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 | |
|---|---|---|---|---|---|---|
876
Cognizant
CTSH
$25.2B
| $49.3M | 0.03% |
806,853
+104,856
| +15% | +$6.58M |
|
877
Cardinal Health
CAH
$53.7B
| $49.3M | 0.03% |
589,000
+40,038
| +7% | +$3.54M |
|
|
WGL
878
DELISTED
Wgl Holdings
WGL
| $49.2M | 0.03% |
906,801
+40,407
| +5% | +$2.26M |
|
879
Aon
AON
$80.6B
| $49.1M | 0.03% |
492,693
+6,223
| +1% | +$623K |
|
|
BMR
880
DELISTED
BIOMED REALTY TRUST INC
BMR
| $49.1M | 0.03% |
2,537,967
+24,920
| +1% | +$516K |
|
|
UNT
881
DELISTED
UNIT Corporation
UNT
| $49M | 0.03% |
1,807,215
+155,965
| +9% | +$4.91M |
|
882
Travel + Leisure Co
TNL
$4.76B
| $49M | 0.03% |
1,324,169
-70,001
| -5% | -$2.74M |
|
|
ACET
883
DELISTED
Aceto Corp
ACET
| $48.9M | 0.03% |
1,986,176
-64,364
| -3% | -$1.45M |
|
884
RBC Bearings
RBC
$17.4B
| $48.9M | 0.03% |
681,480
+24,783
| +4% | +$1.82M |
|
|
LVLT
885
DELISTED
Level 3 Communications Inc
LVLT
| $48.9M | 0.03% |
927,795
+55,438
| +6% | +$3.04M |
|
886
Huntington Ingalls Industries
HII
$11B
| $48.8M | 0.03% |
433,745
+4,180
| +1% | +$532K |
|
|
SWN
887
DELISTED
Southwestern Energy Company
SWN
| $48.8M | 0.03% |
2,148,461
+296,829
| +16% | +$7.61M |
|
888
Roper Technologies
ROP
$40.4B
| $48.8M | 0.03% |
283,042
+25,240
| +10% | +$4.37M |
|
|
HF
889
DELISTED
HFF Inc.
HF
| $48.7M | 0.03% |
1,166,848
+52,188
| +5% | +$2.11M |
|
890
Forward Air
FWRD
$461M
| $48.6M | 0.03% |
930,553
+35,942
| +4% | +$1.89M |
|
|
DHC
891
Diversified Healthcare Trust
DHC
$2.15B
| $48.6M | 0.03% |
2,794,850
+245,804
| +10% | +$4.87M |
|
892
M/I Homes
MHO
$3.95B
| $48.6M | 0.03% |
1,969,294
+145,310
| +8% | +$3.46M |
|
893
MarineMax
HZO
$748M
| $48.5M | 0.03% |
2,061,589
+71,848
| +4% | +$1.72M |
|
|
SRC
894
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $48.4M | 0.03% |
1,116,068
+248,817
| +29% | +$12.4M |
|
895
First Citizens BancShares
FCNCA
$24.7B
| $48.3M | 0.03% |
183,474
+7,774
| +4% | +$1.93M |
|
|
MWW
896
DELISTED
Monster Worldwide Inc
MWW
| $48.2M | 0.03% |
7,373,460
+522,088
| +8% | +$3.24M |
|
897
Brink's
BCO
$5.01B
| $48.2M | 0.03% |
1,638,110
+42,329
| +3% | +$1.28M |
|
898
Banner Corp
BANR
$2.38B
| $48.2M | 0.03% |
1,004,873
+21,431
| +2% | +$992K |
|
899
PPG Industries
PPG
$24.9B
| $48.1M | 0.03% |
419,594
+23,826
| +6% | +$2.72M |
|
|
MASI
900
DELISTED
Masimo
MASI
| $48.1M | 0.03% |
1,242,331
+76,693
| +7% | +$2.75M |
|
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.