0001752724-24-002663.txt : 20240112 0001752724-24-002663.hdr.sgml : 20240112 20240112164232 ACCESSION NUMBER: 0001752724-24-002663 CONFORMED SUBMISSION TYPE: N-CEN PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20240112 DATE AS OF CHANGE: 20240112 EFFECTIVENESS DATE: 20240112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Dimensional ETF Trust CENTRAL INDEX KEY: 0001816125 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CEN SEC ACT: 1940 Act SEC FILE NUMBER: 811-23580 FILM NUMBER: 24532538 BUSINESS ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 BUSINESS PHONE: 512-306-7400 MAIL ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 0001816125 S000069432 Dimensional US Core Equity Market ETF C000221547 Dimensional US Core Equity Market ETF DFAU 0001816125 S000069433 Dimensional International Core 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Short-Duration Fixed Income ETF C000230562 Dimensional Short-Duration Fixed Income ETF DFSD 0001816125 S000073561 Dimensional Inflation-Protected Securities ETF C000230563 Dimensional Inflation-Protected Securities ETF DFIP 0001816125 S000073562 Dimensional National Municipal Bond ETF C000230564 Dimensional National Municipal Bond ETF DFNM 0001816125 S000075030 Dimensional US Marketwide Value ETF C000233732 Dimensional US Marketwide Value ETF DFUV 0001816125 S000075148 Dimensional US High Profitability ETF C000233984 Dimensional US High Profitability ETF DUHP 0001816125 S000075149 Dimensional Emerging Markets Core Equity 2 ETF C000233985 Dimensional Emerging Markets Core Equity 2 ETF DFEM 0001816125 S000075150 Dimensional US Real Estate ETF C000233986 Dimensional US Real Estate ETF DFAR 0001816125 S000075151 Dimensional US Small Cap Value ETF C000233987 Dimensional US Small Cap Value ETF DFSV 0001816125 S000075152 Dimensional International Core Equity 2 ETF C000233988 Dimensional International Core Equity 2 ETF DFIC 0001816125 S000075153 Dimensional International Small Cap Value ETF C000233989 Dimensional International Small Cap Value ETF DISV 0001816125 S000075154 Dimensional International Small Cap ETF C000233990 Dimensional International Small Cap ETF DFIS 0001816125 S000075155 Dimensional International High Profitability ETF C000233991 Dimensional International High Profitability ETF DIHP 0001816125 S000075156 Dimensional Emerging Markets High Profitability ETF C000233992 Dimensional Emerging Markets High Profitability ETF DEHP 0001816125 S000075157 Dimensional Emerging Markets Value ETF C000233993 Dimensional Emerging Markets Value ETF DFEV 0001816125 S000076639 Dimensional US Sustainability Core 1 ETF C000236632 Dimensional US Sustainability Core 1 ETF DFSU 0001816125 S000076640 Dimensional International Sustainability Core 1 ETF C000236633 Dimensional International Sustainability Core 1 ETF DFSI 0001816125 S000076641 Dimensional Emerging Markets 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1.70677300 2.00000000 98.29322700 2.00000000 0.00000000 26.37000000 0.00000000 0.00000000 12.50000000 0.00000000 0.00000000 13.21000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional International High Profitability ETF S000075155 Y 50000 12.38526100 29.00000000 87.61473900 29.00000000 0 0 0 0 0.00000000 184.13000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional U.S. Small Cap ETF S000070906 N 30000 6.76867900 18.00000000 93.23132100 18.00000000 0.39989800 1.00000000 99.60010200 1.00000000 0.00000000 78.63000000 0.00000000 0.00000000 6.90000000 0.00000000 0.00000000 245.67000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional U.S. Targeted Value ETF S000070901 N 50000 5.10982200 17.00000000 94.89017800 17.00000000 0.66681800 1.00000000 99.33318200 1.00000000 0.00000000 174.95000000 0.00000000 0.00000000 11.25000000 0.00000000 0.00000000 62.69000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Ultrashort Fixed Income ETF S000081785 Y 50000 81.83812600 32.00000000 18.16187400 32.00000000 0 0 0 0 0.00000000 476.89000000 0.00000000 0.00000000 822.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional US Marketwide Value ETF S000075030 N 50000 1.77252700 11.00000000 98.22747300 11.00000000 0.59355500 1.00000000 99.40644500 1.00000000 0.00000000 92.57000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 73.86000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional US Small Cap Value ETF S000075151 N 50000 7.72336300 11.00000000 92.27663700 11.00000000 0.88246900 2.00000000 99.11753100 2.00000000 0.00000000 60.17000000 0.00000000 0.00000000 6.15000000 0.00000000 0.00000000 18.91000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional International Core Equity Market ETF S000069433 Y 100000 11.85109600 20.00000000 88.14890400 20.00000000 0 0 0 0 0.00000000 506.24000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional US High Profitability ETF S000075148 N 50000 0.41098100 5.00000000 99.58901900 5.00000000 0.74108400 2.00000000 99.25891600 2.00000000 0.00000000 24.81000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19.83000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Emerging Core Equity Market ETF S000069434 Y 100000 87.61611700 4.00000000 12.38388300 4.00000000 0 0 0 0 0.00000000 2737.06000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional U.S. Core Equity 2 ETF S000070903 N 100000 4.37038400 11.00000000 95.62961600 11.00000000 1.01465900 2.00000000 98.98534100 2.00000000 0.00000000 61.27000000 0.00000000 0.00000000 9.09000000 0.00000000 0.00000000 61.11000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Emerging Markets Sustainability Core 1 ETF S000076641 Y 100000 89.49628700 4.00000000 10.50371300 4.00000000 0 0 0 0 0.00000000 4238.90000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional International Value ETF S000070904 Y 50000 14.11802100 29.00000000 85.88197900 29.00000000 1.46896800 0.00000000 98.53103200 