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 |
ExxonMobil
XOM
|
+$315M |
| 2 |
WRK
WestRock Company
WRK
|
+$175M |
| 3 |
Intel
INTC
|
+$142M |
| 4 |
Procter & Gamble
PG
|
+$122M |
| 5 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$116M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$219M |
| 2 |
SUSQ
SUSQUEHANNA BANCSHARES INC
SUSQ
|
+$206M |
| 3 |
OCR
OMNICARE INC
OCR
|
+$203M |
| 4 |
MWV
MEADWESTVACO CORP
MWV
|
+$164M |
| 5 |
MRH
MONTPELIER RE HOLDINGS LTD
MRH
|
+$159M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.98% |
| 2 | Industrials | 13.26% |
| 3 | Technology | 11.58% |
| 4 | Consumer Discretionary | 9.95% |
| 5 | Healthcare | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VRTU
551
DELISTED
Virtusa Corporation
VRTU
| $68M | 0.04% |
1,325,202
+50,432
| +4% | +$2.56M |
|
|
MDCO
552
DELISTED
Medicines Co
MDCO
| $68M | 0.04% |
1,790,128
+44,118
| +3% | +$1.55M |
|
553
Duke Energy
DUK
$101B
| $67.9M | 0.04% |
944,649
+12,741
| +1% | +$923K |
|
554
Primerica
PRI
$10.1B
| $67.7M | 0.04% |
1,502,992
+104,624
| +7% | +$4.58M |
|
555
Texas Capital Bancshares
TCBI
$4.28B
| $67.7M | 0.04% |
1,291,959
+231,676
| +22% | +$12.9M |
|
556
Safety Insurance
SAFT
$1.51B
| $67.5M | 0.04% |
1,246,522
-23,723
| -2% | -$1.32M |
|
|
WCC
557
WESCO International
WCC
$15.1B
| $67.4M | 0.04% |
1,449,799
+302,559
| +26% | +$17.5M |
|
558
Azenta
AZTA
$1.3B
| $67.1M | 0.04% |
5,734,342
+21,420
| +0.4% | +$231K |
|
|
FISV
559
Fiserv Inc
FISV
$29.7B
| $66.8M | 0.04% |
1,543,530
-11,304
| -0.7% | -$489K |
|
560
Teleflex
TFX
$5.96B
| $66.7M | 0.04% |
537,308
-5,564
| -1% | -$744K |
|
561
Trane Technologies
TT
$98.8B
| $66.7M | 0.04% |
1,314,187
+169,413
| +15% | +$10.1M |
|
|
VALE.P
562
DELISTED
Vale S A
VALE.P
| $66.7M | 0.04% |
19,916,129
-2,613,073
| -12% | -$10.8M |
|
|
JNPR
563
DELISTED
Juniper Networks
JNPR
| $66.6M | 0.04% |
2,590,938
-219,178
| -8% | -$5.79M |
|
564
Plexus
PLXS
$6.43B
| $66.4M | 0.04% |
1,720,792
+212,703
| +14% | +$8.16M |
|
|
XEC
565
DELISTED
CIMAREX ENERGY CO
XEC
| $66.2M | 0.04% |
646,272
-99,595
| -13% | -$10.6M |
|
566
First Horizon
FHN
$12.2B
| $66.1M | 0.04% |
4,658,701
-11,141
| -0.2% | -$168K |
|
567
UMB Financial
UMBF
$11.3B
| $66.1M | 0.04% |
1,300,112
+163,532
| +14% | +$8.63M |
|
|
MDP
568
DELISTED
Meredith Corporation
MDP
| $66M | 0.04% |
1,549,311
+134,672
| +10% | +$6.41M |
|
569
Bank OZK
OZK
$5.63B
| $65.9M | 0.04% |
1,505,509
+25,267
| +2% | +$1.1M |
|
570
Sonoco
SON
$5.83B
| $65.8M | 0.04% |
1,742,945
+242,918
| +16% | +$9.87M |
|
|
BIG
571
DELISTED
Big Lots, Inc.
BIG
| $65.7M | 0.04% |
1,370,769
+136,663
| +11% | +$6.08M |
|
572
State Street
STT
$48.4B
| $65.6M | 0.04% |
975,752
+80,846
| +9% | +$6.01M |
|
573
Ziff Davis
ZD
$2B
| $65.5M | 0.04% |
1,063,228
-12,828
| -1% | -$777K |
|
574
Cracker Barrel
CBRL
$1.26B
| $65.4M | 0.04% |
444,239
-9,010
| -2% | -$1.35M |
|
575
Conagra Brands
CAG
$7.42B
| $65.4M | 0.04% |
2,075,144
-22,130
| -1% | -$743K |
|
Similar funds
Dimensional Fund Advisors's Q3 2015 Portfolio in Review
As of Q3 2015, Dimensional Fund Advisors held 3,447 positions worth $152B, down 6.7% from $163B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Dimensional Fund Advisors deployed $5.01B of net new capital in Q3 2015, opening 84 new positions and adding to 2,042 existing holdings. Its largest new stake was WestRock Company: 3,262,936 shares worth $151M.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was GE Aerospace, an estimated $219M trimmed.
- Dimensional Fund Advisors's largest Q3 2015 buy was WestRock Company: 3,262,936 shares worth $151M.
- Dimensional Fund Advisors added most to ExxonMobil in Q3 2015, an estimated $315M increase.
- Dimensional Fund Advisors's biggest Q3 2015 reduction was GE Aerospace, cutting an estimated $219M.
- Dimensional Fund Advisors fully exited SUSQUEHANNA BANCSHARES INC in Q3 2015, selling an estimated $206M.
- Dimensional Fund Advisors's ten largest holdings make up 8.7% of its $152B portfolio in Q3 2015.
- Dimensional Fund Advisors opened 84 new positions and closed 79 in Q3 2015.
- Dimensional Fund Advisors's portfolio value fell 6.7% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2015, filed 13 Nov 2015.