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 | |
|---|---|---|---|---|---|---|
1826
EQT Corp
EQT
$33.1B
| $20.6M | 0.01% |
466,207
+49,493
| +12% | +$2.32M |
|
|
DRC
1827
DELISTED
DRESSER-RAND GROUP INC
DRC
| $20.6M | 0.01% |
241,955
-602
| -0.2% | -$50.4K |
|
1828
Keysight
KEYS
$55.2B
| $20.6M | 0.01% |
660,624
+468,281
| +243% | +$16M |
|
|
CTCT
1829
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $20.6M | 0.01% |
716,002
+20,469
| +3% | +$650K |
|
1830
Motorcar Parts of America
MPAA
$256M
| $20.6M | 0.01% |
683,637
-59,662
| -8% | -$1.74M |
|
1831
SEI Investments
SEIC
$12.3B
| $20.5M | 0.01% |
418,101
+22,753
| +6% | +$1.07M |
|
|
SIX
1832
DELISTED
Six Flags Entertainment Corp.
SIX
| $20.5M | 0.01% |
456,479
+31,828
| +7% | +$1.52M |
|
|
IL
1833
DELISTED
IntraLinks Holdings Inc.
IL
| $20.4M | 0.01% |
1,716,450
-19,263
| -1% | -$204K |
|
|
COBZ
1834
DELISTED
CoBiz Financial,Inc
COBZ
| $20.4M | 0.01% |
1,563,529
+12,695
| +0.8% | +$156K |
|
1835
Cadence Design Systems
CDNS
$93.2B
| $20.4M | 0.01% |
1,038,595
+96,333
| +10% | +$1.87M |
|
|
TIVO
1836
DELISTED
TIVO INC
TIVO
| $20.4M | 0.01% |
2,012,161
-15,748
| -0.8% | -$170K |
|
1837
Gorman-Rupp
GRC
$2.15B
| $20.3M | 0.01% |
723,701
+5,262
| +0.7% | +$149K |
|
|
ISLE
1838
DELISTED
Isle of Capri Casinos Inc
ISLE
| $20.2M | 0.01% |
1,111,946
-262,840
| -19% | -$4.11M |
|
|
ELRC
1839
DELISTED
ELECTRO RENT CORP
ELRC
| $20.2M | 0.01% |
1,857,694
-13,688
| -0.7% | -$149K |
|
1840
Expeditors International
EXPD
$22B
| $20.2M | 0.01% |
437,124
+85,702
| +24% | +$4.04M |
|
1841
HCI Group
HCI
$2.25B
| $20.2M | 0.01% |
455,805
+12,251
| +3% | +$549K |
|
1842
BioMarin Pharmaceuticals
BMRN
$11.6B
| $20.1M | 0.01% |
147,249
+14,221
| +11% | +$1.76M |
|
1843
Argan
AGX
$8.21B
| $20.1M | 0.01% |
498,235
+38,613
| +8% | +$1.38M |
|
1844
Entravision Communication
EVC
$1.03B
| $20.1M | 0.01% |
2,441,079
+70,882
| +3% | +$493K |
|
|
ENV
1845
DELISTED
ENVESTNET, INC.
ENV
| $20.1M | 0.01% |
496,000
+61,761
| +14% | +$2.97M |
|
1846
Great Southern Bancorp
GSBC
$877M
| $20M | 0.01% |
474,788
+13,143
| +3% | +$524K |
|
|
DISH
1847
DELISTED
DISH Network Corp.
DISH
| $20M | 0.01% |
295,018
+30,200
| +11% | +$2.11M |
|
1848
Digi International
DGII
$2.63B
| $19.9M | 0.01% |
2,088,704
+568
| +0% | +$5.55K |
|
|
TMH
1849
DELISTED
Team Health Holdings Inc
TMH
| $19.9M | 0.01% |
305,311
-5,973
| -2% | -$361K |
|
1850
TFS Financial
TFSL
$5.21B
| $19.8M | 0.01% |
1,180,034
+76,574
| +7% | +$1.15M |
|
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.