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 | |
|---|---|---|---|---|---|---|
2226
OceanFirst Financial
OCFC
$1.71B
| $10.9M | 0.01% |
585,659
+5,896
| +1% | +$102K |
|
|
GCAP
2227
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $10.9M | 0.01% |
1,140,103
+234,237
| +26% | +$2.3M |
|
2228
Liberty Broadband Class A
LBRDA
$4.78B
| $10.9M | 0.01% |
213,410
+65,056
| +44% | +$3.46M |
|
|
ZAGG
2229
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $10.9M | 0.01% |
1,372,783
+156,083
| +13% | +$1.4M |
|
|
TARO
2230
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $10.8M | 0.01% |
75,442
+32,198
| +74% | +$4.59M |
|
2231
STAG Industrial
STAG
$7.43B
| $10.8M | 0.01% |
539,664
+228,763
| +74% | +$4.98M |
|
|
IRC
2232
DELISTED
INLAND REAL ESTATE CORP
IRC
| $10.8M | 0.01% |
1,145,438
+20,992
| +2% | +$215K |
|
|
ARMH
2233
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $10.8M | 0.01% |
218,556
+3,316
| +2% | +$172K |
|
2234
Camden National
CAC
$977M
| $10.7M | 0.01% |
416,493
+9,018
| +2% | +$234K |
|
|
AHT
2235
Ashford Hospitality Trust
AHT
$20.9M
| $10.7M | 0.01% |
1,285
+64
| +5% | +$565K |
|
2236
Toronto Dominion Bank
TD
$198B
| $10.7M | 0.01% |
252,342
-469
| -0.2% | -$21K |
|
2237
ASE Group
ASX
$76.3B
| $10.7M | 0.01% |
1,623,332
+75,367
| +5% | +$525K |
|
2238
FRP Holdings
FRPH
$433M
| $10.7M | 0.01% |
658,100
+5,182
| +0.8% | +$85.1K |
|
2239
Alico
ALCO
$283M
| $10.6M | 0.01% |
234,436
-772
| -0.3% | -$37.8K |
|
2240
Warner Bros
WBD
$63.9B
| $10.6M | 0.01% |
318,684
+99,536
| +45% | +$3.28M |
|
|
KMG
2241
DELISTED
KMG Chemicals Inc
KMG
| $10.6M | 0.01% |
415,108
+59,134
| +17% | +$1.73M |
|
|
EXAC
2242
DELISTED
Exactech Inc
EXAC
| $10.5M | 0.01% |
505,910
+24,986
| +5% | +$561K |
|
2243
Northrim BanCorp
NRIM
$586M
| $10.5M | 0.01% |
1,636,152
+3,284
| +0.2% | +$20.6K |
|
2244
Canadian National Railway
CNI
$76.9B
| $10.5M | 0.01% |
181,013
+556
| +0.3% | +$34.8K |
|
|
ASEI
2245
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $10.4M | 0.01% |
236,816
+9,590
| +4% | +$415K |
|
|
CTO
2246
CTO Realty Growth
CTO
$820M
| $10.4M | 0.01% |
662,096
+8,042
| +1% | +$123K |
|
|
CRR
2247
DELISTED
Carbo Ceramics Inc.
CRR
| $10.4M | 0.01% |
248,787
-3,759
| -1% | -$152K |
|
2248
Hyatt Hotels
H
$16.6B
| $10.3M | 0.01% |
182,186
-1,264
| -0.7% | -$73.5K |
|
2249
Capital City Bank Group
CCBG
$882M
| $10.3M | 0.01% |
676,128
+5,187
| +0.8% | +$77.8K |
|
|
AVHI
2250
DELISTED
A V Homes, Inc.
AVHI
| $10.3M | 0.01% |
716,345
-1,454
| -0.2% | -$22.7K |
|
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.