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 | |
|---|---|---|---|---|---|---|
|
POZN
2351
DELISTED
POZEN INC
POZN
| $8.51M | 0.01% |
825,354
+27,173
| +3% | +$224K |
|
2352
Village Super Market
VLGEA
$657M
| $8.49M | 0.01% |
268,022
+13,819
| +5% | +$446K |
|
2353
Alpha and Omega Semiconductor
AOSL
$829M
| $8.48M | 0.01% |
970,665
+31,864
| +3% | +$273K |
|
2354
Orion Group Holdings
ORN
$368M
| $8.47M | 0.01% |
1,173,084
+105,327
| +10% | +$860K |
|
|
SPPI
2355
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $8.47M | 0.01% |
1,238,002
-13,648
| -1% | -$86.7K |
|
|
GTT
2356
DELISTED
GTT Communications, Inc.
GTT
| $8.43M | 0.01% |
353,236
+62,185
| +21% | +$1.26M |
|
|
TESS
2357
DELISTED
Tessco Technologies Inc
TESS
| $8.42M | 0.01% |
425,086
-1,971
| -0.5% | -$43.7K |
|
2358
Peapack-Gladstone Financial
PGC
$815M
| $8.41M | 0.01% |
378,601
+8,339
| +2% | +$175K |
|
2359
Preferred Bank
PFBC
$1.24B
| $8.39M | 0.01% |
279,361
+8,004
| +3% | +$229K |
|
2360
Ceco Environmental
CECO
$3.49B
| $8.38M | 0.01% |
739,207
+28,962
| +4% | +$330K |
|
|
IMVP
2361
Invesco India ETF
IMVP
$124M
| $8.35M | 0.01% |
386,150
| – | – |
|
|
SFR
2362
DELISTED
Starwood Waypoint Homes
SFR
| $8.35M | 0.01% |
351,512
+117,661
| +50% | +$3.01M |
|
|
SCAI
2363
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $8.32M | 0.01% |
216,790
+163,989
| +311% | +$6.21M |
|
2364
Sociedad Química y Minera de Chile
SQM
$19.3B
| $8.31M | 0.01% |
533,451
+147,936
| +38% | +$2.83M |
|
2365
Sabesp
SBS
$18.4B
| $8.23M | 0.01% |
8,203,888
+874,391
| +12% | +$984K |
|
|
RNET
2366
DELISTED
RigNet, Inc.
RNET
| $8.23M | 0.01% |
269,254
+37,248
| +16% | +$1.29M |
|
2367
RadNet
RDNT
$4.98B
| $8.21M | 0.01% |
1,226,410
-149,803
| -11% | -$1.15M |
|
2368
Universal Logistics Holdings
ULH
$388M
| $8.2M | 0.01% |
373,478
+4,546
| +1% | +$97.2K |
|
|
BFS
2369
Saul Centers
BFS
$858M
| $8.18M | 0.01% |
166,218
+4,745
| +3% | +$247K |
|
|
FNBC
2370
DELISTED
First NBC Bank Holding Company
FNBC
| $8.16M | 0.01% |
226,810
+69,011
| +44% | +$2.42M |
|
2371
Vicor
VICR
$8.33B
| $8.15M | 0.01% |
668,807
-10,388
| -2% | -$152K |
|
|
AWAY
2372
DELISTED
HOMEAWAY INC COM
AWAY
| $8.14M | 0.01% |
261,485
+830
| +0.3% | +$24.7K |
|
2373
NRC Health Common Stock
NRC
$405M
| $8.13M | 0.01% |
572,473
-39
| -0% | -$553 |
|
|
TREC
2374
DELISTED
Trecora Resources
TREC
| $8.11M | 0.01% |
537,198
+34,981
| +7% | +$454K |
|
|
ANAC
2375
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $8.11M | 0.01% |
104,780
+19,836
| +23% | +$1.3M |
|
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.