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 | |
|---|---|---|---|---|---|---|
3001
AMREP Corp
AXR
$124M
| $1.1M | ﹤0.01% |
216,666
+1,580
| +0.7% | +$8.11K |
|
|
GMAN
3002
DELISTED
Gordmans Stores, Inc.
GMAN
| $1.1M | ﹤0.01% |
179,704
+27,046
| +18% | +$186K |
|
|
RBCN
3003
DELISTED
Rubicon Technology, Inc.
RBCN
| $1.1M | ﹤0.01% |
45,322
-1,099
| -2% | -$35.9K |
|
|
SEV
3004
DELISTED
Sevcon, Inc.
SEV
| $1.1M | ﹤0.01% |
108,224
+740
| +0.7% | +$6.83K |
|
|
IPAS
3005
DELISTED
Ipass Inc Common Stock
IPAS
| $1.1M | ﹤0.01% |
104,497
-4,693
| -4% | -$53.2K |
|
3006
RAVE Restaurant Group
RAVE
$42.8M
| $1.09M | ﹤0.01% |
83,932
| – | – |
|
|
SBB
3007
DELISTED
SUSSEX BANCORP
SBB
| $1.09M | ﹤0.01% |
90,854
+1,525
| +2% | +$18.4K |
|
3008
Enanta Pharmaceuticals
ENTA
$362M
| $1.09M | ﹤0.01% |
24,213
+13,012
| +116% | +$506K |
|
|
PHII
3009
DELISTED
PHI, Inc.
PHII
| $1.08M | ﹤0.01% |
32,106
| – | – |
|
3010
Hudbay
HBM
$9.76B
| $1.08M | ﹤0.01% |
129,288
+42,594
| +49% | +$391K |
|
3011
McCormick & Company Voting
MKC.V
$13.9B
| $1.07M | ﹤0.01% |
26,516
+4,042
| +18% | +$158K |
|
|
CHFN
3012
DELISTED
Charter Financial Corp
CHFN
| $1.06M | ﹤0.01% |
85,161
+20,968
| +33% | +$254K |
|
|
AINC
3013
DELISTED
Ashford Inc.
AINC
| $1.04M | ﹤0.01% |
11,935
-212
| -2% | -$20.7K |
|
|
QBAK
3014
DELISTED
Qualstar Corp
QBAK
| $1.04M | ﹤0.01% |
148,981
| – | – |
|
3015
Data I/O
DAIO
$30.5M
| $1.03M | ﹤0.01% |
300,492
+1,365
| +0.5% | +$4.64K |
|
|
STRZB
3016
DELISTED
Starz - Series B
STRZB
| $1.02M | ﹤0.01% |
23,255
| – | – |
|
|
NVEE
3017
DELISTED
NV5 Global
NVEE
| $1.02M | ﹤0.01% |
168,172
+91,412
| +119% | +$480K |
|
3018
John Wiley & Sons Class B
WLYB
| $1M | ﹤0.01% |
18,511
+309
| +2% | +$18K |
|
|
SWIR
3019
DELISTED
Sierra Wireless
SWIR
| $990K | ﹤0.01% |
39,843
-1,600
| -4% | -$51.7K |
|
|
MNTX
3020
DELISTED
Manitex International, Inc.
MNTX
| $989K | ﹤0.01% |
129,386
+35,977
| +39% | +$314K |
|
3021
Installed Building Products
IBP
$6.21B
| $968K | ﹤0.01% |
+39,554
| New | +$892K |
|
|
ENG
3022
DELISTED
ENGlobal Corp
ENG
| $968K | ﹤0.01% |
89,621
-1,114
| -1% | -$13.6K |
|
3023
Colony Bankcorp
CBAN
$468M
| $965K | ﹤0.01% |
107,173
+112
| +0.1% | +$945 |
|
3024
Bio-Rad Laboratories Class B
BIO.B
| $957K | ﹤0.01% |
6,532
| – | – |
|
3025
Lincoln Educational Services
LINC
$1.38B
| $954K | ﹤0.01% |
472,443
-33,530
| -7% | -$76K |
|
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.