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 | |
|---|---|---|---|---|---|---|
|
HSP
1126
DELISTED
HOSPIRA INC
HSP
| $39.3M | 0.02% |
443,470
-932
| -0.2% | -$82.1K |
|
|
DBD
1127
DELISTED
Diebold Nixdorf Incorporated
DBD
| $39.3M | 0.02% |
1,122,978
+211,507
| +23% | +$7.46M |
|
|
ESGR
1128
DELISTED
Enstar Group
ESGR
| $39.3M | 0.02% |
253,372
+8,658
| +4% | +$1.29M |
|
1129
Equifax
EFX
$20.7B
| $39.2M | 0.02% |
404,096
+17,608
| +5% | +$1.72M |
|
1130
NN Inc
NNBR
$257M
| $39.2M | 0.02% |
1,536,716
+68,002
| +5% | +$1.79M |
|
1131
Monro
MNRO
$421M
| $39.2M | 0.02% |
630,670
-48,650
| -7% | -$3.03M |
|
1132
Coca-Cola Consolidated
COKE
$12.6B
| $39.1M | 0.02% |
2,587,610
+82,710
| +3% | +$993K |
|
1133
Snap-on
SNA
$21.2B
| $39.1M | 0.02% |
245,414
+1,876
| +0.8% | +$289K |
|
|
AIRM
1134
DELISTED
Air Methods Corp
AIRM
| $39M | 0.02% |
944,005
+146,642
| +18% | +$6.42M |
|
1135
Tractor Supply
TSCO
$15.8B
| $39M | 0.02% |
2,168,815
+168,360
| +8% | +$2.99M |
|
1136
Harley-Davidson
HOG
$2.59B
| $39M | 0.02% |
691,887
+17,041
| +3% | +$975K |
|
|
SRCI
1137
DELISTED
SRC Energy Inc
SRCI
| $39M | 0.02% |
3,409,370
+856,076
| +34% | +$10.3M |
|
|
FTD
1138
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $38.9M | 0.02% |
1,381,269
+9,461
| +0.7% | +$273K |
|
1139
Chipotle Mexican Grill
CMG
$49.4B
| $38.9M | 0.02% |
3,217,200
+269,300
| +9% | +$3.41M |
|
1140
Valley National Bancorp
VLY
$7.92B
| $38.9M | 0.02% |
3,770,494
+1,069,943
| +40% | +$10.4M |
|
1141
Bath & Body Works
BBWI
$4.02B
| $38.8M | 0.02% |
560,258
-20,965
| -4% | -$1.5M |
|
1142
EPR Properties
EPR
$4.9B
| $38.8M | 0.02% |
708,452
+8,649
| +1% | +$502K |
|
|
HNGR
1143
DELISTED
Hanger Inc.
HNGR
| $38.8M | 0.02% |
1,653,874
+151,932
| +10% | +$3.55M |
|
|
TYC
1144
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $38.8M | 0.02% |
961,900
+92,322
| +11% | +$3.94M |
|
|
CUB
1145
DELISTED
Cubic Corporation
CUB
| $38.7M | 0.02% |
813,388
+105,936
| +15% | +$5.21M |
|
|
PAMT
1146
PAMT Corp
PAMT
$347M
| $38.7M | 0.02% |
2,665,736
-9,912
| -0.4% | -$147K |
|
1147
Myriad Genetics
MYGN
$507M
| $38.6M | 0.02% |
1,135,183
-1,450
| -0.1% | -$49.3K |
|
1148
Tanger
SKT
$4.71B
| $38.6M | 0.02% |
1,216,860
-7,278
| -0.6% | -$246K |
|
|
TSS
1149
DELISTED
Total System Services, Inc.
TSS
| $38.5M | 0.02% |
922,281
+36,126
| +4% | +$1.46M |
|
1150
Stryker
SYK
$133B
| $38.5M | 0.02% |
402,909
+41,590
| +12% | +$3.94M |
|
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.