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 | |
|---|---|---|---|---|---|---|
1801
White Mountains Insurance
WTM
$5.24B
| $21.1M | 0.01% |
32,257
+4,140
| +15% | +$2.75M |
|
1802
Dentsply Sirona
XRAY
$2.69B
| $21.1M | 0.01% |
409,503
+18,764
| +5% | +$971K |
|
1803
Opko Health
OPK
$1B
| $21M | 0.01% |
1,307,905
+56,512
| +5% | +$879K |
|
1804
Peoples Bancorp
PEBO
$1.49B
| $21M | 0.01% |
900,642
+18,338
| +2% | +$431K |
|
|
RAD
1805
DELISTED
Rite Aid Corporation
RAD
| $21M | 0.01% |
125,798
+12,404
| +11% | +$2.08M |
|
|
CAI
1806
DELISTED
CAI International, Inc.
CAI
| $21M | 0.01% |
1,020,033
+32,623
| +3% | +$748K |
|
1807
America's Car Mart
CRMT
$26.7M
| $21M | 0.01% |
425,746
-4,858
| -1% | -$254K |
|
|
CBR
1808
DELISTED
CIBER Inc.
CBR
| $21M | 0.01% |
6,079,343
+38,417
| +0.6% | +$140K |
|
|
RCPT
1809
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $20.9M | 0.01% |
110,230
+2,202
| +2% | +$364K |
|
|
AEC
1810
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
| $20.9M | 0.01% |
729,834
| – | – |
|
|
EPAY
1811
DELISTED
Bottomline Technologies Inc
EPAY
| $20.9M | 0.01% |
749,788
-2,292
| -0.3% | -$63.2K |
|
1812
National Grid
NGG
$80.6B
| $20.8M | 0.01% |
334,326
+5,245
| +2% | +$343K |
|
|
PAY
1813
DELISTED
Verifone Systems Inc
PAY
| $20.8M | 0.01% |
613,250
+54,936
| +10% | +$1.99M |
|
1814
Targa Resources
TRGP
$57.9B
| $20.8M | 0.01% |
233,396
+89,434
| +62% | +$8.73M |
|
|
VAR
1815
DELISTED
Varian Medical Systems, Inc.
VAR
| $20.8M | 0.01% |
281,541
+55,058
| +24% | +$4.31M |
|
|
BLT
1816
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $20.8M | 0.01% |
1,905,780
-50,479
| -3% | -$618K |
|
1817
Robert Half
RHI
$3.9B
| $20.8M | 0.01% |
374,483
+25,825
| +7% | +$1.48M |
|
1818
Willis Towers Watson
WTW
$31.6B
| $20.8M | 0.01% |
167,328
-24,806
| -13% | -$3.16M |
|
|
IHS
1819
DELISTED
IHS INC CL-A COM STK
IHS
| $20.8M | 0.01% |
161,545
+54,649
| +51% | +$6.83M |
|
|
CPLA
1820
DELISTED
Capella Education Company
CPLA
| $20.8M | 0.01% |
387,090
+8,985
| +2% | +$519K |
|
1821
Watsco Inc
WSO
$12.7B
| $20.8M | 0.01% |
167,763
+9,788
| +6% | +$1.22M |
|
|
CHSP
1822
DELISTED
Chesapeake Lodging Trust
CHSP
| $20.7M | 0.01% |
680,328
+116,604
| +21% | +$3.69M |
|
|
UN
1823
DELISTED
Unilever NV New York Registry Shares
UN
| $20.7M | 0.01% |
495,300
+17,989
| +4% | +$776K |
|
1824
World Acceptance Corp
WRLD
$840M
| $20.7M | 0.01% |
336,738
-764
| -0.2% | -$60.8K |
|
|
SCMP
1825
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $20.6M | 0.01% |
1,256,768
+230,154
| +22% | +$3.99M |
|
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.