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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
+5.02%
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
$144B
AUM Growth
+$10B
Cap. Flow
+$4.6B
Cap. Flow %
3.19%
Top 10 Hldgs %
8.41%
Holding
3,651
New
55
Increased
2,274
Reduced
896
Closed
60

Top Buys

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$243M
2
XOM icon
ExxonMobil
XOM
+$154M
3
T icon
AT&T
T
+$142M
4
INTC icon
Intel
INTC
+$127M
5
PACW
PacWest Bancorp
PACW
+$122M

Sector Composition

Rank Sector Weight
1 Financials 17.57%
2 Industrials 13.27%
3 Energy 12.09%
4 Technology 10.54%
5 Consumer Discretionary 8.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
GPL
3576
DELISTED
Great Panther Mining Limited
GPL
$2K ﹤0.01%
130
ECYT
3577
DELISTED
Endocyte, Inc. Common Stock
ECYT
$2K ﹤0.01%
300
GSOL
3578
DELISTED
Global Sources Ltd
GSOL
$2K ﹤0.01%
200
MHGC
3579
DELISTED
Morgans Hotel Group Co.
MHGC
$2K ﹤0.01%
300
AUDC icon
3580
AudioCodes
AUDC
$235M
$1K ﹤0.01%
100
EXEL icon
3581
Exelixis
EXEL
$14.1B
$1K ﹤0.01%
400
-200
-33% -$691
ARRY
3582
DELISTED
Array Biopharma Inc
ARRY
$1K ﹤0.01%
300
VIEW
3583
DELISTED
VIEWTRAN GROUP INC, ORD SHS
VIEW
$1K ﹤0.01%
300
-34,271
-99% -$71.4K
CIG.C icon
3584
CEMIG Ordinary Shares
CIG.C
$9.01B
-507
Closed -$2K
CMCM
3585
Cheetah Mobile
CMCM
$88.5M
0
EGBN icon
3586
Eagle Bancorp
EGBN
$838M
-8,000
Closed -$289K
EPI icon
3587
WisdomTree India Earnings Fund ETF
EPI
$2.06B
-743,465
Closed -$14.1M
GERN icon
3588
Geron
GERN
$860M
-442,373
Closed -$870K
III icon
3589
Information Services Group
III
$197M
-40,214
Closed -$197K
INO icon
3590
Inovio Pharmaceuticals
INO
$54M
-2,034
Closed -$325K
LAZ icon
3591
Lazard
LAZ
$4.09B
-19,267
Closed -$907K
LEU icon
3592
Centrus Energy
LEU
$3.48B
-6,309
Closed -$279K
MBUU icon
3593
Malibu Boats
MBUU
$550M
-48,837
Closed -$1.08M
PBYI icon
3594
Puma Biotechnology
PBYI
$402M
-7,606
Closed -$795K
PHIO icon
3595
Phio Pharmaceuticals
PHIO
$12M
0
PNNT
3596
Pennant Park Investment Corp
PNNT
$217M
-5,004
Closed -$55K
AEGR
3597
DELISTED
Aegerion Pharmaceuticals
AEGR
-930
Closed -$43K
FXEN
3598
DELISTED
FX ENERGY INC
FXEN
-2,866
Closed -$10K
APP
3599
DELISTED
AMERICAN APPAREL INC COM
APP
-271,586
Closed -$136K
KWK
3600
DELISTED
QUICKSILVER RESOURCES INC
KWK
-445,011
Closed -$1.17M

Similar funds

Dimensional Fund Advisors's Q2 2014 Portfolio in Review

As of Q2 2014, Dimensional Fund Advisors held 3,651 positions worth $144B, up 7.5% from $134B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.

Dimensional Fund Advisors deployed $4.6B of net new capital in Q2 2014, opening 55 new positions and adding to 2,274 existing holdings. Its largest new stake was Washington Prime Group Inc.: 199,620 shares worth $33.7M.

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

On the sell side, the largest reduction was American International, an estimated $148M trimmed.

  • Dimensional Fund Advisors's largest Q2 2014 buy was Washington Prime Group Inc.: 199,620 shares worth $33.7M.
  • Dimensional Fund Advisors added most to Pfizer in Q2 2014, an estimated $243M increase.
  • Dimensional Fund Advisors's biggest Q2 2014 reduction was American International, cutting an estimated $148M.
  • Dimensional Fund Advisors fully exited CAPITALSOURCE INC in Q2 2014, selling an estimated $173M.
  • Dimensional Fund Advisors's ten largest holdings make up 8.4% of its $144B portfolio in Q2 2014.
  • Dimensional Fund Advisors opened 55 new positions and closed 60 in Q2 2014.
  • Dimensional Fund Advisors's portfolio value rose 7.5% quarter-over-quarter to $144B.

Based on Dimensional Fund Advisors's 13F filing for Q2 2014, filed 8 Aug 2014.