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 | |
|---|---|---|---|---|---|---|
|
CSH
826
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $52M | 0.03% |
1,984,206
+117,813
| +6% | +$3.13M |
|
827
Invesco
IVZ
$12.4B
| $52M | 0.03% |
1,385,932
+139,830
| +11% | +$5.6M |
|
828
Nexstar Media Group
NXST
$6.01B
| $51.9M | 0.03% |
925,972
+18,316
| +2% | +$1.05M |
|
829
Compass Minerals
CMP
$1.23B
| $51.8M | 0.03% |
630,283
+82,035
| +15% | +$7.23M |
|
|
ACC
830
DELISTED
American Campus Communities, Inc.
ACC
| $51.6M | 0.03% |
1,369,801
+28,406
| +2% | +$1.14M |
|
831
ePlus
PLUS
$2.43B
| $51.6M | 0.03% |
2,693,536
-7,652
| -0.3% | -$160K |
|
|
FL
832
DELISTED
Foot Locker
FL
| $51.6M | 0.03% |
770,242
-61,981
| -7% | -$3.87M |
|
|
SWC
833
DELISTED
Stillwater Mining Co
SWC
| $51.6M | 0.03% |
4,448,495
+542,003
| +14% | +$7.33M |
|
834
Acco Brands
ACCO
$399M
| $51.5M | 0.03% |
6,621,428
+565,083
| +9% | +$4.44M |
|
|
FNSR
835
DELISTED
Finisar Corp
FNSR
| $51.3M | 0.03% |
2,873,324
+260,196
| +10% | +$5.52M |
|
836
American Airlines Group
AAL
$9.82B
| $51.3M | 0.03% |
1,284,387
+64,361
| +5% | +$2.93M |
|
837
Jacobs Solutions
J
$16B
| $51.2M | 0.03% |
1,522,428
+600,627
| +65% | +$21.9M |
|
|
INFN
838
DELISTED
Infinera Corporation Common Stock
INFN
| $51.2M | 0.03% |
2,438,153
-41,779
| -2% | -$849K |
|
839
Becton Dickinson
BDX
$46.4B
| $51.1M | 0.03% |
370,099
-76,404
| -17% | -$10.5M |
|
840
AZZ Inc
AZZ
$4.24B
| $51.1M | 0.03% |
987,124
+38,785
| +4% | +$1.89M |
|
|
LTXB
841
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $51M | 0.03% |
1,689,572
+131,434
| +8% | +$3.45M |
|
842
Southern Company
SO
$108B
| $51M | 0.03% |
1,217,581
+102,205
| +9% | +$4.45M |
|
843
ESCO Technologies
ESE
$7.77B
| $51M | 0.03% |
1,362,352
+44,986
| +3% | +$1.7M |
|
|
SIVB
844
DELISTED
SVB Financial Group
SIVB
| $51M | 0.03% |
353,940
+5,511
| +2% | +$745K |
|
845
Repligen
RGEN
$6.91B
| $50.9M | 0.03% |
1,233,260
-85,902
| -7% | -$3.15M |
|
846
W.P. Carey
WPC
$17B
| $50.9M | 0.03% |
881,676
+212,853
| +32% | +$13.3M |
|
847
Oxford Industries
OXM
$581M
| $50.9M | 0.03% |
581,477
+57,215
| +11% | +$4.53M |
|
|
RAI
848
DELISTED
Reynolds American Inc
RAI
| $50.8M | 0.03% |
1,361,818
+305,344
| +29% | +$11.4M |
|
849
Omnicom Group
OMC
$22.7B
| $50.8M | 0.03% |
731,155
+61,897
| +9% | +$4.67M |
|
850
Dover
DOV
$26.7B
| $50.8M | 0.03% |
895,843
+105,332
| +13% | +$6.27M |
|
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.