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 | |
|---|---|---|---|---|---|---|
1601
Otter Tail
OTTR
$3.71B
| $25.2M | 0.02% |
948,510
+36,837
| +4% | +$1.06M |
|
|
GLF
1602
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $25.2M | 0.02% |
2,172,277
-25,146
| -1% | -$349K |
|
|
INVX
1603
Innovex International
INVX
$1.96B
| $25.2M | 0.02% |
334,296
+140,816
| +73% | +$10.6M |
|
|
CVGW
1604
DELISTED
Calavo Growers
CVGW
| $25.2M | 0.02% |
484,380
+13,792
| +3% | +$718K |
|
1605
FirstEnergy
FE
$28B
| $25.1M | 0.02% |
772,586
+119,227
| +18% | +$4.17M |
|
|
SPWR
1606
DELISTED
SunPower Corporation Common Stock
SPWR
| $25.1M | 0.02% |
1,350,335
+99,691
| +8% | +$2.09M |
|
1607
Park-Ohio Holdings
PKOH
$575M
| $25.1M | 0.02% |
518,365
+16,073
| +3% | +$793K |
|
|
TW
1608
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $25.1M | 0.02% |
199,248
+23,753
| +14% | +$3.19M |
|
|
SIRO
1609
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $25.1M | 0.02% |
249,702
+10,327
| +4% | +$992K |
|
1610
Mercury Systems
MRCY
$5.83B
| $25M | 0.02% |
1,710,341
+66,201
| +4% | +$962K |
|
|
PSEM
1611
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $25M | 0.02% |
1,897,849
+14,002
| +0.7% | +$190K |
|
|
NTRI
1612
DELISTED
NutriSystem, Inc.
NTRI
| $24.9M | 0.02% |
1,002,771
+31,187
| +3% | +$700K |
|
|
HDS
1613
DELISTED
HD Supply Holdings, Inc.
HDS
| $24.9M | 0.02% |
708,173
+15,082
| +2% | +$501K |
|
|
CBB
1614
DELISTED
Cincinnati Bell Inc.
CBB
| $24.9M | 0.02% |
1,301,770
+64,560
| +5% | +$1.18M |
|
1615
Monolithic Power Systems
MPWR
$70.1B
| $24.9M | 0.02% |
490,124
-74,248
| -13% | -$3.93M |
|
|
IXYS
1616
DELISTED
IXYS Corp
IXYS
| $24.8M | 0.02% |
1,623,328
+78,526
| +5% | +$1M |
|
|
ECHO
1617
DELISTED
Echo Global Logistics, Inc.
ECHO
| $24.8M | 0.02% |
760,434
+91,569
| +14% | +$2.78M |
|
1618
Global Indemnity Group
GBLI
$402M
| $24.8M | 0.02% |
884,406
+1,280
| +0.1% | +$35.7K |
|
|
LORL
1619
DELISTED
Loral Space and Communications, Inc.
LORL
| $24.8M | 0.02% |
392,541
-49,033
| -11% | -$3.31M |
|
1620
Franklin Covey
FC
$242M
| $24.8M | 0.02% |
1,219,851
+5,316
| +0.4% | +$104K |
|
1621
Federated Hermes
FHI
$4.55B
| $24.7M | 0.02% |
738,696
-12,233
| -2% | -$422K |
|
|
HSII
1622
DELISTED
Heidrick & Struggles
HSII
| $24.7M | 0.02% |
946,293
+79,717
| +9% | +$1.99M |
|
1623
Aramark
ARMK
$15B
| $24.7M | 0.02% |
1,103,158
+498,614
| +82% | +$11.3M |
|
|
ORBC
1624
DELISTED
ORBCOMM, Inc.
ORBC
| $24.6M | 0.02% |
3,649,462
+166,437
| +5% | +$1.08M |
|
1625
Genpact
G
$5.96B
| $24.6M | 0.02% |
1,154,184
+140,531
| +14% | +$3.15M |
|
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.