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 | |
|---|---|---|---|---|---|---|
|
SDRL
1926
DELISTED
Seadrill Limited Common Stock
SDRL
| $18.1M | 0.01% |
6,546
+2,022
| +45% | +$6.52M |
|
1927
Commault Systems
CVLT
$4.82B
| $18.1M | 0.01% |
426,932
+58,586
| +16% | +$2.65M |
|
1928
MSC Industrial Direct
MSM
$6.78B
| $18.1M | 0.01% |
259,095
+24,055
| +10% | +$1.71M |
|
|
LTC
1929
LTC Properties
LTC
$2.06B
| $18M | 0.01% |
433,474
+6,560
| +2% | +$282K |
|
1930
Rollins
ROL
$18.5B
| $18M | 0.01% |
1,421,210
+291,917
| +26% | +$3.29M |
|
|
DISCK
1931
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $18M | 0.01% |
579,774
+83,885
| +17% | +$2.6M |
|
1932
Pitney Bowes
PBI
$2.46B
| $18M | 0.01% |
865,243
+88,984
| +11% | +$2.01M |
|
1933
CoStar Group
CSGP
$11.9B
| $18M | 0.01% |
893,240
-78,310
| -8% | -$1.6M |
|
|
MFLX
1934
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $17.9M | 0.01% |
816,585
+94,616
| +13% | +$2.14M |
|
|
ABAX
1935
DELISTED
Abaxis Inc
ABAX
| $17.8M | 0.01% |
346,488
+78,510
| +29% | +$4.42M |
|
1936
Insteel Industries
IIIN
$593M
| $17.7M | 0.01% |
949,008
+9,505
| +1% | +$194K |
|
|
HMHC
1937
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $17.7M | 0.01% |
703,919
+517,339
| +277% | +$12.8M |
|
1938
Enova International
ENVA
$6.31B
| $17.7M | 0.01% |
949,499
-138,464
| -13% | -$2.69M |
|
|
PDLI
1939
DELISTED
PDL BioPharma, Inc.
PDLI
| $17.7M | 0.01% |
2,754,502
+63,761
| +2% | +$427K |
|
|
INFA
1940
DELISTED
INFORMATICA CORP
INFA
| $17.7M | 0.01% |
364,900
+7,747
| +2% | +$373K |
|
1941
First Busey Corp
BUSE
$2.6B
| $17.7M | 0.01% |
895,756
+20,495
| +2% | +$398K |
|
|
SHLO
1942
DELISTED
Shiloh Industries Inc
SHLO
| $17.6M | 0.01% |
1,359,226
-9,669
| -0.7% | -$118K |
|
|
ITC
1943
DELISTED
ITC HOLDINGS CORP
ITC
| $17.6M | 0.01% |
546,508
+37,681
| +7% | +$1.31M |
|
1944
Core Laboratories
CLB
$477M
| $17.6M | 0.01% |
154,145
+86,622
| +128% | +$10.5M |
|
1945
Johnson Outdoors
JOUT
$493M
| $17.6M | 0.01% |
745,981
-934
| -0.1% | -$26K |
|
1946
Towne Bank
TOWN
$3.49B
| $17.6M | 0.01% |
1,077,926
+49,572
| +5% | +$805K |
|
1947
RH
RH
$3.15B
| $17.5M | 0.01% |
179,725
+2,196
| +1% | +$202K |
|
1948
CMS Energy
CMS
$22.7B
| $17.5M | 0.01% |
548,337
+91,812
| +20% | +$3.08M |
|
|
ROIC
1949
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $17.4M | 0.01% |
1,116,881
+27,497
| +3% | +$460K |
|
1950
Artivion
AORT
$1.34B
| $17.4M | 0.01% |
1,544,414
-74,241
| -5% | -$789K |
|
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.