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Dimensional Fund Advisors

Dimensional Fund Advisors Portfolio holdings

AUM $481B
1-Year Est. Return 30.42%
 

Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.

This Fund
S&P 500
This Quarter Est. Return
+2.38%
1 Year Est. Return
+30.42%
3 Year Est. Return
+88.16%
5 Year Est. Return
+120.13%
10 Year Est. Return
+468.8%
AUM
$217B
AUM Growth
+$7.35B
Cap. Flow
+$4.91B
Cap. Flow %
2.27%
Top 10 Hldgs %
8.9%
Holding
3,388
New
86
Increased
2,154
Reduced
860
Closed
78

Top Buys

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$337M
2
DXC icon
DXC Technology
DXC
+$230M
3
JHG
Janus Henderson
JHG
+$189M
4
AMT icon
American Tower
AMT
+$183M
5
T icon
AT&T
T
+$139M

Sector Composition

Rank Sector Weight
1 Financials 20.16%
2 Industrials 13.53%
3 Technology 12.72%
4 Consumer Discretionary 9.98%
5 Healthcare 9.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
NTLA icon
3051
Intellia Therapeutics
NTLA
$1.49B
$695K ﹤0.01%
+43,409
New +$607K
ACNB icon
3052
ACNB Corp
ACNB
$654M
$686K ﹤0.01%
22,497
+6,635
+42% +$197K
TRCB
3053
DELISTED
Two River Bancorp
TRCB
$677K ﹤0.01%
36,443
+13,942
+62% +$246K
ZDGE icon
3054
Zedge
ZDGE
$38.7M
$660K ﹤0.01%
298,518
FONR
3055
DELISTED
Fonar
FONR
$657K ﹤0.01%
+23,687
New +$544K
BBQ
3056
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$645K ﹤0.01%
176,747
TLRA
3057
DELISTED
Telaria, Inc.
TLRA
$641K ﹤0.01%
257,351
+39,742
+18% +$90.9K
IMH
3058
DELISTED
Impac Mortgage Holdings Inc.
IMH
$639K ﹤0.01%
42,253
+1,753
+4% +$26.2K
MDXG icon
3059
MiMedx Group
MDXG
$635M
$634K ﹤0.01%
42,357
+982
+2% +$13.1K
VSTM icon
3060
Verastem
VSTM
$534M
$632K ﹤0.01%
24,152
+21,124
+698% +$537K
SWN
3061
DELISTED
Southwestern Energy Company
SWN
$632K ﹤0.01%
103,933
-2,817,869
-96% -$19.5M
AXIA.PR
3062
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$628K ﹤0.01%
127,178
-16,700
-12% -$96.8K
CMBT
3063
CMB.TECH NV
CMBT
$4.46B
$627K ﹤0.01%
79,312
+49,846
+169% +$384K
SGB
3064
DELISTED
Southwest Georgia Financial Corporation
SGB
$613K ﹤0.01%
31,045
CAW
3065
DELISTED
CCA Industries, Inc.
CAW
$605K ﹤0.01%
177,971
-7,245
-4% -$23.5K
DJCO icon
3066
Daily Journal
DJCO
$801M
$593K ﹤0.01%
2,871
+444
+18% +$93.4K
SMMF
3067
DELISTED
Summit Financial Group, Inc.
SMMF
$591K ﹤0.01%
26,866
+8,463
+46% +$185K
OESX icon
3068
Orion Energy Systems
OESX
$41.9M
$582K ﹤0.01%
45,507
-2,362
-5% -$35K
RXDX
3069
DELISTED
Ignyta, Inc.
RXDX
$579K ﹤0.01%
55,915
-5,199
-9% -$42.2K
WVFC
3070
DELISTED
WVS Financial Corp
WVFC
$578K ﹤0.01%
35,915
FNJN
3071
DELISTED
Finjan Holdings, Inc.
FNJN
$576K ﹤0.01%
+175,481
New +$455K
VHI icon
3072
Valhi
VHI
$385M
$570K ﹤0.01%
15,937
SIEB icon
3073
Siebert Financial
SIEB
$68M
$565K ﹤0.01%
143,037
-400
-0.3% -$1.59K
ESXB
3074
DELISTED
Community Bankers Trust Corporation
ESXB
$554K ﹤0.01%
67,134
+15,072
+29% +$121K
KTWO
3075
DELISTED
K2M Group Holdings, Inc
KTWO
$550K ﹤0.01%
22,588
-7,015
-24% -$156K

Similar funds

Dimensional Fund Advisors's Q2 2017 Portfolio in Review

As of Q2 2017, Dimensional Fund Advisors held 3,388 positions worth $217B, up 3.5% from $209B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

Trading was light in Q2 2017: portfolio turnover was 4.8%. Dimensional Fund Advisors opened 86 new positions and exited 78, leaving the 3,388-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Technology.

  • Dimensional Fund Advisors's largest Q2 2017 buy was DXC Technology: 3,463,430 shares worth $230M.
  • Dimensional Fund Advisors added most to Wells Fargo in Q2 2017, an estimated $337M increase.
  • Dimensional Fund Advisors's biggest Q2 2017 reduction was Hewlett Packard, cutting an estimated $97.6M.
  • Dimensional Fund Advisors fully exited Yahoo Inc in Q2 2017, selling an estimated $190M.
  • Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $217B portfolio in Q2 2017.
  • Dimensional Fund Advisors opened 86 new positions and closed 78 in Q2 2017.
  • Dimensional Fund Advisors's portfolio value rose 3.5% quarter-over-quarter to $217B.

Based on Dimensional Fund Advisors's 13F filing for Q2 2017, filed 11 Aug 2017.