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 | |
|---|---|---|---|---|---|---|
|
CCG
2601
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $4.54M | ﹤0.01% |
819,338
+472
| +0.1% | +$2.88K |
|
2602
Empire State Realty Trust
ESRT
$1B
| $4.53M | ﹤0.01% |
+265,618
| New | +$4.78M |
|
|
MSL
2603
DELISTED
Midsouth Bancorp, Inc.
MSL
| $4.52M | ﹤0.01% |
296,440
-966
| -0.3% | -$13.6K |
|
2604
Horizon Bancorp
HBNC
$1.06B
| $4.5M | ﹤0.01% |
405,167
+23,070
| +6% | +$245K |
|
|
N
2605
DELISTED
Netsuite Inc
N
| $4.49M | ﹤0.01% |
48,923
+1,034
| +2% | +$98K |
|
2606
Cohen & Steers
CNS
$4.2B
| $4.47M | ﹤0.01% |
131,216
+29,689
| +29% | +$1.12M |
|
|
DGICB
2607
Donegal Group Class B
DGICB
$811M
| $4.46M | ﹤0.01% |
233,787
| – | – |
|
|
STRR
2608
DELISTED
Star Equity Holdings
STRR
| $4.46M | ﹤0.01% |
20,551
-93
| -0.5% | -$19.4K |
|
2609
Teekay Tankers
TNK
$2.71B
| $4.44M | ﹤0.01% |
83,896
+33,099
| +65% | +$1.78M |
|
2610
Aegon
AEG
$13.3B
| $4.42M | ﹤0.01% |
849,978
-976
| -0.1% | -$5.29K |
|
2611
Pan American Silver
PAAS
$17.9B
| $4.39M | ﹤0.01% |
511,689
+48,534
| +10% | +$457K |
|
2612
American Coastal Insurance
ACIC
$536M
| $4.39M | ﹤0.01% |
282,346
+91,900
| +48% | +$1.58M |
|
|
PGEM
2613
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $4.39M | ﹤0.01% |
372,030
+118,195
| +47% | +$1.52M |
|
|
LDR
2614
DELISTED
Landauer Inc
LDR
| $4.38M | ﹤0.01% |
122,963
-36,200
| -23% | -$1.23M |
|
2615
Crawford & Co Class B
CRD.B
$507M
| $4.36M | ﹤0.01% |
516,791
+3,426
| +0.7% | +$27.9K |
|
2616
Wheaton Precious Metals
WPM
$49.7B
| $4.28M | ﹤0.01% |
246,752
+171,728
| +229% | +$3.3M |
|
2617
Commercial Vehicle Group
CVGI
$147M
| $4.27M | ﹤0.01% |
592,048
+23,190
| +4% | +$152K |
|
2618
Amtech Systems
ASYS
$239M
| $4.26M | ﹤0.01% |
410,184
-527
| -0.1% | -$5.85K |
|
2619
Immersion
IMMR
$243M
| $4.24M | ﹤0.01% |
334,509
-2,870
| -0.9% | -$32.4K |
|
|
MTSN
2620
DELISTED
MATTSON TECHNOLOGY INC
MTSN
| $4.24M | ﹤0.01% |
1,265,196
+464,525
| +58% | +$1.71M |
|
|
ZNH
2621
DELISTED
China Southern Airlines Company Limited
ZNH
| $4.24M | ﹤0.01% |
72,748
-4,457
| -6% | -$224K |
|
|
INFI
2622
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $4.22M | ﹤0.01% |
385,937
-4,713
| -1% | -$60.5K |
|
2623
Tandy Leather Factory
TLF
$19.4M
| $4.22M | ﹤0.01% |
490,832
-3,086
| -0.6% | -$26.5K |
|
2624
Civeo
CVEO
$356M
| $4.21M | ﹤0.01% |
114,349
+4,733
| +4% | +$213K |
|
|
BTU
2625
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $4.21M | ﹤0.01% |
127,966
-10,899
| -8% | -$638K |
|
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.