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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
+0.77%
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
$163B
AUM Growth
+$4.84B
Cap. Flow
+$5.71B
Cap. Flow %
3.49%
Top 10 Hldgs %
8.7%
Holding
3,417
New
88
Increased
2,266
Reduced
881
Closed
55

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$158M
2
PFE icon
Pfizer
PFE
+$134M
3
XL
XL Group Ltd.
XL
+$132M
4
AGN
Allergan plc
AGN
+$132M
5
CVX icon
Chevron
CVX
+$105M

Sector Composition

Rank Sector Weight
1 Financials 18.38%
2 Industrials 13.39%
3 Technology 10.94%
4 Consumer Discretionary 9.79%
5 Healthcare 9.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
EXA
3376
DELISTED
EXA Corporation
EXA
-22,562
Closed -$268K
LOCK
3377
DELISTED
LifeLock, Inc.
LOCK
-21,510
Closed -$304K
SAAS
3378
DELISTED
inContact, Inc.
SAAS
-12,846
Closed -$140K
XNPT
3379
DELISTED
XENOPORT, INC.
XNPT
-32,129
Closed -$229K
TRC.WS
3380
DELISTED
TEJON RANCH CO WTS EXP 8/31/2016 (DE)
TRC.WS
-24,102
Closed -$19K
SPDC
3381
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
-732,923
Closed -$468K
DXM
3382
DELISTED
DEX MEDIA INC NEW COM STK (DE)
DXM
-16,300
Closed -$68K
TEG
3383
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
-218,017
Closed -$15.7M
ZEP
3384
DELISTED
ZEP INC COM STK (DE)
ZEP
-561,477
Closed -$9.56M
MCP
3385
DELISTED
MOLYCORP INC COM STK
MCP
-29,329
Closed -$11K
CTP
3386
DELISTED
CTPARTNERS EXECUTIVE SEARCH INC (DE)
CTP
-84,179
Closed -$422K
AOL
3387
DELISTED
AOL INC COMMON STOCK
AOL
-2,361,081
Closed -$93.5M
GEVA
3388
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
-41,356
Closed -$4.03M
BKYF
3389
DELISTED
BK KY FINL CORP
BKYF
-83,686
Closed -$4.11M
LO
3390
DELISTED
LORILLARD INC COM STK
LO
-389,314
Closed -$25.4M
LTM
3391
DELISTED
LIFE TIME FITNESS INC
LTM
-1,903,027
Closed -$135M
CRRC
3392
DELISTED
COURIER CORP
CRRC
-588,506
Closed -$14.4M
PKT
3393
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
-377,494
Closed -$3.54M
VIAS
3394
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
-1,512,967
Closed -$26.5M
XLS
3395
DELISTED
EXELIS INC COM STK
XLS
-3,469,954
Closed -$84.6M
PCYC
3396
DELISTED
PHARMACYCLICS INC
PCYC
-52,209
Closed -$13.4M
KFX
3397
DELISTED
KOFAX LIMITED COM STK
KFX
-481,311
Closed -$5.27M
TRW
3398
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
-458,683
Closed -$48.1M
TLM
3399
DELISTED
TALISMAN ENERGY INC
TLM
-1,919,705
Closed -$14.7M
HPTX
3400
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
-21,384
Closed -$982K

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Dimensional Fund Advisors's Q2 2015 Portfolio in Review

As of Q2 2015, Dimensional Fund Advisors held 3,417 positions worth $163B, up 3.1% from $158B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.

Dimensional Fund Advisors deployed $5.71B of net new capital in Q2 2015, opening 88 new positions and adding to 2,266 existing holdings. Its largest new stake was Uniti Group: 1,204,126 shares worth $29.8M.

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

On the sell side, the largest reduction was CVS Health, an estimated $271M trimmed.

  • Dimensional Fund Advisors's largest Q2 2015 buy was Uniti Group: 1,204,126 shares worth $29.8M.
  • Dimensional Fund Advisors added most to Apple in Q2 2015, an estimated $158M increase.
  • Dimensional Fund Advisors's biggest Q2 2015 reduction was CVS Health, cutting an estimated $271M.
  • Dimensional Fund Advisors fully exited LIFE TIME FITNESS INC in Q2 2015, selling an estimated $135M.
  • Dimensional Fund Advisors's ten largest holdings make up 8.7% of its $163B portfolio in Q2 2015.
  • Dimensional Fund Advisors opened 88 new positions and closed 55 in Q2 2015.
  • Dimensional Fund Advisors's portfolio value rose 3.1% quarter-over-quarter to $163B.

Based on Dimensional Fund Advisors's 13F filing for Q2 2015, filed 14 Aug 2015.