0001752724-24-035714.txt : 20240223
0001752724-24-035714.hdr.sgml : 20240223
20240223122213
ACCESSION NUMBER: 0001752724-24-035714
CONFORMED SUBMISSION TYPE: N-CEN/A
PUBLIC DOCUMENT COUNT: 4
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
EFFECTIVENESS DATE: 20240223
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23580
FILM NUMBER: 24668596
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 Equity Market ETF
C000221548
Dimensional International Core Equity Market ETF
DFAI
0001816125
S000069434
Dimensional Emerging Core Equity Market ETF
C000221549
Dimensional Emerging Core Equity Market ETF
DFAE
0001816125
S000070901
Dimensional U.S. Targeted Value ETF
C000225165
Dimensional U.S. Targeted Value ETF
DFAT
0001816125
S000070902
Dimensional U.S. Equity ETF
C000225166
Dimensional U.S. Equity ETF
DFUS
0001816125
S000070903
Dimensional U.S. Core Equity 2 ETF
C000225167
Dimensional U.S. Core Equity 2 ETF
DFAC
0001816125
S000070904
Dimensional International Value ETF
C000225168
Dimensional International Value ETF
DFIV
0001816125
S000070905
Dimensional World ex U.S. Core Equity 2 ETF
C000225169
Dimensional World ex U.S. Core Equity 2 ETF
DFAX
0001816125
S000070906
Dimensional U.S. Small Cap ETF
C000225170
Dimensional U.S. Small Cap ETF
DFAS
0001816125
S000073559
Dimensional Core Fixed Income ETF
C000230561
Dimensional Core Fixed Income ETF
DFCF
0001816125
S000073560
Dimensional 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
N-CEN/A
1
primary_doc.xml
X0404
N-CEN/A
0001752724-23-002765
LIVE
0001816125
XXXXXXXX
811-23580
true
N-1A
S000075154
true
S000075157
true
S000070902
true
S000075153
true
S000073561
true
S000070905
true
S000075152
true
S000073562
true
S000073559
true
S000075150
true
S000075155
true
S000070906
true
S000070901
true
S000075030
true
S000075151
true
S000069433
true
S000075148
true
S000069434
true
S000070903
true
S000070904
true
S000073560
true
S000075156
true
S000075149
true
S000069432
true
Dimensional ETF Trust
811-23580
0001816125
549300TQ0DPO13B72F34
6300 Bee Cave Road
Building One
Austin
78746
US-TX
US
512-306-7400
Citibank, N.A
388 Greenwich Street
New York
10013
813-604-1770
Records relating to its function as Custodian and Transfer Agent
Citi Fund Services Ohio, Inc.
4400 Easton Commons
Suite 200
Columbus
43219
614-470-8000
Records relating to its function as Administrator and Accountant
Dimensional Fund Advisors LP
6300 Bee Cave Road
Building One
Austin
78746
512-306-7400
Records relating to its function as Investment Advisor
N
N
N-1A
24
Y
Reena Aggarwal
N/A
N
Abbie J. Smith
N/A
N
George M. Constantinides
N/A
N
Ingrid M. Werner
N/A
N
Gerard K. O'Reilly
004982644
Y
David P. Butler
002305298
Y
Francis A. Longstaff
N/A
N
Douglas W. Diamond
N/A
N
Darrell Duffie
N/A
N
Heather E. Tookes
N/A
N
Randy Olson
004817023
6300 Bee Cave Road
Building One
Austin
78746
XXXXXX
N
N
N
N
N
DFA Securities LLC
8-27006
000010292
N/A
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
Dimensional International Small Cap ETF
S000075154
549300OI6PCW5NTSWF76
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
1895732.47076919
61089.33
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London BranchCitibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
105.68000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
260.09000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
1257.12000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1345.65000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
362.57000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
1265.34000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1257.42000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
658.86000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
102.72000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
1674.91000000
8295.44000000
Macquarie Capital (USA) Inc.
008-47198
000036368
549300670K07JRB5UQ40
9717.92000000
Jarden Securities Limited
N/A
N/A
213800SE4KPTY278KZ54
NZ
4873.19000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
86210362.44000000
Euroz Hartleys Securities Ltd
N/A
N/A
2617007CZKOX5FVDVS67
AU
17531.51000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
9742414.46000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
170463479.26000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
49662784.81000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3987.09000000
Canaccord Genuity LLC
008-03271
000001020
WTX5X269IUOQ9YMI7R44
18732.30000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
8482753.31000000
324618696.37000000
N
123432153.86000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Emerging Markets Value ETF
S000075157
549300NVQB3X92GMEB29
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
267214.20538460
4948.22
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Banco de Chile
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Berhad
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc Hungarian Branch Office
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, organizacni slozka
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Korea Inc.
