.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                           | Sojitz Corp                                           | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     16100 | NS      | $500247.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                       | Mitsui & Co Ltd                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    152400 | NS      | $4517321.25   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                  | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     13200 | NS      | $396910.11    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                      | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      8000 | NS      | $101276.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                        | Niterra Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      8000 | NS      | $351940.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp              | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     16900 | NS      | $230886.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                            | Denso Corp                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     49400 | NS      | $680574.57    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                               | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   4050300 | NS      | $4077708.82   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                      | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      9500 | NS      | $225309.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                       | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     61700 | NS      | $2000208.12   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd             | Ono Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     49700 | NS      | $689308.29    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                             | ORIX Corp                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     70600 | NS      | $2052556.18   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     40712 | NS      | $5612963.44   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd               | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     32000 | NS      | $538304.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                     | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     31900 | NS      | $712373.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                     | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     56600 | NS      | $1026561.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd              | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     29500 | NS      | $302175.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                         | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     50600 | NS      | $1748258.43   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd           | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    128500 | NS      | $1563589.76   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                     | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     36400 | NS      | $542491.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                        | Toyo Tire Corp                                        | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     17900 | NS      | $495381.13    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                            | Tosoh Corp                                            | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     19400 | NS      | $291297.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                      | Mazda Motor Corp                                      | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     14700 | NS      | $114397.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                    | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     50400 | NS      | $1696945.86   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd              | Mizrahi Tefahot Bank Ltd                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      4455 | NS      | $311124.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd              | United Overseas Bank Ltd                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     33300 | NS      | $908276.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                   | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     90000 | NS      | $666209.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc                   | Parex Resources Inc                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     31723 | NS      | $426424.79    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                | AXA SA                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     12875 | NS      | $619753.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1446 | NS      | $611916.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     12626 | NS      | $5231477.34   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                       | Adecco Group AG                                       | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     25788 | NS      | $752706.17    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                    | Credit Agricole SA                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     15541 | NS      | $320529.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                        | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     65170 | NS      | $6187527.01   | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                  | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     31773 | NS      | $1688711.05   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano             | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    249429 | NS      | $150609.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                         | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     80627 | NS      | $6452578.81   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc                     | Russel Metals Inc                                     | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      4058 | NS      | $129496.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                       | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      8549 | NS      | $622153.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                             | Sanofi SA                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     98171 | NS      | $4757366.66   | 2.06%             |  |  |  | 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        |   1440316 | NS      | $1440316.11   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     74101 | NS      | $4623902.40   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                     | Suncor Energy Inc                                     | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      3954 | NS      | $175399.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     24439 | NS      | $939679.55    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The             | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     92502 | NS      | $8718122.27   | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd             | Woodside Energy Group Ltd                             | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     52057 | NS      | $811568.63    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA              | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     40434 | NS      | $977446.01    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                  | Evonik Industries AG                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      8363 | NS      | $131304.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd           | Suntory Beverage & Food Ltd                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     11900 | NS      | $359111.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                             | Essity AB                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     23927 | NS      | $689234.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS Group GmbH & Co KGaA              | DWS Group GmbH & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      3877 | NS      | $257428.15    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| JDE Peet's NV                         | JDE Peet's NV                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      7978 | NS      | $298711.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG              | Daimler Truck Holding AG                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     28188 | NS      | $1236282.37   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                       | J Sainsbury PLC                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     89128 | NS      | $390455.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                           | Acerinox SA                                           | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     16467 | NS      | $244996.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                 | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     22819 | NS      | $404479.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG      | Raiffeisen Bank International AG                      | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     23178 | NS      | $1043245.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd      | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     63100 | NS      | $970014.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                             | Arkema SA                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |       929 | NS      | $56935.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                            | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    166600 | NS      | $3325831.21   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                          | Husqvarna AB                                          | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     27247 | NS      | $137648.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                               | SSAB AB                                               | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     75057 | NS      | $567910.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                              | Volvo AB                                              | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     90059 | NS      | $2894526.49   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                        | Drax Group PLC                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     16567 | NS      | $186914.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                             | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     52252 | NS      | $583169.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                          | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     17622 | NS      | $775079.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc    | MS&AD Insurance Group Holdings Inc                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      8000 | NS      | $188100.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                | Otsuka Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $164272.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                           | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     10074 | NS      | $707970.09    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                  | Aurizon Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     87131 | NS      | $212236.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                      | Coca-Cola HBC AG                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      7439 | NS      | $385252.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV         | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     12093 | NS      | $495561.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC             | Bank of Ireland Group PLC                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     15234 | NS      | $293161.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     66046 | NS      | $903076.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                         | AIB Group PLC                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     47996 | NS      | $518925.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Group PLC                    | Aberdeen Group PLC                                    | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    123556 | NS      | $342421.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                            | Valmet Oyj                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     19465 | NS      | $648056.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                          | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    892500 | NS      | $994253.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                         | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    133732 | NS      | $1486908.21   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| H Lundbeck A/S                        | H Lundbeck A/S                                        | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     21300 | NS      | $144644.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                               | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      5436 | NS      | $462838.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                           | Investor AB                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      6033 | NS      | $216510.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                           | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3611 | NS      | $278977.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC           | Berkeley Group Holdings PLC                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      4691 | NS      | $246859.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                         | Schroders PLC                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    113322 | NS      | $621702.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd             | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    232000 | NS      | $1578423.94   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                         | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     23756 | NS      | $363493.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                      | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     24113 | NS      | $844177.03    | 0.36%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd            | Japan Post Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    131200 | NS      | $1382441.27   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                            | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     31152 | NS      | $767342.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                 | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    143000 | NS      | $722469.07    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                      | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    115775 | NS      | $7574000.50   | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd  | ZIM Integrated Shipping Services Ltd                  | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |     15030 | NS      | $319086.90    | 0.14%             |  |  |  | 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