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 | |
|---|---|---|---|---|---|---|
601
Bank OZK
OZK
$5.63B
| $67.7M | 0.04% |
1,480,242
+31,719
| +2% | +$1.35M |
|
602
D.R. Horton
DHI
$41.2B
| $67.7M | 0.04% |
2,473,596
+174,668
| +8% | +$4.7M |
|
603
Mid-America Apartment Communities
MAA
$16B
| $67.6M | 0.04% |
928,634
+4,360
| +0.5% | +$330K |
|
604
Cracker Barrel
CBRL
$1.26B
| $67.6M | 0.04% |
453,249
-10,243
| -2% | -$1.46M |
|
605
Gerdau
GGB
$9.54B
| $67.6M | 0.04% |
35,292,695
+1,632,271
| +5% | +$3.93M |
|
|
EFOR
606
Everforth Inc
EFOR
$960M
| $67.4M | 0.04% |
1,716,373
+113,305
| +7% | +$4.33M |
|
607
Adeia
ADEA
$2.55B
| $67.3M | 0.04% |
6,699,634
-656,545
| -9% | -$6.73M |
|
608
Euronet Worldwide
EEFT
$3.19B
| $67.2M | 0.04% |
1,089,500
+3,006
| +0.3% | +$179K |
|
|
CBM
609
DELISTED
Cambrex Corporation
CBM
| $67M | 0.04% |
1,523,928
+28,084
| +2% | +$1.16M |
|
610
Take-Two Interactive
TTWO
$46.1B
| $66.7M | 0.04% |
2,419,437
-511,328
| -17% | -$13.4M |
|
|
VER
611
DELISTED
VEREIT, Inc.
VER
| $66.7M | 0.04% |
1,640,308
+368,095
| +29% | +$16.6M |
|
|
UAM
612
DELISTED
Universal American Corp
UAM
| $66.6M | 0.04% |
6,582,510
+101,828
| +2% | +$1.06M |
|
|
PX
613
DELISTED
Praxair Inc
PX
| $66.6M | 0.04% |
556,775
+39,249
| +8% | +$4.78M |
|
614
Rush Enterprises Class A
RUSHA
$6.34B
| $66.5M | 0.04% |
5,710,374
+45,308
| +0.8% | +$545K |
|
|
WCG
615
DELISTED
Wellcare Health Plans, Inc.
WCG
| $66.3M | 0.04% |
781,481
-34,613
| -4% | -$2.92M |
|
616
Plexus
PLXS
$6.43B
| $66.2M | 0.04% |
1,508,089
+147,713
| +11% | +$6.55M |
|
617
SouthState Bank Corp
SSB
$10.3B
| $66.1M | 0.04% |
869,688
+36,717
| +4% | +$2.62M |
|
618
Skywest
SKYW
$4.35B
| $66M | 0.04% |
4,389,520
+27,770
| +0.6% | +$414K |
|
619
Texas Capital Bancshares
TCBI
$4.28B
| $66M | 0.04% |
1,060,283
+32,789
| +3% | +$1.8M |
|
620
Dollar General
DG
$28.4B
| $65.8M | 0.04% |
846,973
-91,170
| -10% | -$6.88M |
|
621
Duke Energy
DUK
$101B
| $65.8M | 0.04% |
931,908
+69,514
| +8% | +$5.25M |
|
622
Gentherm
THRM
$1.32B
| $65.8M | 0.04% |
1,198,567
+41,268
| +4% | +$2.19M |
|
623
Teva Pharmaceuticals
TEVA
$40.4B
| $65.6M | 0.04% |
1,110,049
+33,217
| +3% | +$2.05M |
|
|
VRTU
624
DELISTED
Virtusa Corporation
VRTU
| $65.5M | 0.04% |
1,274,770
-35,620
| -3% | -$1.58M |
|
|
CIT
625
DELISTED
CIT Group Inc.
CIT
| $65.5M | 0.04% |
1,409,012
+319,680
| +29% | +$14.9M |
|
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.