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 | |
|---|---|---|---|---|---|---|
2626
Rexford Industrial Realty
REXR
$8.63B
| $4.18M | ﹤0.01% |
286,769
+167,698
| +141% | +$2.53M |
|
|
MSO
2627
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $4.18M | ﹤0.01% |
669,438
-6,398
| -0.9% | -$36.2K |
|
|
BIN
2628
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $4.17M | ﹤0.01% |
155,502
+11,970
| +8% | +$341K |
|
|
DDC
2629
DELISTED
Dominion Diamond Corporation
DDC
| $4.15M | ﹤0.01% |
296,477
+23,416
| +9% | +$424K |
|
|
CNBKA
2630
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.15M | ﹤0.01% |
102,143
+259
| +0.3% | +$10.2K |
|
|
CLCT
2631
DELISTED
Collectors Universe
CLCT
| $4.15M | ﹤0.01% |
208,075
-4,636
| -2% | -$103K |
|
|
HMNF
2632
DELISTED
HMN Financial Inc
HMNF
| $4.14M | ﹤0.01% |
350,963
+629
| +0.2% | +$7.51K |
|
|
MOFG
2633
DELISTED
MidWestOne Financial Group
MOFG
| $4.13M | ﹤0.01% |
125,355
+4,046
| +3% | +$121K |
|
2634
Vermilion Energy
VET
$1.66B
| $4.12M | ﹤0.01% |
95,430
+18,378
| +24% | +$830K |
|
2635
Inseego
INSG
$104M
| $4.12M | ﹤0.01% |
126,734
-2,506
| -2% | -$121K |
|
2636
Logitech
LOGI
$14.8B
| $4.09M | ﹤0.01% |
278,715
+82,896
| +42% | +$1.24M |
|
|
AXAS
2637
DELISTED
Abraxas Petroleum Corp
AXAS
| $4.08M | ﹤0.01% |
69,182
+31,086
| +82% | +$2.03M |
|
|
YZC
2638
DELISTED
Yanzhou Coal Mining
YZC
| $4.06M | ﹤0.01% |
523,212
-22,552
| -4% | -$214K |
|
|
PQUE
2639
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $4.06M | ﹤0.01% |
2,048,531
-87,630
| -4% | -$174K |
|
2640
CNB Financial Corp
CCNE
$1.05B
| $4.03M | ﹤0.01% |
218,820
+6,543
| +3% | +$114K |
|
2641
STMicroelectronics
STM
$43.1B
| $4.02M | ﹤0.01% |
495,260
+1,637
| +0.3% | +$14K |
|
2642
Caesars Entertainment
CZR
$6.06B
| $4.01M | ﹤0.01% |
512,310
-98,461
| -16% | -$730K |
|
|
SD
2643
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $4M | ﹤0.01% |
4,559,168
-201,646
| -4% | -$297K |
|
2644
Aviat Networks
AVNW
$253M
| $4M | ﹤0.01% |
528,591
-15,210
| -3% | -$108K |
|
|
MNI
2645
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $3.99M | ﹤0.01% |
369,568
-10,505
| -3% | -$145K |
|
2646
Fresenius Medical Care
FMS
$13.4B
| $3.97M | ﹤0.01% |
95,461
+779
| +0.8% | +$33.3K |
|
|
RSE
2647
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $3.95M | ﹤0.01% |
241,570
+20,660
| +9% | +$361K |
|
2648
Clarus
CLAR
$125M
| $3.94M | ﹤0.01% |
428,185
-109,300
| -20% | -$1.03M |
|
|
HBOS
2649
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
| $3.92M | ﹤0.01% |
130,064
| – | – |
|
2650
SIFCO Industries
SIF
$167M
| $3.92M | ﹤0.01% |
263,356
-1,408
| -0.5% | -$21.7K |
|
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.