N/A
SK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Taiwan Limited
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, A.S.
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Bangkok Branch
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Jakarta Branch
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Kuwait Branch
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Manila Branch
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Mumbai Branch
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Saudi Arabia
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S.A. Sociedad Fiduciaria
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hong Kong & Shanghai Banking Corporation Limited acting through its agent, HSBC Bank Middle East Limited
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1270.13000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
22796.06000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
27853.77000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
6323.11000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
16536.76000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
59.68000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
21121.50000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
237.73000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
2062.01000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
1705.57000000
99982.75000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
6653123.83000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
9924117.60000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1749474.69000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
5996256.13000000
24322972.25000000
N
115510739.08000000
Uncommitted
700000000.00000000
N
N
Dimensional U.S. Equity ETF
S000070902
549300TG4GW6UKRIBD35
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
81198162.65461522
194615.03
Rule 6c-11 (17 CFR 270.6c-11)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
791.81000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
11993.59000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1899.09000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
887.45000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
12731.44000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
134.78000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
814.21000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
737.84000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
13412.80000000
43403.01000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
299441904.55000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
79577804.42000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
8388926.11000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
54585713.82000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
173330098.85000000
615324447.75000000
N
5698760418.96000000
Uncommitted
700000000.00000000
N
N
N
Dimensional International Small Cap Value ETF
S000075153
549300ASQN7LSEGLJM87
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
2018440.62769228
37926.21
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank Europe PLC
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
137.24000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
67.49000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1062.88000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
275.33000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
2159.14000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
2237.99000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1614.57000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
2987.63000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
174.69000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
3001.11000000
13749.36000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
14560202.97000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
263795270.45000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
5724211.46000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
32415417.53000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4838463.11000000
Canaccord Genuity LLC
008-03271
000001020
WTX5X269IUOQ9YMI7R44
94.90000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3815882.04000000
Euroz Hartleys Securities Ltd
N/A
N/A
2617007CZKOX5FVDVS67
AU
64668.94000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
168876711.71000000
494090923.11000000
N
214656926.04000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Inflation-Protected Securities ETF
S000073561
549300616QJMJHEK1Q12
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
N/A
0
0
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 18f-4 (17 CFR 270.18f-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 6c-11 (17 CFR 270.6c-11)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
0
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
169546825.31
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
153756589.24
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
39237333.86
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
28713878.53
Wells Fargo Securities, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
7290630.94
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
7254734.1
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2367389.25
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
2036831.73
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
1706629.53
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
1284021.77
415477802.42
N
160998891.05
Uncommitted
700000000.00000000
N
N
N
Dimensional World ex U.S. Core Equity 2 ETF
S000070905
549300BQCVVATR5RKZ27
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
138281614.94769189
2314765.77
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-4 (17 CFR 270.12d1-4)
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Manila Branch
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Jakarta Branch
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream
N/A
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Bangkok Branch
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, A.S.
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Taiwan Limited
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Berhad
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A. Kuwait Branch
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc Hungarian Branch Office
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S.A. Sociedad Fiduciaria
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Saudi Arabia
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., New York Offices
N/A
N
Y
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Korea Inc.
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc.
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, organizacni slozka
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Mumbai Branch
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hong Kong & Shanghai Banking Corporation Limited acting through its agent, HSBC Bank Middle East Limited
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
3688.44000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
69188.39000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
83614.28000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
7655.19000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
76305.48000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
52069.13000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
65440.16000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
2798.49000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
58323.00000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1600.81000000
422805.87000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
5631870.64000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
293003584.47000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
288810.41000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
263523246.81000000
Euroz Hartleys Securities Ltd
N/A
N/A
2617007CZKOX5FVDVS67
AU
82720.00000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
6523493.28000000
Barrenjoey Markets Pty Limited
N/A
N/A
984500B5B4F7C8F1EF30
AU
74712.41000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
159127.80000000
Macquarie Capital (USA) Inc.
