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 | |
|---|---|---|---|---|---|---|
|
COL
1276
DELISTED
Rockwell Collins
COL
| $34.7M | 0.02% |
375,271
+45,877
| +14% | +$4.41M |
|
1277
MGE Energy Inc
MGEE
$3B
| $34.6M | 0.02% |
894,285
+19,031
| +2% | +$771K |
|
|
GPOR
1278
DELISTED
Gulfport Energy Corp.
GPOR
| $34.6M | 0.02% |
860,234
+496,702
| +137% | +$22.8M |
|
1279
Diamondback Energy
FANG
$56.2B
| $34.6M | 0.02% |
458,837
+145,719
| +47% | +$11.6M |
|
1280
IDEX
IEX
$17.2B
| $34.5M | 0.02% |
439,635
+27,704
| +7% | +$2.15M |
|
|
EPIQ
1281
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $34.5M | 0.02% |
2,046,555
+30,658
| +2% | +$530K |
|
1282
Sysco
SYY
$40.6B
| $34.5M | 0.02% |
956,112
+96,181
| +11% | +$3.6M |
|
|
PES
1283
DELISTED
Pioneer Energy Services Corp.
PES
| $34.5M | 0.02% |
5,442,418
+134,419
| +3% | +$920K |
|
1284
Valmont Industries
VMI
$9.2B
| $34.5M | 0.02% |
290,030
+12,948
| +5% | +$1.6M |
|
1285
Incyte
INCY
$24.9B
| $34.5M | 0.02% |
330,826
+24,800
| +8% | +$2.57M |
|
1286
FormFactor
FORM
$8.21B
| $34.4M | 0.02% |
3,744,238
+164,729
| +5% | +$1.49M |
|
1287
Avista
AVA
$3.39B
| $34.4M | 0.02% |
1,122,017
+29,747
| +3% | +$959K |
|
1288
Black Hills Corp
BKH
$5.5B
| $34.4M | 0.02% |
787,673
+13,357
| +2% | +$641K |
|
|
ABCO
1289
DELISTED
Advisory Board Co
ABCO
| $34.4M | 0.02% |
628,846
+60,481
| +11% | +$3.12M |
|
|
PKD
1290
DELISTED
Parker Drilling Company
PKD
| $34.4M | 0.02% |
689,935
+27,646
| +4% | +$1.54M |
|
1291
SLM Corp
SLM
$4.86B
| $34.3M | 0.02% |
3,480,119
+13,346
| +0.4% | +$135K |
|
1292
Teledyne Technologies
TDY
$30.1B
| $34.3M | 0.02% |
325,452
+30,787
| +10% | +$3.25M |
|
|
HBI
1293
DELISTED
Hanesbrands
HBI
| $34.3M | 0.02% |
1,029,797
+67,388
| +7% | +$2.2M |
|
1294
Universal Electronics
UEIC
$58M
| $34.2M | 0.02% |
687,104
-12,682
| -2% | -$683K |
|
|
LHCG
1295
DELISTED
LHC Group LLC
LHCG
| $34.1M | 0.02% |
892,701
+55,107
| +7% | +$1.95M |
|
1296
Viavi Solutions
VIAV
$8.65B
| $34.1M | 0.02% |
5,177,298
-74,639
| -1% | -$545K |
|
1297
ONE Gas
OGS
$4.9B
| $34.1M | 0.02% |
800,588
+109,641
| +16% | +$4.68M |
|
1298
LPL Financial
LPLA
$27.1B
| $34M | 0.02% |
731,406
+104,204
| +17% | +$4.51M |
|
|
DWA
1299
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $34M | 0.02% |
1,288,082
-56,248
| -4% | -$1.48M |
|
1300
SS&C Technologies
SSNC
$18.6B
| $33.9M | 0.02% |
1,086,406
-65,614
| -6% | -$2.01M |
|
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.