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 | |
|---|---|---|---|---|---|---|
851
Regal Rexnord
RRX
$12.5B
| $50.7M | 0.03% |
698,654
-17,996
| -3% | -$1.39M |
|
|
ALXN
852
DELISTED
Alexion Pharmaceuticals
ALXN
| $50.6M | 0.03% |
280,148
+30,652
| +12% | +$5.29M |
|
853
Ingles Markets
IMKTA
$1.72B
| $50.6M | 0.03% |
1,059,300
+42,281
| +4% | +$2.04M |
|
|
IGTE
854
DELISTED
IGATE CORPORATION
IGTE
| $50.5M | 0.03% |
1,058,615
-14,267
| -1% | -$661K |
|
855
Belden
BDC
$3.97B
| $50.5M | 0.03% |
621,162
-6,386
| -1% | -$560K |
|
|
ANN
856
DELISTED
ANN INC
ANN
| $50.4M | 0.03% |
1,043,401
-16,617
| -2% | -$718K |
|
857
Zimmer Biomet
ZBH
$18.8B
| $50.3M | 0.03% |
474,542
+63,207
| +15% | +$6.99M |
|
|
LHO
858
DELISTED
LaSalle Hotel Properties
LHO
| $50.3M | 0.03% |
1,418,477
+19,023
| +1% | +$702K |
|
859
Markel Group
MKL
$25.2B
| $50.2M | 0.03% |
62,760
-387
| -0.6% | -$301K |
|
860
BorgWarner
BWA
$12.8B
| $50.2M | 0.03% |
1,003,955
+162,078
| +19% | +$8.65M |
|
861
CNA Financial
CNA
$14.9B
| $50.1M | 0.03% |
1,311,808
-21,771
| -2% | -$865K |
|
|
SHOE
862
Shoe Station Group
SHOE
$424M
| $50.1M | 0.03% |
3,471,664
+61,498
| +2% | +$861K |
|
|
SNBR
863
DELISTED
Sleep Number
SNBR
| $50M | 0.03% |
1,662,586
+89,908
| +6% | +$2.85M |
|
|
MDCO
864
DELISTED
Medicines Co
MDCO
| $50M | 0.03% |
1,746,010
+290,034
| +20% | +$8.08M |
|
865
Kirby Corp
KEX
$7.01B
| $49.9M | 0.03% |
651,261
+158,532
| +32% | +$12.6M |
|
|
NE
866
DELISTED
Noble Corporation
NE
| $49.8M | 0.03% |
3,237,023
+214,035
| +7% | +$3.53M |
|
867
Labcorp
LH
$25.2B
| $49.8M | 0.03% |
477,756
+15,443
| +3% | +$1.61M |
|
868
GSK
GSK
$107B
| $49.7M | 0.03% |
955,210
+5,924
| +0.6% | +$334K |
|
869
Ross Stores
ROST
$80.8B
| $49.7M | 0.03% |
1,021,989
+43,861
| +4% | +$2.2M |
|
870
Analog Devices
ADI
$172B
| $49.7M | 0.03% |
773,856
+43,547
| +6% | +$2.82M |
|
871
Sonic Automotive
SAH
$3.56B
| $49.7M | 0.03% |
2,084,243
+171,549
| +9% | +$4.14M |
|
872
Lloyds Banking Group
LYG
$85.2B
| $49.6M | 0.03% |
9,143,374
+215,110
| +2% | +$1.12M |
|
|
ISSI
873
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $49.6M | 0.03% |
2,238,259
-12,187
| -0.5% | -$241K |
|
874
Waste Management
WM
$95B
| $49.4M | 0.03% |
1,066,721
+88,754
| +9% | +$4.46M |
|
|
IVC
875
DELISTED
Invacare Corporation
IVC
| $49.4M | 0.03% |
2,284,224
+72,208
| +3% | +$1.53M |
|
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.