008-47198
000036368
549300670K07JRB5UQ40
262762.01000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
41655371.25000000
611351470.63000000
N
4660242073.80000000
Uncommitted
700000000.00000000
N
N
Dimensional International Core Equity 2 ETF
S000075152
549300OGZ7R0ZDQLA455
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
7699133.62923072
123691.03
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
486.48000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
564.29000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
7928.57000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
4328.82000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2269.43000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
6679.69000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
6923.26000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
330.76000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
3861.27000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
9626.38000000
43215.53000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
34367907.56000000
Euroz Hartleys Securities Ltd
N/A
N/A
2617007CZKOX5FVDVS67
AU
23036.30000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
10101566.97000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
560631521.84000000
Barrenjoey Markets Pty Limited
N/A
N/A
984500B5B4F7C8F1EF30
AU
28887.86000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
19487599.37000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
269872030.44000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
29747.72000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
515523581.20000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
9718808.21000000
1419795827.58000000
N
572239729.52000000
Uncommitted
700000000.00000000
N
N
N
Dimensional National Municipal Bond ETF
S000073562
549300WRYDPS51LRFI57
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
Citibank, N.A>
E57ODZWZ7FF32TWEFA76
N
N
N/A
0
0
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
N
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
0
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
35380704.85000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
47100079.25000000
Hutchinson Shockey Erley & Co
008-05761
000002261
N/A
30168939.70000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
118817817.95000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
48235044.80000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
86941469.75000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
28441535.75000000
Headlands Tech Global Markets LLC
008-68677
000154838
549300KWRNDIITFG5S11
31898251.00000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
20671089.55000000
Wells Fargo Securities, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
19277159.80000000
646348834.60000000
N
243293803.19000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Core Fixed Income ETF
S000073559
549300UT5CL8M0JR7R22
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
5084160.84384613
31037.33
Rule 18f-4 (17 CFR 270.18f-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., New York Offices
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
0
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
668884307.96000000
HSBC Securities (USA) Inc.
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
108070100.45000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
1048289501.79000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2008761162.60000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2774615057.13000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2047271346.60000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
81956688.43000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
65292184.78000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
114918767.07000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
951666289.66000000
10149054218.98000000
N
624492321.74000000
Uncommitted
700000000.00000000
N
N
N
Dimensional US Real Estate ETF
S000075150
5493008O3YXC72K1RO63
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
307165.87615384
2006.97
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
57.57000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
605.34000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
109.39000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
548.75000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
597.06000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
55.96000000
1974.07000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
68609967.03000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
43568687.90000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
164332636.87000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
51653179.87000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2464225.70000000
330628697.37000000
N
129495721.01000000
Uncommitted
700000000.00000000
N
N
N
Dimensional International High Profitability ETF
S000075155
5493002X50DSJ06T1J40
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
2775534.88076922
26199.67
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel BranchCitibank, N.A., London Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
155.91000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
621.00000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1524.82000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
1212.99000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
100.32000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
1113.17000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
137.44000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
1195.12000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
118.76000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2642.38000000
8858.26000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
21299676.77000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4876494.01000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
17969614.77000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
27699514.67000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
2220936.21000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
671.37000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
333512796.78000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
81186633.05000000
488766337.63000000
N
248977210.46000000
Uncommitted
700000000.00000000
N
N
N
Dimensional U.S. Small Cap ETF
S000070906
549300ZX1UG1MY980943
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
206468510.14384582
544520.15
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 18f-4 (17 CFR 270.18f-4)
Rule 6c-11 (17 CFR 270.6c-11)
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
3844.28000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
39039.73000000
Cantor Fitzgerald & Co.
008-00201
000000134
5493004J7H4GCPG6OB62
228.52000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
50895.68000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
1627.75000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3822.70000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
1655.52000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
8430.03000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
45987.14000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
6332.52000000
161896.87000000
State Street Global Markets, LLC
008-69862
000285852
549300FDEDF5ORXCMQ56
58990.00000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
133296666.39000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
120958628.24000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
653297552.44000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
183828886.57000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
7610447.49000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
464751299.54000000
1563802470.67000000
N
4316948567.58000000
Uncommitted
700000000.00000000
N
N
Dimensional U.S. Targeted Value ETF
S000070901
549300V8M6DRTAYL7J91
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
256751623.79999972
554739.41
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 6c-11 (17 CFR 270.6c-11)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
10745.11000000
Cantor Fitzgerald & Co.
