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 | |
|---|---|---|---|---|---|---|
1326
KBR
KBR
$4.36B
| $33M | 0.02% |
1,695,762
-983,693
| -37% | -$17.6M |
|
1327
Estee Lauder
EL
$30.7B
| $33M | 0.02% |
380,836
+29,679
| +8% | +$2.56M |
|
|
JOY
1328
DELISTED
Joy Global Inc
JOY
| $32.9M | 0.02% |
909,635
+75,770
| +9% | +$3.05M |
|
|
MPT
1329
Medical Properties Trust
MPT
$2.81B
| $32.9M | 0.02% |
2,510,086
+117,519
| +5% | +$1.64M |
|
|
OWW
1330
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $32.9M | 0.02% |
2,881,266
-31,128
| -1% | -$360K |
|
1331
KLA
KLAC
$236B
| $32.9M | 0.02% |
5,853,390
-296,370
| -5% | -$1.73M |
|
1332
TETRA Technologies
TTI
$1.13B
| $32.9M | 0.02% |
5,155,398
+97,886
| +2% | +$660K |
|
|
AVID
1333
DELISTED
Avid Technology Inc
AVID
| $32.9M | 0.02% |
2,462,993
+172,140
| +8% | +$2.75M |
|
|
RT
1334
DELISTED
Ruby Tuesday Georgia
RT
| $32.8M | 0.02% |
5,232,568
+24,635
| +0.5% | +$166K |
|
|
REGI
1335
DELISTED
Renewable Energy Group, Inc.
REGI
| $32.8M | 0.02% |
2,837,803
+287,240
| +11% | +$2.95M |
|
1336
Lifecore Biomedical
LFCR
$164M
| $32.8M | 0.02% |
2,272,648
+55,360
| +2% | +$799K |
|
1337
Broadridge
BR
$17.9B
| $32.8M | 0.02% |
655,243
+26,241
| +4% | +$1.4M |
|
|
CGI
1338
DELISTED
Celadon Group Inc
CGI
| $32.7M | 0.02% |
1,583,528
+177,086
| +13% | +$4.36M |
|
1339
United Therapeutics
UTHR
$26.2B
| $32.7M | 0.02% |
188,089
+4,236
| +2% | +$762K |
|
1340
California Water Service
CWT
$3.02B
| $32.7M | 0.02% |
1,431,050
+60,485
| +4% | +$1.45M |
|
1341
Five Below
FIVE
$12.1B
| $32.6M | 0.02% |
825,887
-15,773
| -2% | -$573K |
|
1342
Adtran
ADTN
$682M
| $32.6M | 0.02% |
2,009,038
+176,006
| +10% | +$3.02M |
|
1343
Globus Medical
GMED
$10.9B
| $32.6M | 0.02% |
1,270,571
+91,499
| +8% | +$2.32M |
|
1344
Tenet Healthcare
THC
$20.3B
| $32.6M | 0.02% |
563,194
+75,754
| +16% | +$3.87M |
|
1345
AutoNation
AN
$7.18B
| $32.6M | 0.02% |
517,009
+53,128
| +11% | +$3.37M |
|
1346
MSCI
MSCI
$41.9B
| $32.5M | 0.02% |
528,685
+8,167
| +2% | +$507K |
|
|
LTM
1347
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $32.5M | 0.02% |
4,620,354
+652,385
| +16% | +$5.57M |
|
|
WFM
1348
DELISTED
Whole Foods Market Inc
WFM
| $32.5M | 0.02% |
823,444
+87,792
| +12% | +$3.93M |
|
|
SUNE
1349
DELISTED
SUNEDISON, INC COM
SUNE
| $32.5M | 0.02% |
1,085,829
+10,199
| +0.9% | +$290K |
|
1350
LKQ Corp
LKQ
$5.76B
| $32.5M | 0.02% |
1,073,577
+75,267
| +8% | +$2.09M |
|
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.