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 | |
|---|---|---|---|---|---|---|
|
MTOR
976
DELISTED
MERITOR, Inc.
MTOR
| $44.9M | 0.03% |
3,423,610
+36,335
| +1% | +$487K |
|
977
Pricesmart
PSMT
$5.94B
| $44.9M | 0.03% |
492,248
+7,571
| +2% | +$634K |
|
978
Prosperity Bancshares
PB
$8.97B
| $44.9M | 0.03% |
777,799
+48,890
| +7% | +$2.66M |
|
979
Ormat Technologies
ORA
$5.94B
| $44.8M | 0.03% |
1,189,701
+3,294
| +0.3% | +$124K |
|
|
PTR
980
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $44.8M | 0.03% |
404,173
+1,207
| +0.3% | +$147K |
|
|
CMA
981
DELISTED
Comerica
CMA
| $44.8M | 0.03% |
872,359
+48,143
| +6% | +$2.34M |
|
982
Electronic Arts
EA
$52.9B
| $44.7M | 0.03% |
672,724
+82,351
| +14% | +$5.06M |
|
|
MZTI
983
The Marzetti Company
MZTI
$2.95B
| $44.7M | 0.03% |
492,212
+8,738
| +2% | +$801K |
|
|
LABL
984
DELISTED
Multi-Color Corp
LABL
| $44.7M | 0.03% |
699,856
+19,610
| +3% | +$1.26M |
|
985
Kelly Services Class A
KELYA
$521M
| $44.7M | 0.03% |
2,911,315
+8,676
| +0.3% | +$142K |
|
986
HNI Corp
HNI
$3.14B
| $44.7M | 0.03% |
873,368
+1,972
| +0.2% | +$102K |
|
|
AVNS
987
DELISTED
Avanos Medical
AVNS
| $44.6M | 0.03% |
1,100,962
+691,257
| +169% | +$31M |
|
988
Worthington Enterprises
WOR
$2.74B
| $44.6M | 0.03% |
2,405,677
-83,164
| -3% | -$1.42M |
|
|
TBI
989
Trueblue
TBI
$222M
| $44.5M | 0.03% |
1,488,528
+131,329
| +10% | +$3.7M |
|
990
Southwest Gas
SWX
$6.54B
| $44.5M | 0.03% |
836,205
+30,703
| +4% | +$1.69M |
|
|
VSI
991
DELISTED
Vitamin Shoppe Inc.
VSI
| $44.5M | 0.03% |
1,193,797
+32,133
| +3% | +$1.29M |
|
992
Harmonic Inc
HLIT
$1.22B
| $44.5M | 0.03% |
6,509,728
+150,587
| +2% | +$1.07M |
|
993
SunCoke Energy
SXC
$717M
| $44.4M | 0.03% |
3,415,209
+25,140
| +0.7% | +$396K |
|
994
Franklin Resources
BEN
$17.2B
| $44.3M | 0.03% |
903,902
+170,309
| +23% | +$8.74M |
|
995
Trex
TREX
$4.56B
| $44.3M | 0.03% |
3,581,960
+181,284
| +5% | +$2.32M |
|
|
IPHS
996
DELISTED
Innophos Holdings, Inc.
IPHS
| $44.2M | 0.03% |
840,372
+26,342
| +3% | +$1.43M |
|
997
Intuit
INTU
$86.3B
| $44.2M | 0.03% |
438,392
+21,105
| +5% | +$2.15M |
|
998
MasTec
MTZ
$25.6B
| $44.1M | 0.03% |
2,221,732
+148,758
| +7% | +$2.78M |
|
|
THOR
999
DELISTED
THORATEC CORPORATION
THOR
| $44.1M | 0.03% |
990,202
+49,654
| +5% | +$2.17M |
|
|
AVX
1000
DELISTED
AVX Corporation
AVX
| $44.1M | 0.03% |
3,276,925
+180,406
| +6% | +$2.55M |
|
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.