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 | 19.66% |
| 2 | Industrials | 13.66% |
| 3 | Technology | 12.27% |
| 4 | Consumer Discretionary | 10.44% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SWC
851
DELISTED
Stillwater Mining Co
SWC
| $47.3M | 0.03% |
4,578,813
+130,318
| +3% | +$1.25M |
|
852
Banner Corp
BANR
$2.6B
| $47.2M | 0.03% |
988,802
-16,071
| -2% | -$747K |
|
853
Encore Capital Group
ECPG
$2.12B
| $47.2M | 0.03% |
1,276,199
+36,631
| +3% | +$1.5M |
|
854
Hyster-Yale Materials Handling
HY
$601M
| $47.1M | 0.03% |
814,370
+18,081
| +2% | +$1.15M |
|
855
Cardinal Health
CAH
$54.1B
| $47.1M | 0.03% |
612,704
+23,704
| +4% | +$1.98M |
|
856
Red Robin
RRGB
$138M
| $47.1M | 0.03% |
621,380
-20,663
| -3% | -$1.74M |
|
857
Netflix
NFLX
$318B
| $47M | 0.03% |
4,557,340
+48,500
| +1% | +$521K |
|
858
New Jersey Resources
NJR
$5.43B
| $47M | 0.03% |
1,565,339
+37,830
| +2% | +$1.08M |
|
|
DCH
859
Dauch Corp
DCH
$1.43B
| $47M | 0.03% |
2,357,334
+66,417
| +3% | +$1.34M |
|
860
LCI Industries
LCII
$2.12B
| $47M | 0.03% |
860,668
+41,689
| +5% | +$2.35M |
|
|
UIL
861
DELISTED
UIL HOLDINGS
UIL
| $47M | 0.03% |
934,881
| – | – |
|
|
PMCS
862
DELISTED
P M C SIERRA INC
PMCS
| $47M | 0.03% |
6,940,242
+43,742
| +0.6% | +$297K |
|
863
ON Semiconductor
ON
$25.9B
| $46.9M | 0.03% |
4,989,266
+950,177
| +24% | +$9.65M |
|
|
ZNGA
864
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $46.9M | 0.03% |
20,564,866
+6,311,060
| +44% | +$16.1M |
|
|
EA
865
DELISTED
Electronic Arts
EA
| $46.9M | 0.03% |
691,893
+19,169
| +3% | +$1.34M |
|
|
AVX
866
DELISTED
AVX Corporation
AVX
| $46.8M | 0.03% |
3,578,259
+301,334
| +9% | +$3.92M |
|
867
MasTec
MTZ
$18.1B
| $46.8M | 0.03% |
2,954,805
+733,073
| +33% | +$12.8M |
|
868
Invesco
IVZ
$13.3B
| $46.7M | 0.03% |
1,495,578
+109,646
| +8% | +$3.9M |
|
869
Bloomin' Brands
BLMN
$688M
| $46.7M | 0.03% |
2,568,542
+371,881
| +17% | +$7.95M |
|
870
Coca-Cola Europacific Partners
CCEP
$45.3B
| $46.7M | 0.03% |
965,809
-1,408
| -0.1% | -$68.5K |
|
871
New York Times
NYT
$11.7B
| $46.6M | 0.03% |
3,950,023
+476,999
| +14% | +$6.01M |
|
872
Global Payments
GPN
$22.9B
| $46.5M | 0.03% |
810,786
+102
| +0% | +$5.66K |
|
873
PC Connection
CNXN
$2.2B
| $46.4M | 0.03% |
2,239,593
+5,491
| +0.2% | +$120K |
|
874
Usana Health Sciences
USNA
$272M
| $46.3M | 0.03% |
690,532
| – | – |
|
875
LiveRamp
RAMP
$2.3B
| $46.2M | 0.03% |
2,339,544
+172,696
| +8% | +$3.33M |
|
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 20% of assets, up from 19% 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.