008-00201
000000134
5493004J7H4GCPG6OB62
238.74000000
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
3665.12000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
5211.99000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
56985.72000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
69738.65000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
55542.02000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
2170.60000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
1766.10000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3781.26000000
209921.68000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
378741203.05000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
115559550.03000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1857451536.13000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
909351491.16000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
25751295.76000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
201374790.82000000
3488229866.95000000
N
6700986270.82000000
Uncommitted
700000000.00000000
N
N
Dimensional US Marketwide Value ETF
S000075030
549300304D4BUNFXYI39
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
3053636.00230768
93599.57
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 17a-8 (17 CFR 270.17a-8)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
2022-05-06
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
Y
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Y
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Y
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
Y
DFA Securities LLC
008-27006
000010292
N/A
0
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
16135.44000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
11060.65000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
128.16000000
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
27.80000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
669.46000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1929.34000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
7697.96000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
367.85000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
23.94000000
38040.60000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
117646500.01000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
15944513.93000000
CONVERSION
N/A
000301524
549300OVO8MRA4KTCJ44
3844933734.32000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
63338431.80000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
22846869.98000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
46502233.41000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
980431257.99000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
83730725.19000000
5175374266.63000000
N
7949971370.44000000
Uncommitted
700000000.00000000
N
N
N
Dimensional US Small Cap Value ETF
S000075151
549300ZODOLXPWC4HS24
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
5314082.32692306
16716.06
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
N
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
311.98000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
3829.87000000
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
72.81000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
131.12000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
702.95000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
4492.93000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
4528.69000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
258.70000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
854.85000000
15183.90000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
311334132.83000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
29302704.73000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
121014789.46000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
105307757.67000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2463310.16000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
83113018.06000000
652535712.91000000
N
273744711.15000000
Uncommitted
700000000.00000000
N
N
Dimensional International Core Equity Market ETF
S000069433
54930095KJRG74HDT020
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
17185602.01307682
153264.49
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 12d1-4 (17 CFR 270.12d1-4)
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
N
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream
N/A
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc.
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
88.82000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
13149.55000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
17285.44000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
8424.15000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
1178.82000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4742.86000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
16015.10000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
15450.37000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
580.54000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
1097.69000000
78054.04000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
202553.71000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
66622165.35000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
41820.14000000
Macquarie Capital (USA) Inc.
008-47198
000036368
549300670K07JRB5UQ40
127509.98000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
592711746.52000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1050102710.95000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
35224.48000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
11526866.78000000
Barrenjoey Markets Pty Limited
N/A
N/A
984500B5B4F7C8F1EF30
AU
137984.79000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
4065966.83000000
1725585614.90000000
N
1473668106.79000000
Uncommitted
700000000.00000000
N
N
N
Dimensional US High Profitability ETF
S000075148
549300O2I3BZ2KNHPO87
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
1162244.10923076
8353.14
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
7.70000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
396.35000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
13.50000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
58.47000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
507.42000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
411.38000000
1394.82000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
122570553.38000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
3679988.74000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
6919646.98000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
65907873.34000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
304997733.43000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
649465410.32000000
1153541206.19000000
N
525876944.71000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Emerging Core Equity Market ETF
S000069434
549300U8W9ABLYGQV397
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
19280164.41999989
664727.62
Rule 6c-11 (17 CFR 270.6c-11)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4 (17 CFR 270.18f-4)
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Berhad
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Jakarta Branch
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S.A. Sociedad Fiduciaria
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, organizacni slozka
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Saudi Arabia
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Bangkok Branch
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream
N/A
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc Hungarian Branch Office
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hong Kong & Shanghai Banking Corporation Limited acting through its agent, HSBC Bank Middle East Limited
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Korea Inc.
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, A.S.
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Mumbai Branch
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Taiwan Limited
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Manila Branch
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
25408.55000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
151790.74000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
19162.35000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
39356.60000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
1746.12000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1080.92000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
25585.43000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
20495.91000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
225033.60000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
194114.58000000
704064.05000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
19.33000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
14298049.49000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
97065021.73000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
364232.42000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
14.77000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
62439151.96000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
46.82000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
59.13000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
82171476.94000000
256338072.59000000
N
969568146.71000000
Uncommitted
700000000.00000000
N
N
Dimensional U.S. Core Equity 2 ETF
S000070903
54930056FNVIE1543D41
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
288427681.48461510
715221.57
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-4 (17 CFR 270.12d1-4)
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
2196.00000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
12021.86000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
1562.00000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
5217.14000000
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
3374.80000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
48368.41000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
59531.44000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
62913.99000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
5336.17000000
200521.81000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
10400540.36000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
524573863.16000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
314231786.99000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
12.06000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
504501808.32000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
700825541.02000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1631875612.07000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
63467318.88000000
3749876482.86000000
N
14673138626.13000000
Uncommitted
700000000.00000000
N
N
N
Dimensional International Value ETF
S000070904
549300F3EUNKP4DGBS58
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
74400489.97999993
670057.34
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Israel Branch
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream
N/A
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., New York Offices
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank Europe plc.
