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 | |
|---|---|---|---|---|---|---|
1551
First Industrial Realty Trust
FR
$8.73B
| $26.6M | 0.02% |
1,421,006
+7,160
| +0.5% | +$143K |
|
|
NEWS
1552
DELISTED
NewStar Financial, Inc.
NEWS
| $26.6M | 0.02% |
2,418,775
+3,447
| +0.1% | +$38.4K |
|
1553
First Financial Corp
THFF
$958M
| $26.6M | 0.02% |
743,550
+12,875
| +2% | +$447K |
|
1554
Unilever
UL
$137B
| $26.6M | 0.02% |
549,670
+6,159
| +1% | +$304K |
|
|
PPL
1555
PPL Corp
PPL
$26.5B
| $26.6M | 0.02% |
900,984
+72,227
| +9% | +$2.26M |
|
|
CLR
1556
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $26.5M | 0.02% |
625,885
+490,385
| +362% | +$23.3M |
|
1557
Ball Corp
BALL
$17.3B
| $26.5M | 0.02% |
755,746
+57,648
| +8% | +$2.08M |
|
1558
Western Union
WU
$1.98B
| $26.5M | 0.02% |
1,303,522
+143,182
| +12% | +$3.05M |
|
1559
AeroVironment
AVAV
$7.56B
| $26.5M | 0.02% |
1,016,137
-941
| -0.1% | -$24.8K |
|
1560
Bassett Furniture
BSET
$164M
| $26.5M | 0.02% |
932,232
-3,299
| -0.4% | -$94.4K |
|
|
VGR
1561
DELISTED
Vector Group Ltd.
VGR
| $26.5M | 0.02% |
2,030,870
+724,870
| +56% | +$9.02M |
|
1562
Choice Hotels
CHH
$5.07B
| $26.4M | 0.02% |
486,707
+1,563
| +0.3% | +$91.6K |
|
|
OUTR
1563
DELISTED
OUTERWALL INC
OUTR
| $26.3M | 0.02% |
345,119
-20,297
| -6% | -$1.48M |
|
|
BBOX
1564
DELISTED
Black Box Corp
BBOX
| $26.2M | 0.02% |
1,311,918
-33,809
| -3% | -$690K |
|
|
TRST
1565
Trustco Bank Corp NY
TRST
$970M
| $26.2M | 0.02% |
744,915
+27,508
| +4% | +$942K |
|
|
HUB.B
1566
DELISTED
HUBBELL INC CL-B
HUB.B
| $26.2M | 0.02% |
241,691
+55,716
| +30% | +$6.13M |
|
1567
Ralph Lauren
RL
$22.6B
| $26.2M | 0.02% |
197,644
+10,071
| +5% | +$1.36M |
|
1568
Scotiabank
BNS
$107B
| $26.1M | 0.02% |
529,243
+34,106
| +7% | +$1.74M |
|
|
HMSY
1569
DELISTED
HMS Holdings Corp.
HMSY
| $26.1M | 0.02% |
1,521,209
+69,853
| +5% | +$1.18M |
|
|
HAR
1570
DELISTED
Harman International Industries
HAR
| $26.1M | 0.02% |
219,293
+53,601
| +32% | +$6.9M |
|
1571
Central Pacific Financial
CPF
$1.02B
| $26M | 0.02% |
1,095,973
+220,482
| +25% | +$5.14M |
|
1572
Edison International
EIX
$28.2B
| $26M | 0.02% |
468,060
+66,077
| +16% | +$3.97M |
|
1573
CDW
CDW
$18.9B
| $26M | 0.02% |
758,212
+288,982
| +62% | +$10.8M |
|
1574
HEICO Corp Class A
HEI.A
$36B
| $26M | 0.02% |
998,967
-9,273
| -0.9% | -$232K |
|
|
OSG
1575
Octave Specialty Group
OSG
$243M
| $26M | 0.02% |
1,559,991
+203,678
| +15% | +$4.81M |
|
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.