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 | |
|---|---|---|---|---|---|---|
|
PDS
2576
Precision Drilling
PDS
$940M
| $5.1M | ﹤0.01% |
37,973
+9,203
| +32% | +$1.28M |
|
|
AMNB
2577
DELISTED
American National Bankshares Inc
AMNB
| $5.09M | ﹤0.01% |
213,967
+3,380
| +2% | +$76.6K |
|
|
CPL
2578
DELISTED
CPFL Energia S.A.
CPL
| $5.09M | ﹤0.01% |
426,710
+10,028
| +2% | +$126K |
|
|
PARAA
2579
DELISTED
Paramount Global Class A
PARAA
| $5.08M | ﹤0.01% |
88,512
-3,045
| -3% | -$194K |
|
|
CRWN
2580
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $5.05M | ﹤0.01% |
1,116,386
+58,712
| +6% | +$241K |
|
|
UNAM
2581
DELISTED
Unico American Corp
UNAM
| $5.03M | ﹤0.01% |
479,571
| – | – |
|
|
DYAX
2582
DELISTED
DYAX CORPORATION
DYAX
| $5.02M | ﹤0.01% |
+189,513
| New | +$5.02M |
|
|
GTY
2583
Getty Realty Corp
GTY
$2.16B
| $5M | ﹤0.01% |
309,399
+22,264
| +8% | +$380K |
|
2584
Compañía de Minas Buenaventura
BVN
$7.68B
| $4.96M | ﹤0.01% |
476,886
+15,456
| +3% | +$169K |
|
2585
SK Telecom
SKM
$11.4B
| $4.92M | ﹤0.01% |
120,463
+2,069
| +2% | +$90.4K |
|
|
PGNX
2586
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $4.91M | ﹤0.01% |
658,380
-12,071
| -2% | -$73K |
|
2587
Nice
NICE
$6.15B
| $4.89M | ﹤0.01% |
76,911
-5,449
| -7% | -$344K |
|
2588
Riverview Bancorp
RVSB
$107M
| $4.87M | ﹤0.01% |
1,138,460
-1,134
| -0.1% | -$4.9K |
|
|
IO
2589
DELISTED
ION Geophysical Corporation
IO
| $4.85M | ﹤0.01% |
301,983
-13,246
| -4% | -$355K |
|
2590
AXT Inc
AXTI
$2.42B
| $4.73M | ﹤0.01% |
1,878,157
-8,777
| -0.5% | -$21.7K |
|
2591
eHealth
EHTH
$41.9M
| $4.73M | ﹤0.01% |
372,651
-6,640
| -2% | -$80.3K |
|
|
RST
2592
DELISTED
ROSETTA STONE INC
RST
| $4.73M | ﹤0.01% |
592,347
-22,386
| -4% | -$176K |
|
2593
Ameresco
AMRC
$980M
| $4.71M | ﹤0.01% |
615,319
+21,290
| +4% | +$154K |
|
|
MSON
2594
DELISTED
Misonix Inc
MSON
| $4.7M | ﹤0.01% |
494,686
-6,022
| -1% | -$72.7K |
|
2595
Lakeland Industries
LAKE
$108M
| $4.7M | ﹤0.01% |
410,618
-5,456
| -1% | -$56K |
|
|
AIQ
2596
DELISTED
Alliance Healthcare Services
AIQ
| $4.64M | ﹤0.01% |
248,542
+4,629
| +2% | +$96.8K |
|
|
ABCD
2597
DELISTED
Cambium Learning Group, Inc.
ABCD
| $4.62M | ﹤0.01% |
1,081,072
+11,409
| +1% | +$40.5K |
|
|
PWOD
2598
DELISTED
Penns Woods Bancorp
PWOD
| $4.62M | ﹤0.01% |
156,990
+1,207
| +0.8% | +$35.4K |
|
|
FGH
2599
DELISTED
FG Group Holdings Inc.
FGH
| $4.59M | ﹤0.01% |
977,997
-16,581
| -2% | -$77.9K |
|
|
WSO.B
2600
Watsco Inc Class B
WSO.B
$13.1B
| $4.58M | ﹤0.01% |
36,177
-270
| -0.7% | -$33.7K |
|
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.