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
2500.97000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
3106.84000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
60339.38000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2003.69000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1590.59000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
58273.79000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
55694.35000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
6301.15000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1578.23000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
54187.77000000
246436.43000000
Barrenjoey Markets Pty Limited
N/A
N/A
984500B5B4F7C8F1EF30
AU
201589.84000000
Macquarie Capital (USA) Inc.
008-47198
000036368
549300670K07JRB5UQ40
272562.68000000
NORTHCOAST RESEARCH PARTNERS, LLC
008-68115
000149109
2549006Z9URN8P891M84
25339.01000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
16615533.33000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
18648623.41000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
364320555.32000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
214023184.09000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
289004.40000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
163808223.42000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
3174851.24000000
781379469.02000000
N
3750302657.40000000
Uncommitted
700000000.00000000
N
N
Dimensional Short-Duration Fixed Income ETF
S000073560
5493004GXUIHGBBELJ26
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
5799017.98999998
25171.21
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank Canada
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe PLC
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc Dublin
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Sweden Branch
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. Tokyo Branch
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Auckland Branch
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., New York Offices
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Singapore Branch
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Pty Limited
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
0
Wells Fargo Securities, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
21690473.79000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
319872859.79000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
40176066.61000000
Jane Street Capital, LLC
008-52275
000103782
549300ZM16HMPEPNV857
20285166.51000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
81945051.47000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
112049531.24000000
BNP Paribas Securities Corp.
008-32682
000015794
RCNB6OTYUAMMP879YW96
31421771.68000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
33309704.20000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1327707860.04000000
Citadel Securities LLC
008-53574
000116797
12UUJYTN7D3SW8KCSG25
23456311.99000000
2134968767.79000000
N
653935057.36000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Emerging Markets High Profitability ETF
S000075156
549300870JHP32NWNT89
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
104966.16615384
3351.75
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
Y
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
N
Banco de Chile
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Berhad
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc Hungarian Branch Office
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, organizacni slozka
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Korea Inc.
N/A
SK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Taiwan Limited
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, A.S.
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Bangkok Branch
N/A
TL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Jakarta Branch
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Kuwait Branch
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Manila Branch
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Mumbai Branch
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Saudi Arabia
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S.A. Sociedad Fiduciaria
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hong Kong & Shanghai Banking Corporation Limited acting through its agent, HSBC Bank Middle East Limited
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
27.60000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
5876.74000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
1598.77000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
28.86000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
410.10000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
11300.37000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
10336.93000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1822.71000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
65.45000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
8281.44000000
39750.45000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
574705.69000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
2230119.71000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
4192088.49000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
4083571.85000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
803045.56000000
11883531.30000000
N
28672040.83000000
Uncommitted
700000000.00000000
N
N
N
Dimensional Emerging Markets Core Equity 2 ETF
S000075149
549300ECRLG8UXDG3E82
Y
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
2244235.07769228
79820.77
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-4 (17 CFR 270.12d1-4)
Y
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
DFA Australia Limited
801-48036
000107621
549300NN516DPSX0IH86
Y
N
Dimensional Fund Advisors Ltd.
801-40136
000107472
SIQNE3E5N1WZ40Z2SU44
Y
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg
N/A
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
N
Banco de Chile
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Berhad
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc Hungarian Branch Office
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Greece Branch
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, organizacni slozka
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Korea Inc.
N/A
SK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A. South Africa
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA UAE
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Taiwan Limited
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, A.S.