0.00000000 0.00000000 234.55000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 133.33000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional US Large Cap Value ETF S000078987 N 50000 5.55865300 11.00000000 94.44134700 11.00000000 0.80138100 1.00000000 99.19861900 1.00000000 0.00000000 26.60000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 24.23000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Short-Duration Fixed Income ETF S000073560 Y 50000 0.34565900 2.00000000 99.654341 2.00000000 0 0 0 0 0.00000000 67.24000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional International Sustainability Core 1 ETF S000076640 Y 100000 10.33296800 27.00000000 89.66703200 27.00000000 0 0 0 0 0.00000000 1052.55000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional World Equity ETF S000081781 N 50000 0.28137500 0.00000000 99.71862500 0.00000000 0 0 0 0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Emerging Markets High Profitability ETF S000075156 Y 50000 85.42643100 6.00000000 14.57356900 6.00000000 0 0 0 0 0.00000000 1404.27000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Emerging Markets Core Equity 2 ETF S000075149 Y 100000 86.62596800 4.00000000 13.37403200 4.00000000 0 0 0 0 0.00000000 2795.56000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional Global Sustainability Fixed Income ETF S000076642 Y 50000 19.81195100 24.00000000 80.18804900 24.00000000 0 0 0 0 0.00000000 2218.94000000 0.00000000 0.00000000 8750.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Dimensional US Core Equity Market ETF S000069432 N 50000 2.04653700 11.00000000 97.95346300 11.00000000 0.53265000 1.00000000 99.46735000 1.00000000 0.00000000 94.32000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 21.98000000 0.00000000 0.00000000 0.00000000 0.00000000 N true true OTHER REQUIRED INFO 2 interfund_lending_cco.txt Certificate of Chief Compliance Officer In regard to the Interfund Lending program, I certify that each Portfolio and the Adviser have established procedures reasonably designed to achieve compliance with the terms and conditions of the exemptive order dated April 2, 2014, pursuant to certain sections of the Investment Company Act of 1940. These procedures, which have been previously approved by the Board of Directors/ Trustees of the Portfolios, include the following objectives: (a) that the Interfund Loan Rate will be higher than the Repo Rate, and, if applicable, the one-day yield on any money market fund in which the lending Portfolio could otherwise invest, but lower than the Bank Loan Rate; (b) compliance with the collateral requirements as set forth in the application for exemptive relief filed on September 5, 2013, and amended on February 18, 2014; (c) compliance with the percentage limitations on interfund borrowing and lending; (d) allocation of interfund borrowing and lending demand in an equitable manner and in accordance with procedures established by the Board; and (e) that the Interfund Loan Rate does not exceed the interest rate on any third-party borrowings of a borrowing Portfolio at the time of the Interfund Loan. ________________________ Randy Olson Chief Compliance Officer January 5, 2024 INTERNAL CONTROL RPT 3 ICL.txt Report of Independent Registered Public Accounting Firm To the Board of Trustees of The Dimensional ETF Trust and Shareholders of the Funds listed in Appendix A, (hereafter collectively referred to as the "Funds") In planning and performing our audits of the financial statements of the Funds as of and for the year ended October 31, 2023, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting. The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of October 31, 2023. This report is intended solely for the information and use of the Board of Trustees of The Dimensional ETF Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/PricewaterhouseCoopers LLP Philadelphia, Pennsylvania December 21, 2023 Appendix A Dimensional US Equity ETF Dimensional U.S. Small Cap ETF Dimensional US Targeted Value ETF Dimensional U.S. Core Equity 2 ETF Dimensional US Marketwide Value ETF Dimensional International Value ETF Dimensional World ex U.S. Core Equity 2 ETF Dimensional US Core Equity Market ETF Dimensional International Core Equity Market ETF Dimensional Emerging Core Equity Market ETF Dimensional US High Profitability ETF Dimensional US Real Estate ETF Dimensional US Small Cap Value ETF Dimensional International Core Equity 2 ETF Dimensional International Small Cap Value ETF Dimensional International Small Cap ETF Dimensional International High Profitability ETF Dimensional Emerging Markets High Profitability ETF Dimensional Emerging Markets Value ETF Dimensional Emerging Markets Core Equity 2 ETF Dimensional Core Fixed Income ETF Dimensional Short-Duration Fixed Income ETF Dimensional Inflation-Protected Securities ETF Dimensional National Municipal Bond ETF Dimensional California Municipal Bond ETF@ Dimensional Global Real Estate ETF** Dimensional US Large Cap Value ETF** Dimensional US Core Equity 1 ETF# Dimensional Ultrashort Fixed Income ETF**** Dimensional World Equity ETF**** Dimensional Emerging Markets Sustainability Core 1 ETF* Dimensional Global Sustainability Fixed Income ETF*** Dimensional International Sustainability Core 1 ETF* Dimensional US Sustainability Core 1 ETF* *For the period November 1, 2022 (commencement of operations) through October 31, 2023 **For the period December 6, 2022 (commencement of operations) through October 31, 2023 ***For the period November 15, 2022 (commencement of operations) through October 31, 2023 ****For the period September 26, 2023 (commencement of operations) through October 31, 2023 @For the period June 26, 2023 (commencement of operations) through October 31, 2023 # For the period September 12, 2023 (commencement of operations) through October 31, 2023