DFAT Dimensional U.S. Targeted Value ETF

*Unless otherwise stated, data provided by FactSet.

DFAT Fund Description

DFAT is an active, tax-managed fund that seeks to provide long-term capital appreciation from a portfolio of US mid- and small-cap value stocks.

DFAT Factset Analytics Insight

DFAT is an actively managed fund that seeks long-term capital appreciation while maximizing after-tax returns. It holds US mid- and small-cap companies the fund’s advisor considers to have lower relative price with higher profitability potential. Firms that meet size and liquidity requirements are further evaluated based on the following factors: relative price, profitability, and investment characteristics. Factors such as price to cash flow or price to earnings ratios are considered in assessing the relative price, while earnings or profits from operations relative to book value or assets are analyzed for profitability measures. In addition, ratios such as recent changes in assets divided by total assets are used to review a firm’s investment characteristics. Holdings are typically market-cap-weighted but with an active approach, weightings may fluctuate. DFAT was originally launched as a mutual fund and was converted to an ETF on June 14, 2021.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAT -11.36% -3.04% -16.87% -12.10% -- -- --
DFAT (NAV) -11.39% -3.15% -16.94% -12.23% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA SMID Value -11.24% -4.60% -19.79% -15.02% 4.25% 3.95% 9.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAT Summary Data

Dimensional
06/14/21
Open-Ended Fund
0.29%
$6.39B
$12.69M
0.12%

DFAT Portfolio Data

$4.61B
9.05
1.35
1.45%
09/20/22
1,614

DFAT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA SMID Value

DFAT Portfolio Management

0.29%
--
--
--

DFAT Tax Exposures

20.00% / 39.60%
0.07%
Qualified dividends
No

DFAT Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

DFAT Factset Analytics Block Liquidity

As of 09/30/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DFAT. DFAT is rated a 5 out of 5.

DFAT Tradability

306,010
$12.69M
234,982
$9.98M
0.12%
$0.05
0.03%
0.29% / -2.04%
None
100.00%
50,000
4.70
0.03%
0.03%
1
$39.20
5

DFAT Sector/Industry Breakdown


DFAT
Segment Benchmark
30.89%
--
8.40%
--
7.10%
--
5.82%
--
5.11%
--
4.78%
--
4.42%
--
4.37%
--
4.24%
--
3.86%
--

DFAT Countries


DFAT
Segment Benchmark
99.98%
--
0.00%
--

DFAT Regions


DFAT
Segment Benchmark
99.98%
--

DFAT Economic Development


DFAT
Segment Benchmark
99.98%
0.00%
0.00%
0.00%

DFAT Performance Statistics

0.95
1.09
1.10
1.03
0.34%
MSCI USA SMID Value

DFAT Benchmark Comparison Holdings

1,614
--
780
28.48%

DFAT Benchmark Comparison Summary


DFAT
Segment Benchmark
1,614
--
$4.61B
--
9.05
--
1.35
--
1.48%
--
Low
--

DFAT Benchmark Comparison Market Cap Size


DFAT
Segment Benchmark
4.01%
--
55.50%
--
35.02%
--
5.21%
--

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.