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 | |
|---|---|---|---|---|---|---|
1001
Keurig Dr Pepper
KDP
$43B
| $44M | 0.03% |
603,742
-113,129
| -16% | -$8.63M |
|
1002
Perrigo
PRGO
$1.43B
| $43.9M | 0.03% |
237,713
+428
| +0.2% | +$81.6K |
|
|
VSTO
1003
DELISTED
Vista Outdoor Inc.
VSTO
| $43.8M | 0.03% |
976,325
+252,571
| +35% | +$11.4M |
|
|
BBL
1004
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $43.7M | 0.03% |
1,105,633
+20,155
| +2% | +$890K |
|
1005
American States Water
AWR
$3.37B
| $43.7M | 0.03% |
1,169,206
+35,742
| +3% | +$1.38M |
|
1006
REX American Resources
REX
$1.44B
| $43.6M | 0.03% |
4,115,166
-39,816
| -1% | -$420K |
|
1007
Rambus
RMBS
$9.72B
| $43.6M | 0.03% |
3,011,779
+107,918
| +4% | +$1.54M |
|
1008
Rockwell Automation
ROK
$52.4B
| $43.6M | 0.03% |
350,078
+23,338
| +7% | +$2.81M |
|
1009
Dollar Tree
DLTR
$24.7B
| $43.6M | 0.03% |
551,778
+41,138
| +8% | +$3.25M |
|
|
VIAB
1010
DELISTED
Viacom Inc. Class B
VIAB
| $43.6M | 0.03% |
674,286
+48,626
| +8% | +$3.29M |
|
|
STJ
1011
DELISTED
St Jude Medical
STJ
| $43.6M | 0.03% |
596,431
+15,556
| +3% | +$1.12M |
|
|
NUVA
1012
DELISTED
NuVasive, Inc.
NUVA
| $43.5M | 0.03% |
918,981
-409,065
| -31% | -$19.1M |
|
1013
Steris
STE
$22.5B
| $43.5M | 0.03% |
674,598
-249,767
| -27% | -$16.8M |
|
1014
Lattice Semiconductor
LSCC
$17.7B
| $43.5M | 0.03% |
7,378,171
+799,007
| +12% | +$5M |
|
1015
Affiliated Managers Group
AMG
$9.65B
| $43.4M | 0.03% |
198,316
+51,244
| +35% | +$11.4M |
|
|
ATSG
1016
DELISTED
Air Transport Services Group
ATSG
| $43.3M | 0.03% |
4,126,001
+297,656
| +8% | +$2.99M |
|
|
AVG
1017
DELISTED
AVG Technologies N.V.
AVG
| $43.3M | 0.03% |
1,590,267
+204,094
| +15% | +$4.97M |
|
1018
Blackbaud
BLKB
$1.84B
| $43.2M | 0.03% |
759,294
+34,897
| +5% | +$1.82M |
|
1019
W.W. Grainger
GWW
$64B
| $43.2M | 0.03% |
182,384
+16,501
| +10% | +$4M |
|
1020
Edwards Lifesciences
EW
$50B
| $43.1M | 0.03% |
1,816,518
+311,994
| +21% | +$7.04M |
|
|
STRZA
1021
DELISTED
Starz - Series A
STRZA
| $43.1M | 0.03% |
963,885
-31,073
| -3% | -$1.24M |
|
1022
Woodward
WWD
$21.2B
| $43.1M | 0.03% |
783,359
+110,298
| +16% | +$5.66M |
|
|
ASRT
1023
DELISTED
Assertio
ASRT
| $43M | 0.03% |
33,414
+7,572
| +29% | +$10.4M |
|
|
KSU
1024
DELISTED
Kansas City Southern
KSU
| $43M | 0.03% |
471,370
+48,520
| +11% | +$4.79M |
|
|
FRGI
1025
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $43M | 0.03% |
859,567
+11,156
| +1% | +$589K |
|
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.