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 | |
|---|---|---|---|---|---|---|
2701
Restaurant Brands International
QSR
$26.2B
| $3.46M | ﹤0.01% |
90,540
+83,281
| +1,147% | +$3.28M |
|
2702
QuinStreet
QNST
$927M
| $3.45M | ﹤0.01% |
535,124
+49,179
| +10% | +$289K |
|
|
AV
2703
DELISTED
Aviva Plc
AV
| $3.45M | ﹤0.01% |
221,566
+6,909
| +3% | +$112K |
|
2704
Atlanticus Holdings
ATLC
$1.57B
| $3.44M | ﹤0.01% |
973,909
-318
| -0% | -$862 |
|
2705
First Business Financial Services
FBIZ
$565M
| $3.41M | ﹤0.01% |
145,372
+12,824
| +10% | +$289K |
|
|
BSQR
2706
DELISTED
BSQUARE Corporation
BSQR
| $3.4M | ﹤0.01% |
500,756
+70,771
| +16% | +$406K |
|
|
SSE
2707
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
| $3.38M | ﹤0.01% |
787,318
+399,381
| +103% | +$2.11M |
|
2708
Vitamin Cottage Natural Grocers
NGVC
$760M
| $3.38M | ﹤0.01% |
137,161
+20,198
| +17% | +$518K |
|
2709
Southern First Bancshares
SFST
$581M
| $3.36M | ﹤0.01% |
187,705
+1,448
| +0.8% | +$25.6K |
|
|
ZQK
2710
DELISTED
QUICKSILVER,INC.
ZQK
| $3.35M | ﹤0.01% |
5,057,806
-703,718
| -12% | -$963K |
|
|
AVP
2711
DELISTED
Avon Products, Inc.
AVP
| $3.33M | ﹤0.01% |
531,985
+17,996
| +4% | +$134K |
|
2712
OraSure Technologies
OSUR
$273M
| $3.29M | ﹤0.01% |
611,353
-23,371
| -4% | -$144K |
|
|
OLP
2713
One Liberty Properties
OLP
$542M
| $3.29M | ﹤0.01% |
154,425
+968
| +0.6% | +$21.9K |
|
|
BSF
2714
DELISTED
Bear State Financial, Inc.
BSF
| $3.28M | ﹤0.01% |
351,289
+1,218
| +0.3% | +$11.6K |
|
2715
Kewaunee Scientific
KEQU
$105M
| $3.27M | ﹤0.01% |
198,715
+517
| +0.3% | +$8.69K |
|
2716
Dime Commercial Bancshares
DCOM
$1.79B
| $3.27M | ﹤0.01% |
122,382
+7,514
| +7% | +$192K |
|
|
AIOT
2717
PowerFleet Inc
AIOT
$537M
| $3.27M | ﹤0.01% |
535,172
-31,873
| -6% | -$211K |
|
|
GLPW
2718
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $3.25M | ﹤0.01% |
419,303
+36,514
| +10% | +$353K |
|
2719
Tilly's
TLYS
$114M
| $3.2M | ﹤0.01% |
331,242
+138,338
| +72% | +$1.76M |
|
|
QLIK
2720
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $3.2M | ﹤0.01% |
+91,585
| New | +$3.24M |
|
|
RSYS
2721
DELISTED
Radisys Corp
RSYS
| $3.2M | ﹤0.01% |
1,250,505
-25,159
| -2% | -$61.9K |
|
|
PMBC
2722
DELISTED
Pacific Mercantile Bancorp
PMBC
| $3.2M | ﹤0.01% |
421,582
-6,504
| -2% | -$47.2K |
|
2723
Regional Management Corp
RM
$390M
| $3.17M | ﹤0.01% |
177,723
+26,504
| +18% | +$443K |
|
|
MOCO
2724
DELISTED
Mocon Inc
MOCO
| $3.16M | ﹤0.01% |
197,972
-797
| -0.4% | -$13.5K |
|
2725
Smith & Wesson
SWBI
$649M
| $3.15M | ﹤0.01% |
246,939
+41,538
| +20% | +$479K |
|
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.