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 | |
|---|---|---|---|---|---|---|
526
Best Buy
BBY
$19B
| $76.4M | 0.05% |
2,342,200
+519,128
| +28% | +$18.4M |
|
|
AMED
527
DELISTED
Amedisys
AMED
| $76.2M | 0.05% |
1,917,652
-76,580
| -4% | -$2.39M |
|
528
Abercrombie & Fitch
ANF
$4.55B
| $76M | 0.05% |
3,533,312
+187,772
| +6% | +$4.13M |
|
529
Century Aluminum
CENX
$4.22B
| $75.6M | 0.05% |
7,248,233
+46,125
| +0.6% | +$588K |
|
530
Wolverine World Wide
WWW
$1.68B
| $75.6M | 0.05% |
2,654,476
+200,110
| +8% | +$6.13M |
|
531
Lithia Motors
LAD
$9.75B
| $75.5M | 0.05% |
667,607
+28,407
| +4% | +$3.02M |
|
532
Nelnet
NNI
$4.96B
| $75.3M | 0.05% |
1,739,042
+24,463
| +1% | +$1.07M |
|
|
CRZO
533
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $75.3M | 0.05% |
1,529,259
+346,171
| +29% | +$18M |
|
|
PARA
534
DELISTED
Paramount Global Class B
PARA
| $75.2M | 0.05% |
1,354,834
+26,717
| +2% | +$1.61M |
|
535
Kroger
KR
$36.7B
| $75.1M | 0.05% |
2,070,812
+117,820
| +6% | +$4.28M |
|
536
Madison Square Garden
MSGS
$9.59B
| $74.8M | 0.05% |
1,256,050
+198,903
| +19% | +$11.9M |
|
537
KeyCorp
KEY
$23.8B
| $74.8M | 0.05% |
4,978,756
+481,410
| +11% | +$7.09M |
|
538
Centene
CNC
$30.5B
| $74.7M | 0.05% |
1,858,750
-202,146
| -10% | -$7.26M |
|
|
HA
539
DELISTED
Hawaiian Holdings, Inc.
HA
| $74.7M | 0.05% |
3,145,778
+166,932
| +6% | +$3.9M |
|
540
Kulicke & Soffa
KLIC
$4.34B
| $74.5M | 0.05% |
6,360,008
+499,189
| +9% | +$6.94M |
|
541
Stewart Information Services
STC
$2.14B
| $74.4M | 0.05% |
1,870,392
+54,404
| +3% | +$2.08M |
|
|
BGG
542
DELISTED
Briggs & Stratton Corp.
BGG
| $74.2M | 0.05% |
3,850,025
+12,934
| +0.3% | +$253K |
|
543
Dine Brands
DIN
$462M
| $74M | 0.05% |
747,184
+2,878
| +0.4% | +$287K |
|
|
NPBC
544
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $73.9M | 0.05% |
6,552,713
+276,782
| +4% | +$3M |
|
545
Columbia Banking Systems
COLB
$8.71B
| $73.9M | 0.05% |
2,270,678
+20,009
| +0.9% | +$610K |
|
|
MDP
546
DELISTED
Meredith Corporation
MDP
| $73.8M | 0.05% |
1,414,639
+70,414
| +5% | +$3.73M |
|
|
RYL
547
DELISTED
RYLAND GROUP INC
RYL
| $73.7M | 0.05% |
1,590,161
+4,430
| +0.3% | +$197K |
|
|
CTB
548
DELISTED
Cooper Tire & Rubber Co.
CTB
| $73.7M | 0.05% |
2,178,880
+22,096
| +1% | +$849K |
|
549
Saia
SAIA
$10.5B
| $73.7M | 0.05% |
1,875,991
-15,142
| -0.8% | -$626K |
|
550
Moog Inc Class A
MOG.A
$12.4B
| $73.7M | 0.05% |
1,042,747
+85,347
| +9% | +$6.05M |
|
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.