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 | |
|---|---|---|---|---|---|---|
|
CDK
2276
DELISTED
CDK Global, Inc.
CDK
| $9.75M | 0.01% |
180,596
+21,907
| +14% | +$1.12M |
|
|
USAP
2277
DELISTED
Universal Stainless & Alloy
USAP
| $9.75M | 0.01% |
496,123
+2,075
| +0.4% | +$43.7K |
|
|
KATE
2278
DELISTED
Kate Spade & Company
KATE
| $9.73M | 0.01% |
451,564
+144,958
| +47% | +$4.19M |
|
|
WIFI
2279
DELISTED
Boingo Wireless, Inc.
WIFI
| $9.72M | 0.01% |
1,177,259
+45,953
| +4% | +$395K |
|
|
TMHC
2280
DELISTED
Taylor Morrison
TMHC
| $9.72M | 0.01% |
477,376
+73,689
| +18% | +$1.46M |
|
2281
Preformed Line Products
PLPC
$1.39B
| $9.71M | 0.01% |
257,348
-1,445
| -0.6% | -$58.7K |
|
2282
Omega Flex
OFLX
$292M
| $9.7M | 0.01% |
257,686
+187
| +0.1% | +$5.87K |
|
|
EPE
2283
DELISTED
EP Energy Corporation
EPE
| $9.67M | 0.01% |
+759,482
| New | +$10.1M |
|
2284
Crown Castle
CCI
$34.6B
| $9.67M | 0.01% |
120,387
-1,795
| -1% | -$150K |
|
|
PPBI
2285
DELISTED
Pacific Premier Bancorp
PPBI
| $9.66M | 0.01% |
569,519
+39,486
| +7% | +$636K |
|
|
NILE
2286
DELISTED
Blue Nile, Inc.
NILE
| $9.61M | 0.01% |
316,208
+3,365
| +1% | +$96.3K |
|
2287
Fortinet
FTNT
$112B
| $9.58M | 0.01% |
1,159,500
-10,230
| -0.9% | -$79.4K |
|
2288
Key Tronic
KTCC
$42.8M
| $9.56M | 0.01% |
879,544
+3,353
| +0.4% | +$37.7K |
|
|
HDNG
2289
DELISTED
Hardinge Inc
HDNG
| $9.54M | 0.01% |
968,196
+5,315
| +0.6% | +$56.9K |
|
2290
Arrow Financial
AROW
$662M
| $9.53M | 0.01% |
455,653
+8,386
| +2% | +$172K |
|
2291
Addus HomeCare
ADUS
$2.22B
| $9.48M | 0.01% |
340,402
+27,239
| +9% | +$746K |
|
2292
Mesa Laboratories
MLAB
$551M
| $9.47M | 0.01% |
106,545
-1,258
| -1% | -$106K |
|
|
IBA
2293
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $9.45M | 0.01% |
174,659
+13,467
| +8% | +$738K |
|
|
KSPN
2294
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $9.45M | 0.01% |
129,079
-638
| -0.5% | -$47.9K |
|
2295
Twin Disc
TWIN
$321M
| $9.44M | 0.01% |
506,156
-1,225
| -0.2% | -$22.3K |
|
|
HWCC
2296
DELISTED
Houston Wire & Cable Company
HWCC
| $9.42M | 0.01% |
949,202
-3,278
| -0.3% | -$30.8K |
|
|
GFA
2297
DELISTED
Gafisa S.A.
GFA
| $9.38M | 0.01% |
455,064
-1,434
| -0.3% | -$30.9K |
|
2298
Stratasys
SSYS
$666M
| $9.38M | 0.01% |
268,458
-4,753
| -2% | -$199K |
|
2299
Oppenheimer Holdings
OPY
$1.18B
| $9.36M | 0.01% |
356,044
+14,153
| +4% | +$353K |
|
|
CAS
2300
DELISTED
A M Castle & Co
CAS
| $9.35M | 0.01% |
1,515,932
-124,010
| -8% | -$638K |
|
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.