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 | |
|---|---|---|---|---|---|---|
926
Progress Software
PRGS
$1.75B
| $47.1M | 0.03% |
1,713,141
+108,632
| +7% | +$2.9M |
|
927
TotalEnergies
TTE
$193B
| $47M | 0.03% |
956,398
-5,234
| -0.5% | -$271K |
|
928
Rogers Corp
ROG
$2.09B
| $47M | 0.03% |
710,668
+48,758
| +7% | +$3.61M |
|
929
Douglas Emmett
DEI
$2.05B
| $46.9M | 0.03% |
1,741,934
+14,730
| +0.9% | +$427K |
|
|
PLKI
930
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $46.9M | 0.03% |
782,199
+7,449
| +1% | +$430K |
|
931
Intercontinental Exchange
ICE
$87.2B
| $46.9M | 0.03% |
1,049,020
-22,135
| -2% | -$1.03M |
|
932
Bloomin' Brands
BLMN
$754M
| $46.9M | 0.03% |
2,196,661
+863,785
| +65% | +$19.4M |
|
|
CAB
933
DELISTED
Cabela's Inc
CAB
| $46.9M | 0.03% |
938,185
+158,106
| +20% | +$8.36M |
|
934
West Pharmaceutical
WST
$23.7B
| $46.9M | 0.03% |
807,124
-124,570
| -13% | -$6.95M |
|
935
Highwoods Properties
HIW
$3.79B
| $46.9M | 0.03% |
1,172,737
+6,017
| +0.5% | +$259K |
|
|
SFLY
936
DELISTED
Shutterfly, Inc.
SFLY
| $46.8M | 0.03% |
979,644
+152,671
| +18% | +$7.08M |
|
937
Cummins
CMI
$83.6B
| $46.8M | 0.03% |
356,438
+47,549
| +15% | +$6.54M |
|
938
Merit Medical Systems
MMSI
$4.82B
| $46.7M | 0.03% |
2,168,896
+116,691
| +6% | +$2.37M |
|
939
Home BancShares
HOMB
$6.3B
| $46.7M | 0.03% |
2,555,126
+124,352
| +5% | +$2.15M |
|
|
HW
940
DELISTED
Headwaters Inc
HW
| $46.7M | 0.03% |
2,562,457
+125,484
| +5% | +$2.37M |
|
941
Kadant
KAI
$3.58B
| $46.6M | 0.03% |
986,871
-3,175
| -0.3% | -$158K |
|
942
Portland General Electric
POR
$5.82B
| $46.6M | 0.03% |
1,404,572
+58,477
| +4% | +$2.05M |
|
943
Martin Marietta Materials
MLM
$34.2B
| $46.6M | 0.03% |
329,089
+8,515
| +3% | +$1.24M |
|
944
Avery Dennison
AVY
$12.8B
| $46.5M | 0.03% |
762,653
+45,872
| +6% | +$2.67M |
|
945
Universal Insurance Holdings
UVE
$1.26B
| $46.5M | 0.03% |
1,919,461
+46,529
| +2% | +$1.19M |
|
|
PRSU
946
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
| $46.2M | 0.03% |
1,702,812
-142
| -0% | -$3.86K |
|
947
Albany International
AIN
$2.09B
| $46.1M | 0.03% |
1,158,393
+19,784
| +2% | +$794K |
|
948
Deckers Outdoor
DECK
$14.1B
| $46.1M | 0.03% |
3,843,408
+139,632
| +4% | +$1.72M |
|
949
Diodes
DIOD
$3.5B
| $46.1M | 0.03% |
1,910,280
+124,914
| +7% | +$3.32M |
|
|
POLY
950
DELISTED
Plantronics, Inc.
POLY
| $46M | 0.03% |
816,669
+31,961
| +4% | +$1.78M |
|
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.