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 | |
|---|---|---|---|---|---|---|
1976
DXP Enterprises
DXPE
$2.4B
| $16.9M | 0.01% |
364,470
-9,516
| -3% | -$421K |
|
|
TE
1977
DELISTED
TECO ENERGY INC
TE
| $16.9M | 0.01% |
958,907
+81,816
| +9% | +$1.53M |
|
1978
TriCo Bancshares
TCBK
$1.85B
| $16.9M | 0.01% |
701,934
+23,738
| +4% | +$570K |
|
1979
Coeur Mining
CDE
$15.9B
| $16.9M | 0.01% |
2,953,666
+337,386
| +13% | +$1.85M |
|
|
PSTB
1980
DELISTED
Park Sterling Corp.
PSTB
| $16.8M | 0.01% |
2,329,900
+32,618
| +1% | +$226K |
|
1981
American Vanguard Corp
AVD
$70.4M
| $16.7M | 0.01% |
1,212,542
+212,263
| +21% | +$2.78M |
|
|
THR
1982
DELISTED
Thermon Group Holdings
THR
| $16.7M | 0.01% |
694,526
+92,630
| +15% | +$2.17M |
|
1983
PLDT
PHI
$4.26B
| $16.6M | 0.01% |
267,170
+52,660
| +25% | +$3.36M |
|
1984
Stoneridge
SRI
$200M
| $16.6M | 0.01% |
1,419,606
+26,036
| +2% | +$314K |
|
1985
Tesla
TSLA
$1.22T
| $16.6M | 0.01% |
927,660
-169,740
| -15% | -$2.68M |
|
|
WR
1986
DELISTED
Westar Energy Inc
WR
| $16.6M | 0.01% |
484,524
+48,451
| +11% | +$1.77M |
|
|
XOXO
1987
DELISTED
Xo Group Inc
XOXO
| $16.5M | 0.01% |
1,011,267
+14,164
| +1% | +$237K |
|
1988
Winmark
WINA
$1.19B
| $16.5M | 0.01% |
167,475
-276
| -0.2% | -$25.6K |
|
|
BGFV
1989
DELISTED
Big 5 Sporting Goods
BGFV
| $16.5M | 0.01% |
1,159,826
+64,643
| +6% | +$896K |
|
1990
Lifetime Brands
LCUT
$192M
| $16.5M | 0.01% |
1,114,170
+18,177
| +2% | +$273K |
|
1991
MGP Ingredients
MGPI
$380M
| $16.4M | 0.01% |
977,341
+13,302
| +1% | +$212K |
|
|
GMCR
1992
DELISTED
KEURIG GREEN MTN INC
GMCR
| $16.4M | 0.01% |
214,275
+812
| +0.4% | +$79.7K |
|
1993
The Bancorp
TBBK
$2.7B
| $16.4M | 0.01% |
1,767,664
+87,608
| +5% | +$847K |
|
1994
Daktronics
DAKT
$941M
| $16.4M | 0.01% |
1,382,857
+18,389
| +1% | +$204K |
|
|
HT
1995
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $16.4M | 0.01% |
639,287
-6,289
| -1% | -$163K |
|
1996
ResMed
RMD
$30.3B
| $16.4M | 0.01% |
290,741
+36,786
| +14% | +$2.32M |
|
|
HILL
1997
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $16.4M | 0.01% |
2,677,146
+121,148
| +5% | +$807K |
|
1998
MACOM Technology Solutions
MTSI
$19B
| $16.4M | 0.01% |
428,010
+193,567
| +83% | +$7.15M |
|
1999
Shutterstock
SSTK
$198M
| $16.4M | 0.01% |
278,937
+492
| +0.2% | +$32.2K |
|
|
STR
2000
DELISTED
QUESTAR CORP
STR
| $16.4M | 0.01% |
782,174
+55,824
| +8% | +$1.27M |
|
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.