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 | |
|---|---|---|---|---|---|---|
|
AZPN
2026
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $15.7M | 0.01% |
345,290
+40,388
| +13% | +$1.84M |
|
2027
Idexx Laboratories
IDXX
$44.1B
| $15.7M | 0.01% |
245,179
+20,355
| +9% | +$1.41M |
|
2028
Stock Yards Bancorp
SYBT
$2.54B
| $15.7M | 0.01% |
624,018
+18,436
| +3% | +$438K |
|
2029
Distribution Solutions Group
DSGR
$1.6B
| $15.7M | 0.01% |
1,337,234
-6,310
| -0.5% | -$73.3K |
|
2030
Powell Industries
POWL
$7.63B
| $15.7M | 0.01% |
1,338,702
+42,852
| +3% | +$512K |
|
|
SEAC
2031
DELISTED
Seachange International Inc
SEAC
| $15.7M | 0.01% |
111,788
-1,042
| -0.9% | -$147K |
|
|
KEG
2032
DELISTED
KEY ENERGY SERVICES INC
KEG
| $15.6M | 0.01% |
8,679,095
-1,028,636
| -11% | -$1.85M |
|
2033
Bausch Health
BHC
$2.25B
| $15.6M | 0.01% |
70,312
+2,446
| +4% | +$542K |
|
2034
SiriusXM
SIRI
$10.4B
| $15.6M | 0.01% |
418,591
+2,350
| +0.6% | +$91.1K |
|
|
ALR
2035
DELISTED
AlerisLife Inc
ALR
| $15.6M | 0.01% |
325,187
+9,247
| +3% | +$420K |
|
2036
Medifast
MED
$110M
| $15.5M | 0.01% |
480,085
+3,713
| +0.8% | +$118K |
|
2037
NWPX Infrastructure Inc
NWPX
$1.22B
| $15.5M | 0.01% |
760,377
-9,531
| -1% | -$212K |
|
2038
Tejon Ranch
TRC
$460M
| $15.5M | 0.01% |
619,630
-7,265
| -1% | -$178K |
|
|
BT
2039
DELISTED
BT Group plc (ADR)
BT
| $15.4M | 0.01% |
434,754
-128
| -0% | -$4.47K |
|
|
TRR
2040
DELISTED
Trc Companies
TRR
| $15.4M | 0.01% |
1,518,084
+43,174
| +3% | +$402K |
|
|
FDO
2041
DELISTED
FAMILY DOLLAR STORES
FDO
| $15.4M | 0.01% |
195,383
| – | – |
|
|
ATML
2042
DELISTED
ATMEL CORP
ATML
| $15.4M | 0.01% |
1,561,290
-171,881
| -10% | -$1.51M |
|
|
REMY
2043
DELISTED
REMY INTL INC NEW COMMON
REMY
| $15.4M | 0.01% |
694,829
+187,018
| +37% | +$4.17M |
|
2044
Alnylam Pharmaceuticals
ALNY
$27.4B
| $15.2M | 0.01% |
127,245
+2,042
| +2% | +$244K |
|
2045
Chord Energy
CHRD
$7.78B
| $15.2M | 0.01% |
961,925
-10,326
| -1% | -$174K |
|
|
WMGI
2046
DELISTED
Wright Medical Group Inc
WMGI
| $15.2M | 0.01% |
579,855
-548,645
| -49% | -$14.5M |
|
|
CHA
2047
DELISTED
China Telecom Corporation, LTD
CHA
| $15.2M | 0.01% |
258,106
+4,631
| +2% | +$320K |
|
|
RNWK
2048
DELISTED
RealNetworks Inc
RNWK
| $15.2M | 0.01% |
2,809,306
-29,861
| -1% | -$188K |
|
2049
Calix
CALX
$2.22B
| $15.1M | 0.01% |
1,986,712
+67,980
| +4% | +$554K |
|
|
BKMU
2050
DELISTED
Bank Mutual Corp
BKMU
| $15.1M | 0.01% |
1,969,264
+58,052
| +3% | +$423K |
|
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.