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 | |
|---|---|---|---|---|---|---|
1576
Oneok
OKE
$57.2B
| $25.9M | 0.02% |
656,638
+20,890
| +3% | +$927K |
|
1577
Church & Dwight Co
CHD
$23.4B
| $25.9M | 0.02% |
638,646
+10,622
| +2% | +$445K |
|
|
ASCMA
1578
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $25.9M | 0.02% |
605,931
-3,637
| -0.6% | -$147K |
|
1579
Sturm, Ruger & Co
RGR
$594M
| $25.9M | 0.02% |
450,144
-512
| -0.1% | -$27.9K |
|
|
FRC
1580
DELISTED
First Republic Bank
FRC
| $25.8M | 0.02% |
410,083
+71,047
| +21% | +$4.3M |
|
1581
First Financial Bankshares
FFIN
$5.04B
| $25.8M | 0.02% |
1,488,698
-2,766
| -0.2% | -$42.2K |
|
|
MCRL
1582
DELISTED
MICREL INC
MCRL
| $25.8M | 0.02% |
1,853,304
-14,461
| -0.8% | -$204K |
|
1583
Enviri
NVRI
$623M
| $25.7M | 0.02% |
1,557,166
+57,427
| +4% | +$949K |
|
1584
Nordson
NDSN
$16.6B
| $25.7M | 0.02% |
329,355
+43,037
| +15% | +$3.47M |
|
1585
Modine Manufacturing
MOD
$10.7B
| $25.7M | 0.02% |
2,390,878
+123,698
| +5% | +$1.48M |
|
|
PNRA
1586
DELISTED
Panera Bread Co
PNRA
| $25.6M | 0.02% |
146,759
+11,547
| +9% | +$2.07M |
|
1587
Nu Skin
NUS
$252M
| $25.6M | 0.02% |
543,833
+236,782
| +77% | +$12.8M |
|
1588
Enovis
ENOV
$1.68B
| $25.6M | 0.02% |
322,048
+123,944
| +63% | +$10.5M |
|
|
KCG
1589
DELISTED
KCG Holdings, Inc.
KCG
| $25.6M | 0.02% |
2,073,828
+401,432
| +24% | +$5.23M |
|
1590
Acuity Brands
AYI
$9.83B
| $25.6M | 0.02% |
142,053
+5,164
| +4% | +$906K |
|
|
LLTC
1591
DELISTED
Linear Technology Corp
LLTC
| $25.5M | 0.02% |
577,082
+46,493
| +9% | +$2.16M |
|
1592
Verisk Analytics
VRSK
$25.4B
| $25.5M | 0.02% |
350,357
+40,737
| +13% | +$2.99M |
|
1593
Masco
MAS
$14.1B
| $25.5M | 0.02% |
1,086,781
+81,986
| +8% | +$1.94M |
|
|
OKSB
1594
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $25.5M | 0.02% |
1,368,337
+13,351
| +1% | +$238K |
|
1595
Williams-Sonoma
WSM
$26.9B
| $25.4M | 0.02% |
618,730
+20,938
| +4% | +$819K |
|
1596
Ulta Beauty
ULTA
$22B
| $25.4M | 0.02% |
164,552
+13,995
| +9% | +$2.15M |
|
|
FBC
1597
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $25.4M | 0.02% |
1,373,626
+54,315
| +4% | +$943K |
|
|
OME
1598
DELISTED
Omega Protein
OME
| $25.4M | 0.02% |
1,845,687
+30,876
| +2% | +$410K |
|
1599
Dick's Sporting Goods
DKS
$17.5B
| $25.3M | 0.02% |
488,574
+96,342
| +25% | +$5.3M |
|
1600
Flowers Foods
FLO
$1.49B
| $25.3M | 0.02% |
1,195,542
+97,373
| +9% | +$2.19M |
|
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.