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 | |
|---|---|---|---|---|---|---|
1301
Banco Santander
SAN
$202B
| $33.8M | 0.02% |
5,085,515
-7,577,959
| -60% | -$52.8M |
|
|
CRAY
1302
DELISTED
Cray, Inc.
CRAY
| $33.8M | 0.02% |
1,145,055
-13,065
| -1% | -$395K |
|
1303
Pediatrix Medical
MD
$2.17B
| $33.8M | 0.02% |
455,753
-41,292
| -8% | -$2.97M |
|
|
GPX
1304
DELISTED
GP Strategies Corp.
GPX
| $33.8M | 0.02% |
1,015,426
-19,984
| -2% | -$673K |
|
|
MTSC
1305
DELISTED
MTS Systems Corp
MTSC
| $33.6M | 0.02% |
487,868
+9,560
| +2% | +$675K |
|
1306
American Electric Power
AEP
$69.5B
| $33.6M | 0.02% |
634,056
+61,509
| +11% | +$3.41M |
|
|
ACTA
1307
DELISTED
Actua Corp
ACTA
| $33.6M | 0.02% |
2,354,778
-56,088
| -2% | -$780K |
|
|
AMWD
1308
DELISTED
American Woodmark
AMWD
| $33.6M | 0.02% |
612,059
+37,857
| +7% | +$2.01M |
|
|
CNSL
1309
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $33.6M | 0.02% |
1,597,857
+47,288
| +3% | +$985K |
|
1310
Generac Holdings
GNRC
$11.3B
| $33.5M | 0.02% |
843,617
+124,980
| +17% | +$5.4M |
|
1311
Diageo
DEO
$49.5B
| $33.5M | 0.02% |
288,841
+20,435
| +8% | +$2.33M |
|
|
TI
1312
DELISTED
Telecom Italia
TI
| $33.5M | 0.02% |
2,630,999
-32,685
| -1% | -$401K |
|
1313
Telkom Indonesia
TLK
$14.4B
| $33.4M | 0.02% |
1,540,016
+48,450
| +3% | +$1.05M |
|
1314
CBIZ
CBZ
$3B
| $33.4M | 0.02% |
3,463,104
+166,303
| +5% | +$1.55M |
|
|
JBTM
1315
JBT Marel
JBTM
$7.31B
| $33.4M | 0.02% |
887,863
+33,547
| +4% | +$1.24M |
|
1316
Astronics
ATRO
$3.38B
| $33.3M | 0.02% |
858,544
+55,221
| +7% | +$2.18M |
|
|
AIMC
1317
DELISTED
Altra Industrial Motion Corp
AIMC
| $33.3M | 0.02% |
1,226,794
+33,522
| +3% | +$941K |
|
1318
Sonida Senior Living
SNDA
$1.9B
| $33.3M | 0.02% |
90,561
-11,498
| -11% | -$4.45M |
|
|
SNDK
1319
DELISTED
SANDISK CORP
SNDK
| $33.3M | 0.02% |
570,942
+21,090
| +4% | +$1.41M |
|
1320
Brady Corp
BRC
$4.39B
| $33.2M | 0.02% |
1,342,075
+61,664
| +5% | +$1.62M |
|
1321
Mine Safety
MSA
$6.73B
| $33.1M | 0.02% |
683,132
+14,043
| +2% | +$674K |
|
|
SPR
1322
DELISTED
Spirit AeroSystems
SPR
| $33.1M | 0.02% |
601,118
+11,290
| +2% | +$605K |
|
|
COWN
1323
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $33.1M | 0.02% |
1,291,910
+3,634
| +0.3% | +$85.2K |
|
1324
Diamondrock Hospitality Co
DRH
$2.64B
| $33.1M | 0.02% |
2,580,716
+14,500
| +0.6% | +$196K |
|
1325
News Corp Class A
NWSA
$15.2B
| $33M | 0.02% |
2,264,440
+241,811
| +12% | +$3.71M |
|
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.