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 | |
|---|---|---|---|---|---|---|
|
SCG
2151
DELISTED
Scana
SCG
| $12.5M | 0.01% |
247,349
+39,579
| +19% | +$2.09M |
|
|
SMI
2152
DELISTED
Semiconductor Manufacturing Intl
SMI
| $12.4M | 0.01% |
2,299,926
-2,606
| -0.1% | -$14.3K |
|
2153
LSI Industries
LYTS
$852M
| $12.4M | 0.01% |
1,325,180
+46,703
| +4% | +$425K |
|
2154
CEVA Inc
CEVA
$916M
| $12.3M | 0.01% |
635,408
+11,556
| +2% | +$236K |
|
|
VVC
2155
DELISTED
Vectren Corporation
VVC
| $12.3M | 0.01% |
320,230
+25,927
| +9% | +$1.09M |
|
2156
Wynn Resorts
WYNN
$10.5B
| $12.3M | 0.01% |
124,721
-133
| -0.1% | -$15K |
|
|
AOI
2157
DELISTED
Alliance One International
AOI
| $12.3M | 0.01% |
514,238
-8,389
| -2% | -$132K |
|
2158
KRONOS Worldwide
KRO
$717M
| $12.3M | 0.01% |
1,121,419
+210,329
| +23% | +$2.63M |
|
|
TSYS
2159
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $12.3M | 0.01% |
3,703,554
+138,689
| +4% | +$467K |
|
|
TUP
2160
DELISTED
Tupperware Brands Corporation
TUP
| $12.3M | 0.01% |
189,842
+35,687
| +23% | +$2.39M |
|
|
RATE
2161
DELISTED
Bankrate Inc
RATE
| $12.2M | 0.01% |
1,166,530
-74,847
| -6% | -$906K |
|
2162
Seneca Foods Class A
SENEA
$1.13B
| $12.2M | 0.01% |
439,137
+5,881
| +1% | +$170K |
|
|
BBG
2163
DELISTED
Bill Barrett Corp
BBG
| $12.2M | 0.01% |
1,418,859
-164,745
| -10% | -$1.54M |
|
2164
FreightCar America
RAIL
$261M
| $12.2M | 0.01% |
583,684
+24,973
| +4% | +$635K |
|
|
FFNW
2165
DELISTED
First Financial Northwest, Inc
FFNW
| $12.1M | 0.01% |
974,989
+10,609
| +1% | +$127K |
|
2166
Pinnacle West Capital
PNW
$12.3B
| $12.1M | 0.01% |
213,331
+27,179
| +15% | +$1.64M |
|
2167
National Presto Industries
NPK
$871M
| $12.1M | 0.01% |
150,626
-714
| -0.5% | -$48.9K |
|
|
ENOC
2168
DELISTED
EnerNOC, Inc.
ENOC
| $12M | 0.01% |
1,241,240
+65,416
| +6% | +$702K |
|
2169
Palo Alto Networks
PANW
$265B
| $12M | 0.01% |
412,776
+65,316
| +19% | +$1.74M |
|
2170
Rocky Brands
RCKY
$366M
| $12M | 0.01% |
641,159
+47,452
| +8% | +$964K |
|
|
LAYN
2171
DELISTED
Layne Christensen Co
LAYN
| $11.9M | 0.01% |
1,334,442
-137,457
| -9% | -$1.04M |
|
2172
Alkermes
ALKS
$8.39B
| $11.9M | 0.01% |
185,354
-55,105
| -23% | -$3.37M |
|
2173
Sierra Bancorp
BSRR
$527M
| $11.9M | 0.01% |
688,722
+9,834
| +1% | +$165K |
|
|
ESIO
2174
DELISTED
Electro Scientific Industries
ESIO
| $11.9M | 0.01% |
2,260,456
-15,252
| -0.7% | -$86.7K |
|
2175
Dolby
DLB
$4.9B
| $11.9M | 0.01% |
298,944
+23,796
| +9% | +$942K |
|
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.