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 | |
|---|---|---|---|---|---|---|
2001
Gartner
IT
$10.2B
| $16.4M | 0.01% |
190,650
+7,571
| +4% | +$649K |
|
2002
Essential Utilities
WTRG
$11.4B
| $16.3M | 0.01% |
666,978
+74,555
| +13% | +$1.96M |
|
|
DTLK
2003
DELISTED
Datalink Corp
DTLK
| $16.3M | 0.01% |
1,821,319
+1,077,388
| +145% | +$11M |
|
2004
Ameren
AEE
$30.1B
| $16.3M | 0.01% |
432,005
+63,840
| +17% | +$2.56M |
|
|
SLH
2005
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $16.2M | 0.01% |
363,968
+148,870
| +69% | +$7.33M |
|
|
SNI
2006
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $16.2M | 0.01% |
247,868
+11,592
| +5% | +$790K |
|
2007
Heritage Financial
HFWA
$1.21B
| $16.1M | 0.01% |
903,221
+29,118
| +3% | +$504K |
|
2008
Vishay Precision Group
VPG
$1.17B
| $16.1M | 0.01% |
1,069,412
-9,266
| -0.9% | -$133K |
|
|
GG
2009
DELISTED
Goldcorp Inc
GG
| $16.1M | 0.01% |
993,679
+173,276
| +21% | +$3.16M |
|
2010
National Fuel Gas
NFG
$7.84B
| $16.1M | 0.01% |
273,283
+23,202
| +9% | +$1.47M |
|
2011
American Public Education
APEI
$910M
| $16.1M | 0.01% |
625,664
+51,827
| +9% | +$1.4M |
|
2012
W&T Offshore
WTI
$515M
| $16.1M | 0.01% |
2,930,571
-45,699
| -2% | -$263K |
|
|
HALL
2013
DELISTED
Hallmark Financial Services, Inc.
HALL
| $16.1M | 0.01% |
141,075
+737
| +0.5% | +$83.9K |
|
2014
IDT Corp
IDT
$1.64B
| $16M | 0.01% |
1,256,830
+53,371
| +4% | +$676K |
|
2015
Leidos
LDOS
$14.1B
| $16M | 0.01% |
397,317
-117,180
| -23% | -$4.93M |
|
|
RPT
2016
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $16M | 0.01% |
982,866
+22,059
| +2% | +$386K |
|
2017
Builders FirstSource
BLDR
$7.1B
| $16M | 0.01% |
1,244,099
+335,838
| +37% | +$4.1M |
|
|
DEG
2018
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $15.9M | 0.01% |
771,988
-2,972
| -0.4% | -$66.8K |
|
2019
Braskem
BAK
$960M
| $15.9M | 0.01% |
1,838,724
+56,032
| +3% | +$478K |
|
2020
Saga Communications
SGA
$57.4M
| $15.9M | 0.01% |
419,416
-57
| -0% | -$2.27K |
|
|
ZEUS
2021
DELISTED
Olympic Steel
ZEUS
| $15.9M | 0.01% |
910,097
+27,299
| +3% | +$449K |
|
|
FCH
2022
DELISTED
Felcor Lodging Trust
FCH
| $15.8M | 0.01% |
1,600,448
+172,979
| +12% | +$1.89M |
|
|
SC
2023
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $15.8M | 0.01% |
+618,367
| New | +$15.1M |
|
2024
Jakks Pacific
JAKK
$302M
| $15.8M | 0.01% |
159,865
-1,787
| -1% | -$137K |
|
|
CBF
2025
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $15.8M | 0.01% |
543,433
+71,920
| +15% | +$2.05M |
|
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.