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 | |
|---|---|---|---|---|---|---|
651
Primerica
PRI
$10.1B
| $63.9M | 0.04% |
1,398,368
+55,827
| +4% | +$2.61M |
|
|
BBBY
652
DELISTED
Bed Bath & Beyond Inc
BBBY
| $63.9M | 0.04% |
925,893
+40,213
| +5% | +$2.88M |
|
|
CYT
653
DELISTED
CYTEC INDS INC
CYT
| $63.6M | 0.04% |
1,050,768
-34,338
| -3% | -$2M |
|
654
Ziff Davis
ZD
$2B
| $63.6M | 0.04% |
1,076,056
+16,315
| +2% | +$965K |
|
655
Axos Financial
AX
$5.58B
| $63.4M | 0.04% |
2,400,712
+73,792
| +3% | +$1.75M |
|
656
Enerpac Tool Group
EPAC
$1.86B
| $63.2M | 0.04% |
2,735,721
+42,418
| +2% | +$1.02M |
|
657
Avient
AVNT
$3.29B
| $62.8M | 0.04% |
1,602,510
-51,898
| -3% | -$2.03M |
|
658
Transocean
RIG
$5.48B
| $62.7M | 0.04% |
3,888,658
+927,973
| +31% | +$16.7M |
|
659
Deutsche Bank
DB
$66.6B
| $62.6M | 0.04% |
2,325,102
+536,863
| +30% | +$15.6M |
|
660
Charles River Laboratories
CRL
$11.3B
| $62.3M | 0.04% |
886,093
-49,121
| -5% | -$3.63M |
|
661
Atlantic Union Bankshares
AUB
$6.05B
| $62.3M | 0.04% |
2,681,799
+54,263
| +2% | +$1.21M |
|
|
HOS
662
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $62.3M | 0.04% |
3,034,718
+31,606
| +1% | +$693K |
|
|
PRXL
663
DELISTED
Parexel International Corp
PRXL
| $62.3M | 0.04% |
968,510
-9,362
| -1% | -$631K |
|
664
Illinois Tool Works
ITW
$84.1B
| $62.3M | 0.04% |
678,181
+41,318
| +6% | +$3.93M |
|
665
Marten Transport
MRTN
$1.22B
| $61.9M | 0.04% |
7,127,518
+34,073
| +0.5% | +$310K |
|
666
NVIDIA
NVDA
$4.6T
| $61.8M | 0.04% |
122,878,200
+16,656,600
| +16% | +$9.03M |
|
667
Huron Consulting
HURN
$2.71B
| $61.8M | 0.04% |
881,265
+36,841
| +4% | +$2.41M |
|
|
ACH
668
Accendra Health
ACH
$254M
| $61.8M | 0.04% |
1,816,359
+67,171
| +4% | +$2.26M |
|
669
Deluxe
DLX
$1.25B
| $61.7M | 0.04% |
995,616
+5,842
| +0.6% | +$384K |
|
670
Automatic Data Processing
ADP
$109B
| $61.6M | 0.04% |
768,229
+43,868
| +6% | +$3.74M |
|
671
Allegiant Air
ALGT
$2.57B
| $61.5M | 0.04% |
345,825
+16,143
| +5% | +$2.68M |
|
672
Matador Resources
MTDR
$6.04B
| $61.5M | 0.04% |
2,458,574
+379,083
| +18% | +$10.2M |
|
|
BGC
673
DELISTED
General Cable Corporation
BGC
| $61.3M | 0.04% |
3,108,562
+428,807
| +16% | +$7.97M |
|
674
Credit Acceptance
CACC
$5.82B
| $61.2M | 0.04% |
248,639
+1,897
| +0.8% | +$420K |
|
675
Cheesecake Factory
CAKE
$5.03B
| $61.1M | 0.04% |
1,120,828
-18,282
| -2% | -$944K |
|
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.