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 | |
|---|---|---|---|---|---|---|
|
DYN
1401
DELISTED
Dynegy, Inc.
DYN
| $30.8M | 0.02% |
1,053,243
-8,794
| -0.8% | -$286K |
|
1402
Unisys
UIS
$209M
| $30.8M | 0.02% |
1,540,401
-4,689
| -0.3% | -$101K |
|
1403
Corpay
CPAY
$25B
| $30.8M | 0.02% |
197,126
+65,592
| +50% | +$10.3M |
|
|
JAH
1404
DELISTED
JARDEN CORPORATION
JAH
| $30.8M | 0.02% |
594,445
-130,978
| -18% | -$6.93M |
|
|
EGOV
1405
DELISTED
NIC Inc
EGOV
| $30.7M | 0.02% |
1,681,126
+57,145
| +4% | +$998K |
|
1406
Dana Inc
DAN
$2.9B
| $30.7M | 0.02% |
1,492,004
-51,480
| -3% | -$1.11M |
|
|
GNC
1407
DELISTED
GNC Holdings, Inc.
GNC
| $30.7M | 0.02% |
689,288
+74,939
| +12% | +$3.41M |
|
|
ELLI
1408
DELISTED
Ellie Mae Inc
ELLI
| $30.6M | 0.02% |
438,626
-5,710
| -1% | -$356K |
|
1409
Royal Gold
RGLD
$16.8B
| $30.6M | 0.02% |
496,891
+46,944
| +10% | +$3.01M |
|
1410
Grupo Cibest SA
CIB
$22B
| $30.6M | 0.02% |
711,916
+46,737
| +7% | +$2.01M |
|
1411
Badger Meter
BMI
$3.89B
| $30.6M | 0.02% |
963,074
+12,100
| +1% | +$382K |
|
|
HIBB
1412
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $30.6M | 0.02% |
656,073
+104,929
| +19% | +$5.01M |
|
1413
Sinclair Inc
SBGI
$992M
| $30.5M | 0.02% |
1,091,609
-183,185
| -14% | -$5.53M |
|
|
HCBK
1414
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $30.5M | 0.02% |
3,083,481
-4,053
| -0.1% | -$39.1K |
|
|
ORIT
1415
DELISTED
Oritani Financial Corp. New
ORIT
| $30.4M | 0.02% |
1,892,755
+69,482
| +4% | +$1.05M |
|
1416
Howard Hughes
HHH
$3.81B
| $30.4M | 0.02% |
221,985
+16,078
| +8% | +$2.29M |
|
|
GLDD
1417
DELISTED
Great Lakes Dredge & Dock
GLDD
| $30.3M | 0.02% |
5,090,488
+33,719
| +0.7% | +$198K |
|
|
FDML
1418
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $30.3M | 0.02% |
2,672,559
+43,610
| +2% | +$553K |
|
1419
Team
TISI
$79.5M
| $30.3M | 0.02% |
75,188
+3,379
| +5% | +$1.35M |
|
|
ZINC
1420
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $30.2M | 0.02% |
2,579,886
-365,003
| -12% | -$4.76M |
|
1421
Weis Markets
WMK
$1.91B
| $30.2M | 0.02% |
716,925
+22,766
| +3% | +$1.02M |
|
1422
NatWest
NWG
$75.3B
| $30.2M | 0.02% |
2,533,091
+28,840
| +1% | +$335K |
|
|
PDCO
1423
DELISTED
Patterson Companies, Inc.
PDCO
| $30.2M | 0.02% |
620,424
+47,938
| +8% | +$2.29M |
|
|
TUMI
1424
DELISTED
TUMI HLDGS INC COM
TUMI
| $30.1M | 0.02% |
1,469,061
+162,681
| +12% | +$3.55M |
|
1425
Teradyne
TER
$57.6B
| $30.1M | 0.02% |
1,562,556
+67,083
| +4% | +$1.34M |
|
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.