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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
+3.65%
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
$258B
AUM Growth
+$6.46B
Cap. Flow
+$1.08B
Cap. Flow %
0.42%
Top 10 Hldgs %
9.9%
Holding
3,525
New
80
Increased
1,925
Reduced
1,176
Closed
58

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$241M
2
AMZN icon
Amazon
AMZN
+$190M
3
DOW icon
Dow Inc
DOW
+$187M
4
CVX icon
Chevron
CVX
+$114M
5
JPM icon
JPMorgan Chase
JPM
+$112M

Sector Composition

Rank Sector Weight
1 Financials 18.84%
2 Industrials 13.64%
3 Technology 13.21%
4 Consumer Discretionary 10.57%
5 Healthcare 9.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
BRS
3501
DELISTED
Bristow Group, Inc.
BRS
-2,590,113
Closed -$2.88M
WFT
3502
DELISTED
Weatherford International plc
WFT
-216,256
Closed -$151K
ULTI
3503
DELISTED
Ultimate Software Group Inc
ULTI
-62,609
Closed -$20.7M
GPIC
3504
DELISTED
Gaming Partners International Corporation
GPIC
-77,442
Closed -$1.01M
KONA
3505
DELISTED
Kona Grill, Inc.
KONA
-175,055
Closed -$159K
USG
3506
DELISTED
Usg
USG
-1,950,205
Closed -$84.4M
CBK
3507
DELISTED
Christopher & Banks Corporation
CBK
-292,677
Closed -$100K
ELLI
3508
DELISTED
Ellie Mae Inc
ELLI
-568,918
Closed -$56.1M
BEL
3509
DELISTED
Belmond Ltd.
BEL
-7,779,494
Closed -$194M
RDC
3510
DELISTED
Rowan Companies Plc
RDC
-10,494,381
Closed -$113M
EHIC
3511
DELISTED
eHi Car Services Limited
EHIC
-249,410
Closed -$2.93M
ARRS
3512
DELISTED
ARRIS International plc Ordinary Shares
ARRS
-4,862,603
Closed -$154M
ACET
3513
DELISTED
Aceto Corp
ACET
-920,837
Closed -$160K
TIS
3514
DELISTED
Orchids Paper Products, Inc.
TIS
-183,722
Closed -$228K
BHBK
3515
DELISTED
Blue Hills Bancorp, Inc.
BHBK
-1,029,710
Closed -$24.6M
NCOM
3516
DELISTED
National Commerce Corporation
NCOM
-408,422
Closed -$16M
IDTI
3517
DELISTED
Integrated Device Technology I
IDTI
-2,392,172
Closed -$117M
BLMT
3518
DELISTED
BSB Bancorp, Inc.
BLMT
-163,302
Closed -$5.36M
ARCW
3519
DELISTED
ARC Group Worldwide, Inc
ARCW
-41,088
Closed -$38K
NAVG
3520
DELISTED
Navigators Group Inc
NAVG
-2,318,904
Closed -$162M
GG
3521
DELISTED
Goldcorp Inc
GG
-4,277,650
Closed -$48.9M
CAW
3522
DELISTED
CCA Industries, Inc.
CAW
-152,190
Closed -$233K
IMDZ
3523
DELISTED
Immune Design Corp.
IMDZ
-629,658
Closed -$3.68M
SMI
3524
DELISTED
Semiconductor Manufacturing Intl
SMI
-1,609,006
Closed -$8.14M
LJPC
3525
DELISTED
La Jolla Pharmaceutical Company
LJPC
-35,137
Closed -$226K

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Dimensional Fund Advisors's Q2 2019 Portfolio in Review

As of Q2 2019, Dimensional Fund Advisors held 3,525 positions worth $258B, up 2.6% from $251B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.

Trading was light in Q2 2019: portfolio turnover was 3.9%. Dimensional Fund Advisors opened 80 new positions and exited 58, leaving the 3,525-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.

  • Dimensional Fund Advisors's largest Q2 2019 buy was Dow Inc: 3,549,651 shares worth $175M.
  • Dimensional Fund Advisors added most to Apple in Q2 2019, an estimated $241M increase.
  • Dimensional Fund Advisors's biggest Q2 2019 reduction was Fifth Third Bancorp, cutting an estimated $172M.
  • Dimensional Fund Advisors fully exited Belmond Ltd. in Q2 2019, selling an estimated $194M.
  • Dimensional Fund Advisors's ten largest holdings make up 9.9% of its $258B portfolio in Q2 2019.
  • Dimensional Fund Advisors opened 80 new positions and closed 58 in Q2 2019.
  • Dimensional Fund Advisors's portfolio value rose 2.6% quarter-over-quarter to $258B.

Based on Dimensional Fund Advisors's 13F filing for Q2 2019, filed 13 Aug 2019.