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 | |
|---|---|---|---|---|---|---|
|
CTXS
1676
DELISTED
Citrix Systems Inc
CTXS
| $23.6M | 0.01% |
421,974
+42,720
| +11% | +$2.27M |
|
1677
Synopsys
SNPS
$74.4B
| $23.6M | 0.01% |
465,114
+22,700
| +5% | +$1.11M |
|
1678
Forrester Research
FORR
$223M
| $23.5M | 0.01% |
653,495
-4,213
| -0.6% | -$149K |
|
1679
DHI Group
DHX
$182M
| $23.5M | 0.01% |
2,644,227
+13,340
| +0.5% | +$116K |
|
|
CKEC
1680
DELISTED
Carmike Cinemas Inc
CKEC
| $23.5M | 0.01% |
885,607
+163,153
| +23% | +$4.83M |
|
|
GRMN
1681
Garmin
GRMN
$56.7B
| $23.5M | 0.01% |
534,933
+46,515
| +10% | +$2.14M |
|
|
INSY
1682
DELISTED
Insys Therapeutics, Inc.
INSY
| $23.5M | 0.01% |
654,280
+804
| +0.1% | +$25K |
|
1683
Build-A-Bear
BBW
$425M
| $23.5M | 0.01% |
1,468,114
-9,932
| -0.7% | -$176K |
|
1684
McCormick & Company Non-Voting
MKC
$13.7B
| $23.5M | 0.01% |
579,636
+122,356
| +27% | +$4.76M |
|
1685
Polaris
PII
$3.82B
| $23.4M | 0.01% |
158,106
+11,064
| +8% | +$1.59M |
|
1686
TransDigm Group
TDG
$70.2B
| $23.4M | 0.01% |
104,164
+6,122
| +6% | +$1.37M |
|
|
CRC
1687
DELISTED
California Resources Corporation
CRC
| $23.4M | 0.01% |
387,064
+150,134
| +63% | +$12.1M |
|
|
SRCL
1688
DELISTED
Stericycle Inc
SRCL
| $23.4M | 0.01% |
174,547
+12,560
| +8% | +$1.72M |
|
1689
Hasbro
HAS
$13.3B
| $23.4M | 0.01% |
312,320
+37,706
| +14% | +$2.69M |
|
1690
Matrix Service
MTRX
$326M
| $23.4M | 0.01% |
1,277,427
+133,163
| +12% | +$2.61M |
|
1691
Agnico Eagle Mines
AEM
$73.6B
| $23.3M | 0.01% |
821,469
-40,713
| -5% | -$1.26M |
|
|
WP
1692
DELISTED
Worldpay, Inc.
WP
| $23.3M | 0.01% |
609,757
+24,054
| +4% | +$955K |
|
1693
Oceaneering
OII
$4.86B
| $23.3M | 0.01% |
499,741
+92,380
| +23% | +$4.86M |
|
1694
Northern Oil and Gas
NOG
$2.3B
| $23.3M | 0.01% |
343,868
-26,542
| -7% | -$2.03M |
|
1695
Federal Agricultural Mortgage
AGM
$2.47B
| $23.2M | 0.01% |
799,057
+11,102
| +1% | +$351K |
|
1696
Douglas Dynamics
PLOW
$1.02B
| $23.2M | 0.01% |
1,079,316
+30,981
| +3% | +$673K |
|
|
SYT
1697
DELISTED
Syngenta Ag
SYT
| $23.2M | 0.01% |
283,935
| – | – |
|
|
CJES
1698
DELISTED
C&J ENERGY SVCS LTD
CJES
| $23.2M | 0.01% |
1,755,060
-85,289
| -5% | -$1.26M |
|
1699
Winnebago Industries
WGO
$856M
| $23.1M | 0.01% |
980,662
+79,423
| +9% | +$1.69M |
|
|
ANSS
1700
DELISTED
Ansys
ANSS
| $23.1M | 0.01% |
253,494
+74,990
| +42% | +$6.66M |
|
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.