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Bangkok Branch
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Hong Kong Branch
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Jakarta Branch
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Kuwait Branch
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., London Branch
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Manila Branch
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, N.A., Mumbai Branch
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A., Sao Paolo Branch
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citigroup Saudi Arabia
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S.A. Sociedad Fiduciaria
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hong Kong & Shanghai Banking Corporation Limited acting through its agent, HSBC Bank Middle East Limited
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
8277.04000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
27189.02000000
SG Americas Securities, LLC
008-66125
000128351
549300F35UE0BOM1WJ55
9118.60000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
88972.17000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
116482.26000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
551.97000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
52803.60000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
8560.57000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
421.28000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
44077.29000000
356637.00000000
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
36411354.87000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
45429497.87000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
16167444.58000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
19890160.43000000
117898457.75000000
N
373031720.61000000
Uncommitted
700000000.00000000
N
N
Dimensional US Core Equity Market ETF
S000069432
549300O3PQG5V42IUV84
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
Citibank, N.A
E57ODZWZ7FF32TWEFA76
N
N
N/A
24663112.23153836
80442.12
Rule 6c-11 (17 CFR 270.6c-11)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
N
N
N
N
Dimensional Fund Advisors LP
801-16283
000106482
S31KDR2I4VDC432ELJ36
N
Citibank, N.A.
N/A
E57ODZWZ7FF32TWEFA76
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
N
Bloomberg
N/A
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
Citi Fund Services Ohio, Inc.
549300OX9HIV34JOX333
N
N
N
DFA Securities LLC
008-27006
000010292
N/A
0
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
4717.88000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
355.96000000
Loop Capital Markets LLC
008-50140
000043098
254900FPPM2WN90D4786
281.76000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
788.95000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
318.66000000
ROSENTHAL COLLINS GROUP LLC
N/A
N/A
5493001JB5LOVW7VVW14
120.02000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
5197.96000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
5767.25000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
723.90000000
18272.34000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
78550638.36000000
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
327211393.16000000
ABN Amro Securities (USA) LLC
008-68398
000151796
549300FIFV1CB6HD9A14
187485170.75000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1029922154.05000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
279438629.94000000
1902607986.26000000
N
2005466461.20000000
Uncommitted
700000000.00000000
N
N
N
Dimensional International Small Cap ETF
S000075154
Y
100000.00000000
5.33880900
14.00000000
94.66119000
14.00000000
88.4729
4.5282
11.5271
4.5282
0.00000000
806.41000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional Emerging Markets Value ETF
S000075157
Y
100000.00000000
88.79118500
5.00000000
11.20881400
5.00000000
4.5844
13.5644
95.4156
13.5644
0.00000000
2794.18000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional U.S. Equity ETF
S000070902
N
40000.00000000
1.94103000
13.00000000
98.05896900
13.00000000
0.23931700
0.00000000
99.76068200
0.00000000
0.00000000
91.28000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
81.08000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional International Small Cap Value ETF
S000075153
Y
50000.00000000
6.81327600
15.00000000
93.18672300
15.00000000
85.7105
5.3445
14.2895
5.3445
0.00000000
277.81000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional Inflation-Protected Securities ETF
S000073561
N
25000.00000000
1.51997700
11.00000000
98.48002200
11.00000000
0.34787100
0.00000000
99.65212800
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2625.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional World ex U.S. Core Equity 2 ETF
S000070905
Y
200000.00000000
42.00989600
22.00000000
57.99010300
22.00000000
18.17547500
0.00000000
81.82452500
0.00000000
0.00000000
2540.07000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
800.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional International Core Equity 2 ETF
S000075152
Y
100000.00000000
6.39784900
15.00000000
93.60215000
15.00000000
8.6694
17.4057
91.3306
17.4057
0.00000000
486.52000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional National Municipal Bond ETF
S000073562
N
50000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2006.58000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
722.70000000
0.00000000
Y
Dimensional Core Fixed Income ETF
S000073559
N
50000.00000000
2.06232400
13.00000000
97.93767500
13.00000000
0.06454000
0.00000000
