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 | |
|---|---|---|---|---|---|---|
|
WCG
801
DELISTED
Wellcare Health Plans, Inc.
WCG
| $49.8M | 0.03% |
578,314
-203,167
| -26% | -$17.8M |
|
802
Broadcom
AVGO
$1.76T
| $49.8M | 0.03% |
3,984,160
-52,160
| -1% | -$659K |
|
|
LABL
803
DELISTED
Multi-Color Corp
LABL
| $49.7M | 0.03% |
650,413
-49,443
| -7% | -$3.24M |
|
804
Landstar System
LSTR
$6.04B
| $49.7M | 0.03% |
783,711
+66,019
| +9% | +$4.5M |
|
805
Ross Stores
ROST
$80.8B
| $49.7M | 0.03% |
1,025,416
+3,427
| +0.3% | +$175K |
|
|
MRSH
806
Marsh
MRSH
$94.3B
| $49.7M | 0.03% |
951,574
+27,645
| +3% | +$1.54M |
|
807
Regal Rexnord
RRX
$12.5B
| $49.7M | 0.03% |
880,110
+181,456
| +26% | +$12.1M |
|
808
Central Garden & Pet Co Class A
CENTA
$2.43B
| $49.7M | 0.03% |
3,853,633
+20,382
| +0.5% | +$206K |
|
809
American States Water
AWR
$3.44B
| $49.6M | 0.03% |
1,197,754
+28,548
| +2% | +$1.1M |
|
810
Credit Acceptance
CACC
$5.82B
| $49.5M | 0.03% |
251,690
+3,051
| +1% | +$668K |
|
811
Southwest Gas
SWX
$6.64B
| $49.5M | 0.03% |
848,055
+11,850
| +1% | +$655K |
|
812
Omnicell
OMCL
$1.88B
| $49.4M | 0.03% |
1,589,737
+91,288
| +6% | +$3.27M |
|
813
Adeia
ADEA
$2.55B
| $49.4M | 0.03% |
5,765,649
-933,985
| -14% | -$8.57M |
|
|
B
814
Barrick Mining
B
$60.9B
| $49.4M | 0.03% |
7,769,314
-655,486
| -8% | -$4.93M |
|
|
PRSU
815
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
| $49.4M | 0.03% |
1,702,985
+173
| +0% | +$4.78K |
|
816
B&G Foods
BGS
$303M
| $49.3M | 0.03% |
1,351,472
+41,033
| +3% | +$1.29M |
|
|
MZTI
817
The Marzetti Company
MZTI
$3.05B
| $49.2M | 0.03% |
505,003
+12,791
| +3% | +$1.21M |
|
|
MASI
818
DELISTED
Masimo
MASI
| $49.1M | 0.03% |
1,274,363
+32,032
| +3% | +$1.31M |
|
819
M/I Homes
MHO
$3.95B
| $49.1M | 0.03% |
2,083,472
+114,178
| +6% | +$2.83M |
|
820
Take-Two Interactive
TTWO
$46.1B
| $48.8M | 0.03% |
1,699,018
-720,419
| -30% | -$21.4M |
|
821
Sonic Automotive
SAH
$3.56B
| $48.8M | 0.03% |
2,389,805
+305,562
| +15% | +$6.83M |
|
|
SVC
822
Service Properties Trust
SVC
$1.05B
| $48.7M | 0.03% |
383,812
+7,734
| +2% | +$1.05M |
|
|
CHK
823
DELISTED
Chesapeake Energy Corporation
CHK
| $48.7M | 0.03% |
33,238
-3,555
| -10% | -$6.04M |
|
|
INFN
824
DELISTED
Infinera Corporation Common Stock
INFN
| $48.7M | 0.03% |
2,487,796
+49,643
| +2% | +$1.08M |
|
|
WRI
825
DELISTED
Weingarten Realty Investors
WRI
| $48.6M | 0.03% |
1,469,216
+22,457
| +2% | +$752K |
|
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.