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 | |
|---|---|---|---|---|---|---|
|
FLIR
1476
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $28.6M | 0.02% |
928,208
+142,361
| +18% | +$4.43M |
|
1477
Fastenal
FAST
$54.7B
| $28.6M | 0.02% |
2,712,676
+328,256
| +14% | +$3.45M |
|
1478
Leggett & Platt
LEG
$1.34B
| $28.6M | 0.02% |
587,415
+5,299
| +0.9% | +$248K |
|
|
TYPE
1479
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $28.6M | 0.02% |
1,185,956
+40,923
| +4% | +$1.15M |
|
|
WAIR
1480
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $28.6M | 0.02% |
1,885,706
+253,444
| +16% | +$3.95M |
|
1481
Public Service Enterprise Group
PEG
$38.2B
| $28.5M | 0.02% |
726,589
+68,880
| +10% | +$2.86M |
|
1482
BancFirst
BANF
$3.79B
| $28.5M | 0.02% |
871,954
-1,376
| -0.2% | -$41.7K |
|
1483
Hawaiian Electric Industries
HE
$2.23B
| $28.5M | 0.02% |
957,899
-7,510
| -0.8% | -$233K |
|
1484
City Holding Co
CHCO
$2.05B
| $28.5M | 0.02% |
577,888
+5,346
| +0.9% | +$252K |
|
|
WWAV
1485
DELISTED
The WhiteWave Foods Company
WWAV
| $28.4M | 0.02% |
581,994
+22,474
| +4% | +$1.05M |
|
1486
Cohu
COHU
$2.26B
| $28.4M | 0.02% |
2,143,307
+104,063
| +5% | +$1.25M |
|
|
ROSE
1487
DELISTED
ROSETTA RESOURCES INC
ROSE
| $28.3M | 0.02% |
1,221,989
-9,873
| -0.8% | -$225K |
|
1488
Harte-Hanks
HHS
$16.2M
| $28.2M | 0.02% |
473,641
+185,320
| +64% | +$12.5M |
|
|
GTLS
1489
DELISTED
Chart Industries
GTLS
| $28.2M | 0.02% |
787,829
+376,262
| +91% | +$13.8M |
|
1490
Teradata
TDC
$2.92B
| $28.1M | 0.02% |
760,038
+85,710
| +13% | +$3.53M |
|
|
PRFT
1491
DELISTED
Perficient Inc
PRFT
| $28.1M | 0.02% |
1,460,209
+93,890
| +7% | +$1.87M |
|
|
DNKN
1492
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $28M | 0.02% |
509,812
-44,314
| -8% | -$2.29M |
|
1493
Packaging Corp of America
PKG
$21.9B
| $28M | 0.02% |
448,665
+56,968
| +15% | +$4.01M |
|
|
CUK
1494
DELISTED
Carnival PLC
CUK
| $28M | 0.02% |
545,924
-21,310
| -4% | -$1.04M |
|
|
EDE
1495
DELISTED
Empire District Electric
EDE
| $28M | 0.02% |
1,283,250
+23,819
| +2% | +$559K |
|
1496
Healthcare Realty
HR
$7.28B
| $27.9M | 0.02% |
1,166,327
+279,752
| +32% | +$7.15M |
|
1497
Equinor
EQNR
$97.7B
| $27.9M | 0.02% |
1,560,310
-3,519
| -0.2% | -$68K |
|
1498
NACCO Industries
NC
$357M
| $27.9M | 0.02% |
2,011,652
-62,967
| -3% | -$805K |
|
1499
National CineMedia
NCMI
$376M
| $27.9M | 0.02% |
174,884
+8,922
| +5% | +$1.42M |
|
1500
Advance Auto Parts
AAP
$3.35B
| $27.9M | 0.02% |
175,130
+25,750
| +17% | +$3.93M |
|
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.