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 | |
|---|---|---|---|---|---|---|
1226
HCA Healthcare
HCA
$85.7B
| $36.1M | 0.02% |
398,431
+46,842
| +13% | +$3.75M |
|
|
SVU
1227
DELISTED
SUPERVALU Inc.
SVU
| $36.1M | 0.02% |
637,579
+62,549
| +11% | +$4.17M |
|
|
UCB
1228
United Community Banks
UCB
$4.23B
| $36.1M | 0.02% |
1,728,748
-2,389
| -0.1% | -$45.9K |
|
|
MJN
1229
DELISTED
Mead Johnson Nutrition Company
MJN
| $35.9M | 0.02% |
398,295
+47,833
| +14% | +$4.61M |
|
|
AXE
1230
DELISTED
Anixter International Inc
AXE
| $35.8M | 0.02% |
549,865
+9,750
| +2% | +$690K |
|
|
SNCR
1231
DELISTED
Synchronoss Technologies
SNCR
| $35.8M | 0.02% |
86,978
+3,456
| +4% | +$1.49M |
|
|
ILG
1232
DELISTED
ILG, Inc Common Stock
ILG
| $35.8M | 0.02% |
1,566,599
+85,002
| +6% | +$2.15M |
|
|
TXNM
1233
TXNM Energy Inc
TXNM
$6.42B
| $35.7M | 0.02% |
1,451,345
+75,621
| +5% | +$2.02M |
|
1234
Zebra Technologies
ZBRA
$13.7B
| $35.7M | 0.02% |
321,168
+4,054
| +1% | +$421K |
|
|
VG
1235
DELISTED
Vonage Holdings Corporation
VG
| $35.6M | 0.02% |
7,247,688
+76,768
| +1% | +$369K |
|
1236
AutoZone
AZO
$49.1B
| $35.6M | 0.02% |
53,342
+812
| +2% | +$556K |
|
|
DCT
1237
DELISTED
DCT Industrial Trust Inc.
DCT
| $35.5M | 0.02% |
1,130,620
-822
| -0.1% | -$27.3K |
|
|
MIG
1238
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $35.5M | 0.02% |
4,133,190
-10,581
| -0.3% | -$90.3K |
|
|
PPO
1239
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $35.5M | 0.02% |
593,534
-12,032
| -2% | -$714K |
|
1240
Carter's
CRI
$1.39B
| $35.5M | 0.02% |
334,200
+25,889
| +8% | +$2.6M |
|
|
BERY
1241
DELISTED
Berry Global Group, Inc.
BERY
| $35.5M | 0.02% |
1,193,927
-249,893
| -17% | -$7.86M |
|
|
EXAM
1242
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $35.5M | 0.02% |
908,484
+37,283
| +4% | +$1.53M |
|
1243
KB Home
KBH
$3.45B
| $35.5M | 0.02% |
2,137,410
-24,877
| -1% | -$380K |
|
1244
T. Rowe Price
TROW
$25.6B
| $35.5M | 0.02% |
456,310
+58,517
| +15% | +$4.72M |
|
|
ECOL
1245
DELISTED
US Ecology, Inc.
ECOL
| $35.5M | 0.02% |
727,830
+38,961
| +6% | +$1.88M |
|
1246
Illumina
ILMN
$31B
| $35.4M | 0.02% |
166,493
+16,282
| +11% | +$3.18M |
|
|
IPCM
1247
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $35.4M | 0.02% |
638,250
+54,266
| +9% | +$2.75M |
|
1248
UBS Group
UBS
$175B
| $35.4M | 0.02% |
1,667,453
+10,550
| +0.6% | +$220K |
|
1249
First Interstate BancSystem
FIBK
$3.74B
| $35.3M | 0.02% |
1,274,117
+56,659
| +5% | +$1.57M |
|
|
HOT
1250
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $35.3M | 0.02% |
435,544
+46,659
| +12% | +$3.9M |
|
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.