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 | |
|---|---|---|---|---|---|---|
|
FSP
2126
Franklin Street Properties
FSP
$48.1M
| $13M | 0.01% |
1,149,368
+3,752
| +0.3% | +$44.8K |
|
|
NUTR
2127
DELISTED
Nutraceutical International Co
NUTR
| $13M | 0.01% |
524,190
+1,179
| +0.2% | +$24.9K |
|
|
AAT
2128
American Assets Trust
AAT
$1.48B
| $12.9M | 0.01% |
329,494
+56,189
| +21% | +$2.28M |
|
|
VWTR
2129
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $12.9M | 0.01% |
874,207
-32,596
| -4% | -$556K |
|
2130
IQVIA
IQV
$39.1B
| $12.9M | 0.01% |
177,000
+73,730
| +71% | +$5.05M |
|
2131
Comstock Resources
CRK
$3.73B
| $12.8M | 0.01% |
771,650
-26,087
| -3% | -$540K |
|
|
FSL
2132
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $12.8M | 0.01% |
321,224
-1,223
| -0.4% | -$50.7K |
|
|
CBD
2133
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $12.8M | 0.01% |
540,301
+11,620
| +2% | +$344K |
|
2134
KVH Industries
KVHI
$181M
| $12.8M | 0.01% |
948,770
+2,326
| +0.2% | +$31.7K |
|
|
VOLT
2135
DELISTED
Volt Information Sciences, Inc.
VOLT
| $12.8M | 0.01% |
1,314,130
+12,696
| +1% | +$143K |
|
2136
Hawkins
HWKN
$2.7B
| $12.8M | 0.01% |
631,722
+9,198
| +1% | +$187K |
|
|
RICE
2137
DELISTED
Rice Energy Inc.
RICE
| $12.7M | 0.01% |
+611,776
| New | +$13.9M |
|
|
EBSB
2138
DELISTED
Meridian Bancorp, Inc.
EBSB
| $12.7M | 0.01% |
949,896
+171,025
| +22% | +$2.22M |
|
|
JMG
2139
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
| $12.7M | 0.01% |
+1,535,180
| New | +$13.4M |
|
2140
Boston Beer
SAM
$1.93B
| $12.7M | 0.01% |
54,810
+5,284
| +11% | +$1.36M |
|
|
RLH
2141
DELISTED
Red Lions Hotel Corporation
RLH
| $12.7M | 0.01% |
1,658,195
+23,129
| +1% | +$165K |
|
2142
West Bancorporation
WTBA
$473M
| $12.7M | 0.01% |
639,170
+6,255
| +1% | +$119K |
|
|
IMN
2143
DELISTED
Imation
IMN
| $12.7M | 0.01% |
3,122,575
+22,939
| +0.7% | +$99.3K |
|
|
IHC
2144
DELISTED
Independence Holding Company
IHC
| $12.7M | 0.01% |
960,982
-1,230
| -0.1% | -$15.6K |
|
2145
Bruker
BRKR
$9.79B
| $12.7M | 0.01% |
619,789
+91,152
| +17% | +$1.84M |
|
|
GRUB
2146
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $12.6M | 0.01% |
+185,586
| New | +$15M |
|
|
REXI
2147
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $12.6M | 0.01% |
1,500,394
+1,230
| +0.1% | +$10.5K |
|
2148
Titan Machinery
TITN
$413M
| $12.6M | 0.01% |
856,114
-28,839
| -3% | -$411K |
|
|
DFRG
2149
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $12.6M | 0.01% |
674,504
+83,710
| +14% | +$1.64M |
|
|
CCF
2150
DELISTED
Chase Corporation
CCF
| $12.5M | 0.01% |
315,635
+502
| +0.2% | +$20.2K |
|
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.