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 | |
|---|---|---|---|---|---|---|
1701
RPC Inc
RES
$1.24B
| $23.1M | 0.01% |
1,672,091
+738,935
| +79% | +$10.9M |
|
1702
Tompkins Financial
TMP
$1.43B
| $23.1M | 0.01% |
429,089
+12,788
| +3% | +$675K |
|
1703
Hooker Furnishings Corp
HOFT
$150M
| $23M | 0.01% |
917,039
+18,361
| +2% | +$454K |
|
|
TESO
1704
DELISTED
Tesco Corp
TESO
| $23M | 0.01% |
2,112,394
+28,558
| +1% | +$343K |
|
1705
Mattel
MAT
$4.38B
| $23M | 0.01% |
896,062
+58,272
| +7% | +$1.53M |
|
1706
Rush Enterprises Class B
RUSHB
$6.04B
| $23M | 0.01% |
2,152,597
-4,266
| -0.2% | -$47.3K |
|
1707
Orthofix Medical
OFIX
$477M
| $23M | 0.01% |
693,242
+1,594
| +0.2% | +$54.8K |
|
1708
CNX Resources
CNX
$5.06B
| $23M | 0.01% |
1,266,696
+401,566
| +46% | +$9.6M |
|
1709
LXP Industrial Trust
LXP
$3.57B
| $22.9M | 0.01% |
539,070
+7,632
| +1% | +$355K |
|
|
SPA
1710
DELISTED
Sparton
SPA
| $22.9M | 0.01% |
836,589
+898
| +0.1% | +$24K |
|
1711
Pegasystems
PEGA
$5.02B
| $22.8M | 0.01% |
1,996,070
+173,414
| +10% | +$1.92M |
|
1712
Liberty Media Series A
FWONA
$22.5B
| $22.8M | 0.01% |
942,171
+33,657
| +4% | +$869K |
|
1713
AB InBev
BUD
$167B
| $22.8M | 0.01% |
189,177
| – | – |
|
|
VISN
1714
Vistance Networks Inc
VISN
$2.65B
| $22.8M | 0.01% |
748,096
+540,603
| +261% | +$16.4M |
|
1715
Ally Financial
ALLY
$13.2B
| $22.8M | 0.01% |
+1,017,086
| New | +$22.4M |
|
|
CNL
1716
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $22.8M | 0.01% |
423,496
-8,668
| -2% | -$470K |
|
|
GTI
1717
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $22.8M | 0.01% |
4,596,191
-325,497
| -7% | -$1.54M |
|
|
PIR
1718
DELISTED
Pier 1 Imports, Inc.
PIR
| $22.8M | 0.01% |
90,195
-1,838
| -2% | -$470K |
|
|
SFE
1719
DELISTED
Safeguard Scientifics, Inc.
SFE
| $22.8M | 0.01% |
1,169,787
-13,866
| -1% | -$254K |
|
1720
Fabrinet
FN
$15.6B
| $22.7M | 0.01% |
1,214,334
+70,035
| +6% | +$1.32M |
|
|
STNR
1721
DELISTED
STEINER LEISURE LTD
STNR
| $22.7M | 0.01% |
422,753
-7,455
| -2% | -$376K |
|
|
FEIC
1722
DELISTED
FEI COMPANY
FEIC
| $22.7M | 0.01% |
273,520
+15,452
| +6% | +$1.23M |
|
1723
EastGroup Properties
EGP
$11.2B
| $22.7M | 0.01% |
403,306
+1,959
| +0.5% | +$114K |
|
|
TTM
1724
DELISTED
Tata Motors Limited
TTM
| $22.7M | 0.01% |
657,492
+6,067
| +0.9% | +$242K |
|
1725
Chesapeake Utilities
CPK
$3.19B
| $22.6M | 0.01% |
420,418
+15,907
| +4% | +$822K |
|
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.