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 | |
|---|---|---|---|---|---|---|
1526
Newell Brands
NWL
$2.38B
| $27.4M | 0.02% |
666,559
+27,416
| +4% | +$1.1M |
|
1527
Lindsay Corp
LNN
$1.13B
| $27.4M | 0.02% |
311,640
+319
| +0.1% | +$25.3K |
|
1528
Domino's
DPZ
$11.5B
| $27.3M | 0.02% |
240,990
+14,034
| +6% | +$1.51M |
|
|
BAS
1529
DELISTED
Basis Energy Services, Inc.
BAS
| $27.3M | 0.02% |
6,342
+727
| +13% | +$3.53M |
|
|
MODV
1530
DELISTED
ModivCare
MODV
| $27.3M | 0.02% |
615,925
+60,953
| +11% | +$2.9M |
|
|
BSMX
1531
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $27.2M | 0.02% |
2,976,891
-32,869
| -1% | -$329K |
|
1532
Primoris Services
PRIM
$4.58B
| $27.2M | 0.02% |
1,372,410
-10,421
| -0.8% | -$199K |
|
|
AJRD
1533
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $27.1M | 0.02% |
1,316,670
+250,337
| +23% | +$5.24M |
|
|
UTIW
1534
DELISTED
UTI WORLDWIDE INC
UTIW
| $27.1M | 0.02% |
2,712,317
+10,759
| +0.4% | +$104K |
|
1535
Flexsteel Industries
FLXS
$302M
| $27.1M | 0.02% |
628,490
+4,409
| +0.7% | +$162K |
|
|
PLL
1536
DELISTED
PALL CORP
PLL
| $27.1M | 0.02% |
217,565
+13,392
| +7% | +$1.51M |
|
1537
Cousins Properties
CUZ
$5.19B
| $27.1M | 0.02% |
923,666
-8,610
| -0.9% | -$248K |
|
1538
NiSource
NI
$21.3B
| $27.1M | 0.02% |
1,510,231
+261,975
| +21% | +$4.66M |
|
|
FARO
1539
DELISTED
Faro Technologies
FARO
| $27M | 0.02% |
579,224
+10,762
| +2% | +$506K |
|
|
AMAG
1540
DELISTED
AMAG Pharmaceuticals
AMAG
| $27M | 0.02% |
391,223
-3,490
| -0.9% | -$220K |
|
|
BFX
1541
DELISTED
BowFlex Inc.
BFX
| $27M | 0.02% |
1,254,291
+71,384
| +6% | +$1.42M |
|
1542
Xylem
XYL
$27.3B
| $27M | 0.02% |
727,600
+81,450
| +13% | +$2.96M |
|
1543
Hackett Group
HCKT
$270M
| $26.9M | 0.02% |
2,003,856
+28,362
| +1% | +$308K |
|
1544
Fortune Brands Innovations
FBIN
$5.88B
| $26.9M | 0.02% |
686,256
+27,136
| +4% | +$1.06M |
|
|
EXAR
1545
DELISTED
Exar Corporation
EXAR
| $26.8M | 0.02% |
2,744,632
-13,274
| -0.5% | -$139K |
|
1546
Toro Company
TTC
$8.75B
| $26.8M | 0.02% |
789,560
+22,946
| +3% | +$787K |
|
1547
WEX
WEX
$6.37B
| $26.7M | 0.02% |
234,509
+7,028
| +3% | +$798K |
|
1548
Lakeland Financial Corp
LKFN
$1.56B
| $26.7M | 0.02% |
923,780
+42,470
| +5% | +$1.15M |
|
1549
Power Integrations
POWI
$3.38B
| $26.7M | 0.02% |
1,180,086
+112,486
| +11% | +$2.81M |
|
|
HEES
1550
DELISTED
H&E Equipment Services
HEES
| $26.6M | 0.02% |
1,334,038
-199,479
| -13% | -$4.78M |
|
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.