Dimensional US High Profitability ETF SEC Filings

Dimensional ETF Trust – Dimensional US Sustainability Core 1 ETF filed Form NPORT-P covering the month ended 30 April 2025.

The fund reported $1.32 billion in total assets and $36.6 million in liabilities, leaving net assets of $1.28 billion. No borrowings, preferred stock, delayed-delivery payables, or controlled-foreign-corporation exposures were disclosed, pointing to a conservative balance sheet with negligible leverage.

Securities-lending activity involved 22 counterparties with an aggregate market value of approximately $35.5 million, or roughly 2.8 % of net assets; the filing indicates cash collateral only. Unallocated cash and cash equivalents were $4.38 million.

Performance was negative for the last two reported months, with total returns of -2.36 % and -6.18 %, respectively. Required credit-spread and other portfolio risk metrics were left blank, limiting visibility into fixed-income exposures.

Dimensional ETF Trust – Dimensional Emerging Markets Sustainability Core 1 ETF filed a routine Form NPORT-P for the period ended 30 Apr 2025.

• Total assets: $375.94 million
• Total liabilities: $5.76 million (≈ 1.5 % of assets)
• Net assets: $370.18 million
• Cash & cash equivalents: $2.04 million
• Preferred stock, borrowings and payables for firm-commitment purchases: $0 – fund is un-levered
• Securities lending: securities with an aggregate market value of ≈ $10.57 million (≈ 2.9 % of net assets) are on loan across 25 counterparties; the three largest are J.P. Morgan Securities plc ($1.29 m), Morgan Stanley & Co. Intl plc ($1.47 m) and Merrill Lynch Intl ($0.98 m).
• No credit-spread, interest-rate or other risk metrics were required because debt exposure is below the 25 % threshold.

The filing contains no earnings data, leverage, major transactions or going-concern issues. It appears to be a standard monthly portfolio report intended to keep investors informed of the fund’s asset mix, liquidity and securities-lending activity.

Dimensional ETF Trust – Dimensional Emerging Core Equity Market ETF filed its monthly Form NPORT-P for the period ended 30 April 2025.

• Net assets: $5.29 billion (assets $5.38 billion; liabilities $96.7 million).
• Leverage: No bank borrowings or other debt reported; all borrowing line items show $0.
• Cash & cash equivalents: $47.1 million.
• Securities lending: $263.8 million of portfolio securities (≈5 % of net assets) on loan to 26 counterparties. The three largest borrowers are Goldman Sachs Intl ($70.9 m), J.P. Morgan Securities PLC ($45.6 m) and Morgan Stanley Intl PLC ($21.1 m).
• Risk metrics: Credit-spread, duration and other B.3 metrics not reported, consistent with a portfolio largely composed of equities.
• Final filing: The fund does not indicate that this is its final Form NPORT submission.

The report is largely routine and provides investors with an updated snapshot of asset size, minimal leverage, and modest securities-lending activity.

The Dimensional US High Profitability ETF (DUHP) filed Form NPORT-P for April 2025, revealing significant portfolio metrics and securities lending activities. The fund reported total assets of $32.15 billion and net assets of $30.77 billion as of April 30, 2025.

Key financial highlights:

• Total liabilities: $1.37 billion
• Cash and cash equivalents: $54.93 million
• Monthly returns for the past three months: -1.91%, -5.51%, and -1.99%

The fund maintains an active securities lending program with 33 different borrowers, including major financial institutions. Top securities lending counterparties include:

• BOFA Securities: $325.47 million
• BMO Nesbitt Burns: $145.47 million
• Morgan Stanley: $118.86 million