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 | |
|---|---|---|---|---|---|---|
2926
Peraso
PRSO
$9.41M
| $1.49M | ﹤0.01% |
98
-6
| -6% | -$103K |
|
|
EGAS
2927
DELISTED
Gas Natural Inc.
EGAS
| $1.47M | ﹤0.01% |
142,833
+3,011
| +2% | +$30.2K |
|
|
CVLY
2928
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $1.47M | ﹤0.01% |
92,488
+527
| +0.6% | +$8.61K |
|
2929
Transact Technologies
TACT
$50.5M
| $1.46M | ﹤0.01% |
218,722
+1,590
| +0.7% | +$9.87K |
|
2930
Innodata
INOD
$1.81B
| $1.46M | ﹤0.01% |
554,817
-7,746
| -1% | -$20.6K |
|
2931
FirstService
FSV
$6.55B
| $1.45M | ﹤0.01% |
+52,161
| New | +$1.37M |
|
2932
Travelzoo
TZOO
$76.7M
| $1.45M | ﹤0.01% |
128,360
+29,570
| +30% | +$359K |
|
2933
United Microelectronic
UMC
$42.9B
| $1.45M | ﹤0.01% |
706,360
+220,593
| +45% | +$496K |
|
|
GLDC
2934
DELISTED
GOLDEN ENTERPRISES
GLDC
| $1.44M | ﹤0.01% |
353,033
-422
| -0.1% | -$1.7K |
|
|
EEI
2935
DELISTED
Ecology and Environment
EEI
| $1.43M | ﹤0.01% |
137,464
+178
| +0.1% | +$1.64K |
|
|
STLY
2936
DELISTED
Stanley Furniture Co Inc
STLY
| $1.43M | ﹤0.01% |
481,972
+384
| +0.1% | +$1.17K |
|
2937
PennyMac Financial
PFSI
$4.47B
| $1.42M | ﹤0.01% |
78,542
+36,015
| +85% | +$656K |
|
|
FRP
2938
DELISTED
Fairpoint Communications, Inc.
FRP
| $1.41M | ﹤0.01% |
77,607
+59,887
| +338% | +$1.15M |
|
|
NAME
2939
DELISTED
Rightside Group, Ltd.
NAME
| $1.41M | ﹤0.01% |
208,716
-4,974
| -2% | -$41.8K |
|
2940
Virco
VIRC
$94.8M
| $1.4M | ﹤0.01% |
492,760
-1,817
| -0.4% | -$4.86K |
|
|
FRBK
2941
DELISTED
Republic First Bancorp Inc
FRBK
| $1.4M | ﹤0.01% |
403,417
+4,488
| +1% | +$15.9K |
|
2942
Santander
BSBR
$38.2B
| $1.39M | ﹤0.01% |
267,117
+153,876
| +136% | +$776K |
|
2943
Phibro Animal Health
PAHC
$1.5B
| $1.39M | ﹤0.01% |
+35,788
| New | +$1.23M |
|
|
UBP
2944
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.37M | ﹤0.01% |
80,372
| – | – |
|
|
PTX
2945
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
| $1.37M | ﹤0.01% |
23,178
+1,943
| +9% | +$137K |
|
|
TAX
2946
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.36M | ﹤0.01% |
54,993
+2,677
| +5% | +$67.5K |
|
|
GOLD
2947
DELISTED
Randgold Resources Ltd
GOLD
| $1.36M | ﹤0.01% |
20,403
| – | – |
|
2948
Silvercrest Asset Management
SAMG
$76.7M
| $1.35M | ﹤0.01% |
96,372
+6,733
| +8% | +$95.8K |
|
2949
RF Industries
RFIL
$116M
| $1.35M | ﹤0.01% |
317,070
+571
| +0.2% | +$2.35K |
|
|
PCO
2950
DELISTED
Pendrell Corporation - Class A
PCO
| $1.34M | ﹤0.01% |
980
-86
| -8% | -$101K |
|
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.