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 | |
|---|---|---|---|---|---|---|
2726
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
| $3.14M | ﹤0.01% |
79,985
| – | – |
|
|
SHI
2727
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $3.14M | ﹤0.01% |
58,322
-1,300
| -2% | -$67.5K |
|
|
TST
2728
DELISTED
TheStreet, Inc.
TST
| $3.13M | ﹤0.01% |
172,741
-2,594
| -1% | -$48K |
|
|
QUMU
2729
DELISTED
Qumu Corp.
QUMU
| $3.12M | ﹤0.01% |
378,028
-1,910
| -0.5% | -$20.5K |
|
|
LL
2730
DELISTED
LL Flooring Holdings, Inc.
LL
| $3.11M | ﹤0.01% |
150,275
-121,262
| -45% | -$3.19M |
|
|
HGG
2731
DELISTED
hhgregg Inc.
HGG
| $3.1M | ﹤0.01% |
929,066
-28,866
| -3% | -$138K |
|
2732
Tenaris
TS
$28.2B
| $3.09M | ﹤0.01% |
114,224
| – | – |
|
|
STRR
2733
Star Equity Holdings
STRR
$40.1M
| $3.08M | ﹤0.01% |
134,711
-1,038
| -0.8% | -$25.5K |
|
|
DCM
2734
DELISTED
NTT DOCOMO, Inc.
DCM
| $3.08M | ﹤0.01% |
161,204
-5,206
| -3% | -$95.8K |
|
2735
MIND Technology
MIND
$43.4M
| $3.08M | ﹤0.01% |
73,538
-966
| -1% | -$45.6K |
|
|
PACD
2736
DELISTED
Pacific Drilling S A
PACD
| $3.07M | ﹤0.01% |
109,644
-1,307
| -1% | -$52.7K |
|
|
NRCIB
2737
DELISTED
National Research Corp Class B
NRCIB
| $3.06M | ﹤0.01% |
90,700
-381
| -0.4% | -$12.7K |
|
|
AMRB
2738
DELISTED
American River Bankshares
AMRB
| $3.05M | ﹤0.01% |
327,103
+933
| +0.3% | +$8.86K |
|
|
MGI
2739
DELISTED
MoneyGram International, Inc. New
MGI
| $3.05M | ﹤0.01% |
331,647
+99,340
| +43% | +$924K |
|
|
TECU
2740
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
| $3.04M | ﹤0.01% |
1,232,891
+697
| +0.1% | +$2.06K |
|
2741
Ultralife
ULBI
$88.3M
| $3.03M | ﹤0.01% |
723,477
+904
| +0.1% | +$3.67K |
|
2742
Clear Channel Outdoor Holdings
CCO
$1.22B
| $3.01M | ﹤0.01% |
297,357
+9,386
| +3% | +$102K |
|
|
JMP
2743
DELISTED
JMP Group LLC
JMP
| $2.97M | ﹤0.01% |
381,083
-186,519
| -33% | -$1.46M |
|
|
NMRX
2744
DELISTED
Numerex Corp
NMRX
| $2.95M | ﹤0.01% |
345,477
-201
| -0.1% | -$2K |
|
|
AKS
2745
DELISTED
AK Steel Holding Corp
AKS
| $2.94M | ﹤0.01% |
760,890
+83,264
| +12% | +$413K |
|
2746
Lamar Advertising Co
LAMR
$16.7B
| $2.94M | ﹤0.01% |
51,104
-185,291
| -78% | -$11M |
|
2747
Melco Resorts & Entertainment
MLCO
$2.21B
| $2.94M | ﹤0.01% |
149,575
| – | – |
|
|
STZ.B
2748
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $2.94M | ﹤0.01% |
25,098
-214
| -0.8% | -$25.4K |
|
2749
Moog Inc Class B
MOG.B
$12.7B
| $2.93M | ﹤0.01% |
40,958
+106
| +0.3% | +$7.53K |
|
|
SREV
2750
DELISTED
ServiceSource International, Inc.
SREV
| $2.93M | ﹤0.01% |
535,908
+145,227
| +37% | +$603K |
|
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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.