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 | |
|---|---|---|---|---|---|---|
1876
Capri Holdings
CPRI
$1.82B
| $19.4M | 0.01% |
460,173
+23,941
| +5% | +$1.35M |
|
1877
Foster
FSTR
$435M
| $19.4M | 0.01% |
559,468
+23,424
| +4% | +$957K |
|
|
EVHC
1878
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $19.4M | 0.01% |
163,733
+60,321
| +58% | +$6.86M |
|
1879
Spok Holdings
SPOK
$221M
| $19.3M | 0.01% |
1,148,939
+54,158
| +5% | +$990K |
|
|
VIVO
1880
DELISTED
Meridian Bioscience Inc
VIVO
| $19.3M | 0.01% |
1,035,924
+204,043
| +25% | +$3.78M |
|
|
SMRT
1881
DELISTED
Stein Mart Inc
SMRT
| $19.3M | 0.01% |
1,844,035
+163,437
| +10% | +$1.88M |
|
|
BDBD
1882
DELISTED
BOULDER BRANDS INC
BDBD
| $19.2M | 0.01% |
2,772,632
-233,386
| -8% | -$2.1M |
|
|
DSPG
1883
DELISTED
DSP Group Inc
DSPG
| $19.2M | 0.01% |
1,862,668
+25,972
| +1% | +$295K |
|
|
USAK
1884
DELISTED
USA Truck Inc
USAK
| $19.2M | 0.01% |
904,439
+25,699
| +3% | +$637K |
|
|
UNTD
1885
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $19.2M | 0.01% |
1,223,727
+17,972
| +1% | +$297K |
|
1886
Miller Industries
MLR
$573M
| $19.1M | 0.01% |
958,897
+8,912
| +0.9% | +$196K |
|
1887
Healthcare Services Group
HCSG
$1.58B
| $19.1M | 0.01% |
578,167
-34,064
| -6% | -$1.07M |
|
|
GRA
1888
DELISTED
W.R. Grace & Co.
GRA
| $19.1M | 0.01% |
190,137
+14,430
| +8% | +$1.42M |
|
|
BFIN
1889
DELISTED
BankFinancial
BFIN
| $19.1M | 0.01% |
1,618,114
+10,402
| +0.6% | +$128K |
|
|
CVC
1890
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $19M | 0.01% |
794,477
+14,919
| +2% | +$324K |
|
1891
Royal Bank of Canada
RY
$293B
| $19M | 0.01% |
310,907
+22,945
| +8% | +$1.48M |
|
1892
Erie Indemnity
ERIE
$12.5B
| $19M | 0.01% |
231,551
+20,334
| +10% | +$1.68M |
|
1893
F5
FFIV
$22.8B
| $18.9M | 0.01% |
157,155
+18,646
| +13% | +$2.29M |
|
|
TGH
1894
DELISTED
Textainer Group Holdings limited
TGH
| $18.9M | 0.01% |
726,566
-2,282
| -0.3% | -$67.2K |
|
|
LBAI
1895
DELISTED
Lakeland Bancorp Inc
LBAI
| $18.8M | 0.01% |
1,583,531
+40,094
| +3% | +$466K |
|
1896
Superior Group of Companies
SGC
$187M
| $18.8M | 0.01% |
1,138,300
+12,357
| +1% | +$232K |
|
|
GCI
1897
DELISTED
Gannett Co., Inc
GCI
| $18.8M | 0.01% |
+1,344,458
| New | +$19.2M |
|
|
TBRG
1898
DELISTED
TruBridge
TBRG
| $18.8M | 0.01% |
352,000
+5,312
| +2% | +$285K |
|
|
EDR
1899
DELISTED
Education Realty Trust Inc
EDR
| $18.8M | 0.01% |
599,327
+2,593
| +0.4% | +$86.3K |
|
|
TRNX
1900
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $18.8M | 0.01% |
750,735
-10,372
| -1% | -$270K |
|
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.