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 | |
|---|---|---|---|---|---|---|
|
OIBR
2901
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
| $1.67M | ﹤0.01% |
875,607
+52,728
| +6% | +$107K |
|
|
PSIX
2902
Power Solutions International
PSIX
$586M
| $1.67M | ﹤0.01% |
30,933
+25,205
| +440% | +$1.48M |
|
2903
RB Global
RBA
$21.5B
| $1.65M | ﹤0.01% |
58,922
+10,281
| +21% | +$282K |
|
2904
Limoneira
LMNR
$244M
| $1.64M | ﹤0.01% |
73,885
+2,333
| +3% | +$52.3K |
|
2905
Orion Energy Systems
OESX
$38.9M
| $1.63M | ﹤0.01% |
64,744
-1,847
| -3% | -$54.1K |
|
2906
Primis Financial Corp
FRST
$399M
| $1.61M | ﹤0.01% |
145,761
+1,403
| +1% | +$16.5K |
|
|
HK
2907
DELISTED
Halcon Resources Corporation
HK
| $1.61M | ﹤0.01% |
8,062
-4,596
| -36% | -$1.1M |
|
2908
BK Technologies
BKTI
$295M
| $1.61M | ﹤0.01% |
65,380
-594
| -0.9% | -$17.3K |
|
|
WTT
2909
DELISTED
Wireless Telecom Group, Inc.
WTT
| $1.59M | ﹤0.01% |
732,257
+3,952
| +0.5% | +$9.05K |
|
|
CBNJ
2910
DELISTED
CAPE BANCORP, INC COM
CBNJ
| $1.56M | ﹤0.01% |
165,374
+32,731
| +25% | +$312K |
|
|
FSBK
2911
DELISTED
First South Bancorp Inc/VA
FSBK
| $1.56M | ﹤0.01% |
197,179
+2,071
| +1% | +$16.6K |
|
2912
Flanigan's Enterprises
BDL
$70.6M
| $1.54M | ﹤0.01% |
61,087
+378
| +0.6% | +$11K |
|
|
MN
2913
DELISTED
MANNING & NAPIER, INC.
MN
| $1.53M | ﹤0.01% |
153,991
-10,986
| -7% | -$126K |
|
|
MTL
2914
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $1.53M | ﹤0.01% |
623,553
| – | – |
|
|
OSHC
2915
DELISTED
Ocean Shore Holding Co.
OSHC
| $1.53M | ﹤0.01% |
103,004
+4,750
| +5% | +$71.9K |
|
|
WRES
2916
DELISTED
WARREN RESOURCES INC
WRES
| $1.53M | ﹤0.01% |
3,318,267
-248,160
| -7% | -$213K |
|
2917
Simulations Plus
SLP
$371M
| $1.52M | ﹤0.01% |
242,512
+5,162
| +2% | +$30.6K |
|
2918
AMCON Distributing
DIT
$60.5M
| $1.52M | ﹤0.01% |
28,097
+18
| +0.1% | +$973 |
|
2919
Citizens Community Bancorp
CZWI
$212M
| $1.52M | ﹤0.01% |
165,548
+280
| +0.2% | +$2.56K |
|
|
COVS
2920
DELISTED
Covisint Corporation
COVS
| $1.51M | ﹤0.01% |
462,986
-8,072
| -2% | -$19.1K |
|
2921
McEwen Inc
MUX
$1B
| $1.51M | ﹤0.01% |
157,645
-20,428
| -11% | -$204K |
|
2922
Emerson Radio
MSN
$7.91M
| $1.51M | ﹤0.01% |
1,300,916
-3,724
| -0.3% | -$5.06K |
|
|
LUX
2923
DELISTED
Luxottica Group
LUX
| $1.51M | ﹤0.01% |
22,672
-245
| -1% | -$16.2K |
|
|
MESG
2924
DELISTED
XURA INC COM (DE)
MESG
| $1.5M | ﹤0.01% |
74,562
-71,109
| -49% | -$1.63M |
|
|
AT
2925
DELISTED
Atlantic Power Corporation
AT
| $1.49M | ﹤0.01% |
482,335
+8,621
| +2% | +$26.3K |
|
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.