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 | |
|---|---|---|---|---|---|---|
3076
Elbit Systems
ESLT
$37B
| $734K | ﹤0.01% |
9,380
+192
| +2% | +$14.8K |
|
|
PBPB
3077
DELISTED
Potbelly
PBPB
| $734K | ﹤0.01% |
+59,901
| New | +$841K |
|
|
MATR
3078
DELISTED
Mattersight Corp.
MATR
| $728K | ﹤0.01% |
123,437
-19,244
| -13% | -$122K |
|
|
DTRM
3079
DELISTED
Determine, Inc. Common Stock
DTRM
| $724K | ﹤0.01% |
137,842
| – | – |
|
|
AUY
3080
DELISTED
Yamana Gold, Inc.
AUY
| $721K | ﹤0.01% |
240,407
| – | – |
|
|
ANTH
3081
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
| $715K | ﹤0.01% |
+10,370
| New | +$480K |
|
3082
Security National Financial
SNFCA
$250M
| $695K | ﹤0.01% |
180,951
+19,024
| +12% | +$66.6K |
|
|
SAL
3083
DELISTED
Salisbury Bancorp, Inc.
SAL
| $695K | ﹤0.01% |
44,536
+68
| +0.2% | +$1.03K |
|
|
SLCT
3084
DELISTED
Select Bancorp, Inc.
SLCT
| $694K | ﹤0.01% |
97,772
+2,504
| +3% | +$17.7K |
|
|
PMD
3085
DELISTED
Psychemedics Corporation
PMD
| $693K | ﹤0.01% |
46,719
+1,980
| +4% | +$30.8K |
|
|
CTHR
3086
DELISTED
Charles & Colvard Ltd
CTHR
| $684K | ﹤0.01% |
45,268
-3,190
| -7% | -$45.7K |
|
|
GV
3087
DELISTED
Goldfield Corporation
GV
| $676K | ﹤0.01% |
407,296
-6,843
| -2% | -$11.2K |
|
3088
Strategy Inc
MSTR
$36.3B
| $660K | ﹤0.01% |
38,800
+190
| +0.5% | +$3.35K |
|
|
MDSO
3089
DELISTED
Medidata Solutions, Inc.
MDSO
| $659K | ﹤0.01% |
+12,125
| New | +$651K |
|
|
SOHO
3090
DELISTED
Sotherly Hotels
SOHO
| $655K | ﹤0.01% |
92,599
+1,511
| +2% | +$12K |
|
|
EVOL
3091
DELISTED
Evolving Systems, Inc.
EVOL
| $651K | ﹤0.01% |
72,651
+7,208
| +11% | +$65.6K |
|
3092
Lee Enterprises
LEE
$172M
| $647K | ﹤0.01% |
19,428
-2,051
| -10% | -$64.5K |
|
3093
Auburn National Bancorp
AUBN
$91.7M
| $644K | ﹤0.01% |
24,925
+13
| +0.1% | +$325 |
|
3094
GoPro
GPRO
$123M
| $640K | ﹤0.01% |
+12,125
| New | +$623K |
|
3095
Mega Matrix
MPU
$16.2M
| $639K | ﹤0.01% |
399,070
+1,555
| +0.4% | +$3.18K |
|
|
PFIN
3096
DELISTED
P&F Industries
PFIN
| $639K | ﹤0.01% |
75,227
+723
| +1% | +$5.6K |
|
|
CAW
3097
DELISTED
CCA Industries, Inc.
CAW
| $638K | ﹤0.01% |
202,598
-577
| -0.3% | -$1.82K |
|
|
CIZN
3098
DELISTED
Citizens Holding Co.
CIZN
| $633K | ﹤0.01% |
30,440
+1,270
| +4% | +$24.5K |
|
|
ITI
3099
DELISTED
Iteris, Inc.
ITI
| $632K | ﹤0.01% |
356,868
-13,764
| -4% | -$24.7K |
|
3100
Inuvo
INUV
$15.8M
| $631K | ﹤0.01% |
20,607
+15,443
| +299% | +$405K |
|
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.