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 | |
|---|---|---|---|---|---|---|
1101
Hecla Mining
HL
$10B
| $40.1M | 0.02% |
15,264,568
+4,501,861
| +42% | +$13.9M |
|
|
ADVS
1102
DELISTED
Advent Software Inc
ADVS
| $40.1M | 0.02% |
908,028
-27,450
| -3% | -$1.2M |
|
1103
Movado Group
MOV
$849M
| $40.1M | 0.02% |
1,477,393
+3,427
| +0.2% | +$98.7K |
|
1104
Henry Schein
HSIC
$9.7B
| $40.1M | 0.02% |
719,832
+72,471
| +11% | +$4.01M |
|
|
REV
1105
DELISTED
Revlon, Inc.
REV
| $40M | 0.02% |
1,089,990
+12,798
| +1% | +$487K |
|
|
ANAT
1106
DELISTED
American National Group, Inc. Common Stock
ANAT
| $40M | 0.02% |
390,612
-18,720
| -5% | -$1.89M |
|
1107
Comtech Telecommunications
CMTL
$50.9M
| $39.9M | 0.02% |
1,373,474
+2,362
| +0.2% | +$71.4K |
|
|
AFFX
1108
DELISTED
Affymetrix Inc
AFFX
| $39.9M | 0.02% |
3,652,808
+147,536
| +4% | +$1.79M |
|
1109
AMERISAFE
AMSF
$549M
| $39.9M | 0.02% |
847,310
+27,254
| +3% | +$1.23M |
|
1110
The Ensign Group
ENSG
$10.4B
| $39.9M | 0.02% |
1,669,605
+48,695
| +3% | +$1.07M |
|
1111
Autoliv
ALV
$9.09B
| $39.8M | 0.02% |
473,309
+10,582
| +2% | +$931K |
|
1112
Microchip Technology
MCHP
$40.7B
| $39.8M | 0.02% |
1,678,690
+506,344
| +43% | +$12.3M |
|
1113
Salesforce
CRM
$148B
| $39.8M | 0.02% |
571,141
+20,151
| +4% | +$1.43M |
|
1114
Aaon
AAON
$7.17B
| $39.8M | 0.02% |
2,649,071
+54,444
| +2% | +$863K |
|
|
KNL
1115
DELISTED
Knoll, Inc.
KNL
| $39.7M | 0.02% |
1,586,536
+111,653
| +8% | +$2.63M |
|
1116
Sunstone Hotel Investors
SHO
$2.18B
| $39.7M | 0.02% |
2,641,794
-12,106
| -0.5% | -$190K |
|
1117
NorthWestern Energy
NWE
$4.29B
| $39.6M | 0.02% |
811,659
+40,162
| +5% | +$2.08M |
|
|
FFIC
1118
DELISTED
Flushing Financial
FFIC
| $39.5M | 0.02% |
1,880,348
+38,204
| +2% | +$765K |
|
|
RJET
1119
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $39.5M | 0.02% |
4,302,790
+47,810
| +1% | +$550K |
|
1120
VF Corp
VFC
$5.87B
| $39.5M | 0.02% |
601,390
+5,097
| +0.9% | +$345K |
|
1121
Brinker International
EAT
$9B
| $39.4M | 0.02% |
684,165
-53,620
| -7% | -$3.07M |
|
1122
Spire
SR
$4.76B
| $39.4M | 0.02% |
757,268
+44,798
| +6% | +$2.34M |
|
|
ALOG
1123
DELISTED
Analogic Corp
ALOG
| $39.4M | 0.02% |
499,109
+20,654
| +4% | +$1.75M |
|
|
HI
1124
DELISTED
Hillenbrand
HI
| $39.4M | 0.02% |
1,282,458
+17,410
| +1% | +$538K |
|
1125
Itron
ITRI
$4.33B
| $39.4M | 0.02% |
1,142,827
-26,901
| -2% | -$977K |
|
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.