Dimensional Fund Advisors Portfolio holdings
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$158M |
| 2 |
Pfizer
PFE
|
+$134M |
| 3 |
XL
XL Group Ltd.
XL
|
+$132M |
| 4 |
AGN
Allergan plc
AGN
|
+$132M |
| 5 |
Chevron
CVX
|
+$105M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CVS Health
CVS
|
+$271M |
| 2 |
Qorvo
QRVO
|
+$149M |
| 3 |
LTM
LIFE TIME FITNESS INC
LTM
|
+$135M |
| 4 |
AOL
AOL INC COMMON STOCK
AOL
|
+$93.5M |
| 5 |
Occidental Petroleum
OXY
|
+$89.3M |
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 | |
|---|---|---|---|---|---|---|
2501
Marchex
MCHX
$78M
| $6.11M | ﹤0.01% |
1,233,936
+132,025
| +12% | +$619K |
|
2502
Cumberland Pharmaceuticals
CPIX
$99.8M
| $6.1M | ﹤0.01% |
853,647
+6,512
| +0.8% | +$45.3K |
|
|
AREX
2503
DELISTED
Approach Resources Inc.
AREX
| $6.05M | ﹤0.01% |
883,672
-14,198
| -2% | -$107K |
|
2504
RCM Technologies
RCMT
$202M
| $6.03M | ﹤0.01% |
1,065,916
+2,720
| +0.3% | +$16.2K |
|
2505
Nordic American Tanker
NAT
$1.36B
| $6.01M | ﹤0.01% |
425,564
+11,362
| +3% | +$146K |
|
2506
Barrett Business Services
BBSI
$1.01B
| $6M | ﹤0.01% |
661,372
-126,904
| -16% | -$1.28M |
|
|
CDR
2507
DELISTED
Cedar Realty Trust, Inc
CDR
| $5.97M | ﹤0.01% |
141,420
+1,665
| +1% | +$76.4K |
|
|
AUTO
2508
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $5.97M | ﹤0.01% |
373,511
| – | – |
|
2509
Comscore
SCOR
$113M
| $5.97M | ﹤0.01% |
5,604
-2,069
| -27% | -$2.23M |
|
2510
Timberland Bancorp
TSBK
$352M
| $5.96M | ﹤0.01% |
594,495
| – | – |
|
2511
Acadia Pharmaceuticals
ACAD
$4.51B
| $5.95M | ﹤0.01% |
142,130
+27,365
| +24% | +$1.06M |
|
2512
Bar Harbor Bankshares
BHB
$665M
| $5.95M | ﹤0.01% |
251,846
+8,121
| +3% | +$193K |
|
2513
Agios Pharmaceuticals
AGIO
$2.08B
| $5.94M | ﹤0.01% |
53,514
+7,185
| +16% | +$774K |
|
2514
Dawson Geophysical
DWSN
$130M
| $5.94M | ﹤0.01% |
1,326,907
-26,702
| -2% | -$137K |
|
|
RKUS
2515
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $5.94M | ﹤0.01% |
+574,331
| New | +$6.58M |
|
|
KEM
2516
DELISTED
KEMET Corporation
KEM
| $5.91M | ﹤0.01% |
2,050,646
+34,361
| +2% | +$126K |
|
|
PINC
2517
DELISTED
Premier
PINC
| $5.89M | ﹤0.01% |
153,080
+100,700
| +192% | +$3.78M |
|
|
RLD
2518
DELISTED
REALD INC COM STK
RLD
| $5.89M | ﹤0.01% |
477,424
+11,984
| +3% | +$150K |
|
|
CAVM
2519
DELISTED
Cavium, Inc.
CAVM
| $5.88M | ﹤0.01% |
85,518
+20,448
| +31% | +$1.43M |
|
2520
Clearfield
CLFD
$401M
| $5.87M | ﹤0.01% |
369,026
-20,878
| -5% | -$312K |
|
2521
Artisan Partners
APAM
$2.86B
| $5.84M | ﹤0.01% |
125,730
+27,856
| +28% | +$1.27M |
|
2522
Agree Realty
ADC
$9.66B
| $5.81M | ﹤0.01% |
199,137
+16,894
| +9% | +$523K |
|
|
GBL
2523
DELISTED
GAMCO Investors, Inc.
GBL
| $5.81M | ﹤0.01% |
156,978
+3,352
| +2% | +$133K |
|
|
ORAN
2524
DELISTED
Orange
ORAN
| $5.76M | ﹤0.01% |
374,714
| – | – |
|
|
OSGB
2525
DELISTED
OVERSEAS SHIPHOLDING GROUP, INC. COM CL B
OSGB
| $5.75M | ﹤0.01% |
1,807,434
| – | – |
|
Similar funds
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.