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 | |
|---|---|---|---|---|---|---|
|
CDI
1901
DELISTED
CDI Corp.
CDI
| $18.7M | 0.01% |
1,441,751
+11,222
| +0.8% | +$150K |
|
|
NATL
1902
DELISTED
National Interstate Corporation
NATL
| $18.7M | 0.01% |
684,824
-5,743
| -0.8% | -$158K |
|
1903
WSFS Financial
WSFS
$4.1B
| $18.7M | 0.01% |
683,271
+52,602
| +8% | +$1.34M |
|
1904
Motorola Solutions
MSI
$71.5B
| $18.6M | 0.01% |
325,017
-146,291
| -31% | -$8.76M |
|
1905
AMC Global Media
AMCX
$427M
| $18.6M | 0.01% |
227,586
+25,455
| +13% | +$1.98M |
|
1906
Sabra Healthcare REIT
SBRA
$5.38B
| $18.6M | 0.01% |
723,486
+18,199
| +3% | +$517K |
|
1907
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
| $18.6M | 0.01% |
1,981,912
-3,682
| -0.2% | -$35.5K |
|
|
ABB
1908
DELISTED
ABB Ltd
ABB
| $18.6M | 0.01% |
889,664
-4,714
| -0.5% | -$103K |
|
1909
Atmos Energy
ATO
$29.1B
| $18.6M | 0.01% |
361,872
+30,775
| +9% | +$1.65M |
|
|
HTO
1910
H2O America
HTO
$2.59B
| $18.6M | 0.01% |
604,441
+8,850
| +1% | +$267K |
|
|
CLD
1911
DELISTED
Cloud Peak Energy Inc
CLD
| $18.5M | 0.01% |
3,976,929
+60,973
| +2% | +$353K |
|
1912
WEC Energy
WEC
$35.9B
| $18.5M | 0.01% |
410,741
+69,921
| +21% | +$3.36M |
|
1913
Sally Beauty Holdings
SBH
$1.46B
| $18.5M | 0.01% |
584,595
+66,390
| +13% | +$2.11M |
|
|
DNB
1914
DELISTED
Dun & Bradstreet
DNB
| $18.5M | 0.01% |
151,258
+11,566
| +8% | +$1.49M |
|
|
JCP
1915
DELISTED
J.C. Penney Company, Inc.
JCP
| $18.4M | 0.01% |
2,175,294
+46,525
| +2% | +$401K |
|
|
MXIM
1916
DELISTED
Maxim Integrated Products
MXIM
| $18.4M | 0.01% |
532,888
-101,155
| -16% | -$3.46M |
|
1917
Pilgrim's Pride
PPC
$6.99B
| $18.4M | 0.01% |
801,481
-747,090
| -48% | -$18.5M |
|
|
PSB
1918
DELISTED
PS Business Parks, Inc.
PSB
| $18.3M | 0.01% |
254,155
+234
| +0.1% | +$17.9K |
|
1919
Stride
LRN
$3.53B
| $18.3M | 0.01% |
1,448,975
+178,219
| +14% | +$2.65M |
|
|
EGN
1920
DELISTED
Energen
EGN
| $18.3M | 0.01% |
267,759
+82,474
| +45% | +$5.73M |
|
|
EV
1921
DELISTED
Eaton Vance Corp.
EV
| $18.3M | 0.01% |
467,020
+43,220
| +10% | +$1.78M |
|
|
GSH
1922
DELISTED
Guangshen Railway Co. Ltd
GSH
| $18.2M | 0.01% |
666,724
-27,638
| -4% | -$844K |
|
1923
Ericsson
ERIC
$32.1B
| $18.2M | 0.01% |
1,745,144
-125,985
| -7% | -$1.46M |
|
1924
Flotek Industries
FTK
$847M
| $18.2M | 0.01% |
241,967
+10,750
| +5% | +$870K |
|
1925
FMC
FMC
$1.48B
| $18.2M | 0.01% |
398,838
+26,146
| +7% | +$1.3M |
|
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.