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 | |
|---|---|---|---|---|---|---|
2076
American Tower
AMT
$81.3B
| $14.3M | 0.01% |
152,924
-6,814
| -4% | -$645K |
|
2077
Ultrapar
UGP
$6.9B
| $14.3M | 0.01% |
1,356,652
+31,182
| +2% | +$348K |
|
2078
Cass Information Systems
CASS
$712M
| $14.3M | 0.01% |
334,574
+10,675
| +3% | +$426K |
|
|
TFM
2079
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $14.2M | 0.01% |
441,171
-8,512
| -2% | -$298K |
|
2080
VeriSign
VRSN
$25.9B
| $14.2M | 0.01% |
229,571
+25,070
| +12% | +$1.62M |
|
|
MCF
2081
DELISTED
Contango Oil & Gas Co.
MCF
| $14.1M | 0.01% |
1,151,985
+7,527
| +0.7% | +$131K |
|
|
VOXX
2082
DELISTED
VOXX International Corporation Class A
VOXX
| $14.1M | 0.01% |
1,706,895
-26,514
| -2% | -$234K |
|
2083
Morningstar
MORN
$7.34B
| $14.1M | 0.01% |
177,525
+14,945
| +9% | +$1.14M |
|
|
NATI
2084
DELISTED
National Instruments Corp
NATI
| $14.1M | 0.01% |
479,026
+66,897
| +16% | +$2.06M |
|
2085
Waterstone Financial
WSBF
$370M
| $14.1M | 0.01% |
1,069,095
+110,266
| +12% | +$1.43M |
|
2086
American Water Works
AWK
$26.7B
| $14.1M | 0.01% |
289,099
+73,764
| +34% | +$3.88M |
|
2087
Crown Holdings
CCK
$12.9B
| $14M | 0.01% |
265,147
+3,067
| +1% | +$169K |
|
2088
Center Bancorp
CNOB
$1.66B
| $13.9M | 0.01% |
646,296
+42,879
| +7% | +$850K |
|
2089
Burlington
BURL
$23.4B
| $13.9M | 0.01% |
271,472
+170,001
| +168% | +$9.09M |
|
|
SP
2090
DELISTED
SP Plus Corporation
SP
| $13.9M | 0.01% |
531,150
+31,514
| +6% | +$759K |
|
2091
Customers Bancorp
CUBI
$2.65B
| $13.8M | 0.01% |
514,976
+124,043
| +32% | +$3.17M |
|
|
SIR
2092
DELISTED
SELECT INCOME REIT
SIR
| $13.8M | 0.01% |
1,525,911
+485,449
| +47% | +$4.97M |
|
2093
First Community Bankshares
FCBC
$899M
| $13.8M | 0.01% |
758,785
+16,609
| +2% | +$288K |
|
2094
Axcelis
ACLS
$3.85B
| $13.8M | 0.01% |
1,165,360
+65,293
| +6% | +$756K |
|
|
TAST
2095
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $13.8M | 0.01% |
1,324,908
+136,150
| +11% | +$1.32M |
|
|
SCNB
2096
DELISTED
Suffolk Bancorp
SCNB
| $13.8M | 0.01% |
536,967
-402
| -0.1% | -$9.84K |
|
2097
First Bancorp
FBNC
$2.61B
| $13.7M | 0.01% |
823,978
+10,165
| +1% | +$167K |
|
2098
Cameco
CCJ
$38.4B
| $13.7M | 0.01% |
960,832
-7,659
| -0.8% | -$121K |
|
2099
Park Aerospace
PKE
$730M
| $13.7M | 0.01% |
715,749
+33,259
| +5% | +$710K |
|
|
LGF
2100
DELISTED
Lions Gate Entertainment
LGF
| $13.7M | 0.01% |
369,703
+11,076
| +3% | +$370K |
|
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.