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 | |
|---|---|---|---|---|---|---|
|
ANK
1151
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $38.5M | 0.02% |
557,038
+32,842
| +6% | +$2.27M |
|
1152
Evercore
EVR
$12.1B
| $38.5M | 0.02% |
713,063
+24,040
| +3% | +$1.23M |
|
1153
EXL Service
EXLS
$5.21B
| $38.4M | 0.02% |
5,555,775
+358,825
| +7% | +$2.49M |
|
|
HSNI
1154
DELISTED
HSN, Inc.
HSNI
| $38.4M | 0.02% |
546,560
+7,836
| +1% | +$527K |
|
1155
MYR Group
MYRG
$5.15B
| $38.3M | 0.02% |
1,237,512
+116,419
| +10% | +$3.5M |
|
1156
Charter Communications
CHTR
$16.9B
| $38.3M | 0.02% |
223,593
+10,521
| +5% | +$1.89M |
|
|
ALE
1157
DELISTED
Allete
ALE
| $38.2M | 0.02% |
823,980
+64,553
| +9% | +$3.21M |
|
1158
Tronox
TROX
$999M
| $38.2M | 0.02% |
2,610,258
+248,543
| +11% | +$4.68M |
|
|
GAP
1159
The Gap Inc
GAP
$7.34B
| $38.2M | 0.02% |
999,801
+155,024
| +18% | +$6.12M |
|
|
TFCF
1160
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $38.1M | 0.02% |
1,182,811
+62,636
| +6% | +$2.08M |
|
1161
LiveRamp
RAMP
$2.3B
| $38.1M | 0.02% |
2,166,848
+283,024
| +15% | +$5.08M |
|
1162
Stepan Co
SCL
$1.48B
| $38.1M | 0.02% |
703,490
+71,616
| +11% | +$3.53M |
|
1163
CRH
CRH
$64.1B
| $38.1M | 0.02% |
1,353,997
+11,099
| +0.8% | +$312K |
|
|
RPAI
1164
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $38M | 0.02% |
2,728,652
+326,159
| +14% | +$4.96M |
|
1165
NBT Bancorp
NBTB
$2.75B
| $38M | 0.02% |
1,451,683
+43,971
| +3% | +$1.11M |
|
|
CCMP
1166
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $38M | 0.02% |
806,437
+36,501
| +5% | +$1.74M |
|
|
JWN
1167
DELISTED
Nordstrom
JWN
| $37.9M | 0.02% |
509,133
+78,878
| +18% | +$6M |
|
1168
OFG Bancorp
OFG
$2.22B
| $37.8M | 0.02% |
3,545,161
+132,109
| +4% | +$1.89M |
|
|
SGY
1169
DELISTED
Stone Energy
SGY
| $37.8M | 0.02% |
52,822
-311
| -0.6% | -$264K |
|
|
SEE
1170
DELISTED
Sealed Air
SEE
| $37.7M | 0.02% |
734,580
+33,639
| +5% | +$1.62M |
|
|
LSI
1171
DELISTED
Life Storage, Inc.
LSI
| $37.7M | 0.02% |
650,882
+12,023
| +2% | +$720K |
|
|
PPS
1172
DELISTED
Post Properties
PPS
| $37.7M | 0.02% |
693,467
+379
| +0.1% | +$21.3K |
|
|
ENLC
1173
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $37.7M | 0.02% |
1,212,247
-93,606
| -7% | -$3.13M |
|
|
XLNX
1174
DELISTED
Xilinx Inc
XLNX
| $37.7M | 0.02% |
853,482
+22,853
| +3% | +$1.03M |
|
1175
Wabash National
WNC
$504M
| $37.6M | 0.02% |
3,002,164
+353,271
| +13% | +$4.92M |
|
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.