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 | |
|---|---|---|---|---|---|---|
2551
York Water
YORW
$511M
| $5.47M | ﹤0.01% |
262,045
+7,935
| +3% | +$183K |
|
|
IVAC
2552
DELISTED
Intevac Inc
IVAC
| $5.46M | ﹤0.01% |
932,709
-44,862
| -5% | -$246K |
|
|
BBNK
2553
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
| $5.43M | ﹤0.01% |
182,360
-397
| -0.2% | -$11.1K |
|
2554
Graham Corp
GHM
$1.03B
| $5.43M | ﹤0.01% |
264,838
-1,925
| -0.7% | -$43.4K |
|
|
ALU
2555
DELISTED
Alcatel-Lucent
ALU
| $5.42M | ﹤0.01% |
1,498,407
| – | – |
|
2556
AmeriServ Financial
ASRV
$76.3M
| $5.42M | ﹤0.01% |
1,626,667
-100
| -0% | -$326 |
|
|
DATA
2557
DELISTED
Tableau Software, Inc.
DATA
| $5.41M | ﹤0.01% |
46,900
+2,608
| +6% | +$282K |
|
|
UBA
2558
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $5.4M | ﹤0.01% |
289,037
+16,016
| +6% | +$329K |
|
|
CAJ
2559
DELISTED
Canon, Inc.
CAJ
| $5.4M | ﹤0.01% |
166,551
-3,334
| -2% | -$118K |
|
2560
Neurocrine Biosciences
NBIX
$18.2B
| $5.38M | ﹤0.01% |
112,572
+48,472
| +76% | +$2.06M |
|
2561
Ascent Industries
ACNT
$139M
| $5.36M | ﹤0.01% |
391,543
+1,451
| +0.4% | +$20.8K |
|
|
SPLK
2562
DELISTED
Splunk Inc
SPLK
| $5.35M | ﹤0.01% |
76,853
+26,330
| +52% | +$1.77M |
|
2563
DMC Global
BOOM
$111M
| $5.29M | ﹤0.01% |
481,261
-5,137
| -1% | -$62.4K |
|
2564
TriNet
TNET
$3.23B
| $5.29M | ﹤0.01% |
+208,644
| New | +$6.53M |
|
|
CNR
2565
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $5.27M | ﹤0.01% |
349,473
+64,248
| +23% | +$1.01M |
|
|
HFFC
2566
DELISTED
H F FINL CORP
HFFC
| $5.27M | ﹤0.01% |
347,138
+2,484
| +0.7% | +$36.9K |
|
2567
Rigel Pharmaceuticals
RIGL
$723M
| $5.21M | ﹤0.01% |
162,482
+506
| +0.3% | +$19.3K |
|
|
LTS
2568
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $5.21M | ﹤0.01% |
1,489,749
+153,682
| +12% | +$543K |
|
|
ENZ
2569
DELISTED
Enzo Biochem, Inc.
ENZ
| $5.21M | ﹤0.01% |
1,719,631
-82,449
| -5% | -$232K |
|
2570
Workday
WDAY
$41.5B
| $5.17M | ﹤0.01% |
67,620
+17,650
| +35% | +$1.5M |
|
|
MAG
2571
DELISTED
MAGNETEK INC COM STK NEW
MAG
| $5.17M | ﹤0.01% |
150,107
-10
| -0% | -$364 |
|
2572
Napco Security Technologies
NSSC
$1.3B
| $5.16M | ﹤0.01% |
1,800,964
+310,984
| +21% | +$860K |
|
|
VMW
2573
DELISTED
VMware, Inc
VMW
| $5.12M | ﹤0.01% |
59,689
+8,413
| +16% | +$734K |
|
|
SALE
2574
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $5.12M | ﹤0.01% |
286,980
+226,644
| +376% | +$4.36M |
|
|
MBTF
2575
DELISTED
MBT Financial Corporation
MBTF
| $5.11M | ﹤0.01% |
889,905
+5,534
| +0.6% | +$31.4K |
|
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.