99.93545900
0.00000000
0.00000000
30.53000000
0.00000000
0.00000000
4986.17000000
0.00000000
0.00000000
12.19000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional US Real Estate ETF
S000075150
N
50000.00000000
0.08349500
0.00000000
99.91650400
0.00000000
2.24583400
4.00000000
97.75416500
4.00000000
0.00000000
24.04000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
33.33000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional International High Profitability ETF
S000075155
Y
50000.00000000
4.76728100
14.00000000
95.23271800
14.00000000
6.2519
13.9963
93.7481
13.9963
0.00000000
206.14000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional U.S. Small Cap ETF
S000070906
N
810000.00000000
1.54232400
10.00000000
98.45767500
10.00000000
0.50166800
1.00000000
99.49833200
1.00000000
0.00000000
72.04000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
32.56000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional U.S. Targeted Value ETF
S000070901
N
1200000.00000000
1.20899200
9.00000000
98.79100700
9.00000000
0.42862400
1.00000000
99.57137500
1.00000000
0.00000000
124.38000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
36.59000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional US Marketwide Value ETF
S000075030
N
1650000.00000000
0.10722700
0.00000000
99.89277200
0.00000000
0.23954200
1.00000000
99.76045700
1.00000000
0.00000000
78.03000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
93.14000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional US Small Cap Value ETF
S000075151
N
50000.00000000
5.91698400
11.00000000
94.08301500
11.00000000
0.05458000
0.00000000
99.94542000
0.00000000
0.00000000
42.63000000
0.00000000
0.00000000
53.33000000
0.00000000
0.00000000
68.57000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional International Core Equity Market ETF
S000069433
Y
100000.00000000
8.81208700
18.00000000
91.18791200
18.00000000
8.6694
17.4057
91.3306
17.4057
0.00000000
460.83000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional US High Profitability ETF
S000075148
N
50000.00000000
0.55805600
7.00000000
99.44194300
7.00000000
0.07001500
0.00000000
99.92998400
0.00000000
0.00000000
16.95000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
30.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional Emerging Core Equity Market ETF
S000069434
Y
100000.00000000
83.37729300
3.00000000
16.62270600
3.00000000
83.3328
3.3624
16.6672
3.3624
0.00000000
2769.10000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional U.S. Core Equity 2 ETF
S000070903
N
4000000.00000000
2.45559700
14.00000000
97.54440200
14.00000000
0.15692300
0.00000000
99.84307600
0.00000000
0.00000000
69.39000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
77.19000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional International Value ETF
S000070904
Y
50000.00000000
12.00447900
28.00000000
87.99552000
28.00000000
13.4927
29.9625
86.5073
29.9625
0.00000000
241.63000000
0.00000000
0.00000000
52.63000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional Short-Duration Fixed Income ETF
S000073560
N
50000.00000000
4.79471100
15.00000000
95.20528800
15.00000000
14.47465400
38.00000000
85.52534600
38.00000000
0.00000000
30.84000000
0.00000000
0.00000000
3250.00000000
0.00000000
0.00000000
5.72000000
0.00000000
0.00000000
1217.26000000
0.00000000
Y
Dimensional Emerging Markets High Profitability ETF
S000075156
Y
50000.00000000
85.71052300
5.00000000
14.28947600
5.00000000
5.2046
13.1590
94.7954
13.1590
0.00000000
2157.06000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional Emerging Markets Core Equity 2 ETF
S000075149
Y
100000.00000000
85.28783100
4.00000000
14.71216800
4.00000000
6.6074
13.7604
93.3926
13.7604
0.00000000
1738.66000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
Dimensional US Core Equity Market ETF
S000069432
N
50000.00000000
1.71440800
12.00000000
98.28559100
12.00000000
0.07282600
0.00000000
99.92717300
0.00000000
0.00000000
82.60000000
0.00000000
0.00000000
11.76000000
0.00000000
0.00000000
43.17000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
true
true
INTERNAL CONTROL RPT
2
NCEN_-_ETFs_2022.pdf.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,
2022, 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, 2022.
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001
Market Street, Philadelphia, PA 19103-7042
T: (267) 330-3000, F: (267) 330-3300, www.pwc.com/us 1
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.
Philadelphia, Pennsylvania
December 22, 2022
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800,
2001 Market Street, Philadelphia, PA 19103-7042 T: (267)
330-3000, F: (267) 330-3300, www.pwc.com/us
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****
*For the period February 23, 2022 (commencement of operations)
through October 31, 2022
**For the period March 23, 2022 (commencement of operations)
through October 31, 2022
***For the period April 26, 2022 (commencement of operations)
through October 31, 2022
****For the period November 15, 2021 (commencement of operations)
through October 31, 2022
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001
Market Street, Philadelphia, PA
19103-7042 T: (267) 330-3000, F: (267) 330-3300, www.pwc.com/us
OTHER REQUIRED INFO
3
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 3, 2023
OTHER REQUIRED INFO
4
Explanatory_Note.txt
EXPLANATORY NOTE
This amended Form N-CEN filing replaces the registrant's
Form N-CEN, as previously filed under accession number
0001752724-23-002765. The statutory exemptions relied
on for certain funds have been amended.