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 | |
|---|---|---|---|---|---|---|
901
RBC Bearings
RBC
$15.4B
| $45.2M | 0.03% |
756,637
+75,157
| +11% | +$4.88M |
|
902
Haemonetics
HAE
$4.83B
| $45.1M | 0.03% |
1,396,859
+109,120
| +8% | +$4.11M |
|
903
Brink's
BCO
$4.47B
| $45.1M | 0.03% |
1,668,415
+30,305
| +2% | +$870K |
|
|
CYBX
904
DELISTED
CYBERONICS INC
CYBX
| $45M | 0.03% |
741,069
+32,423
| +5% | +$2.04M |
|
905
Huntington Ingalls Industries
HII
$11B
| $45M | 0.03% |
420,088
-13,657
| -3% | -$1.56M |
|
906
Monster Beverage
MNST
$87.3B
| $45M | 0.03% |
3,995,052
-294,756
| -7% | -$3.45M |
|
907
Blackbaud
BLKB
$2.03B
| $45M | 0.03% |
801,124
+41,830
| +6% | +$2.45M |
|
908
Nexstar Media Group
NXST
$5.04B
| $44.9M | 0.03% |
949,051
+23,079
| +2% | +$1.17M |
|
909
Becton Dickinson
BDX
$49.5B
| $44.8M | 0.03% |
345,859
-24,240
| -7% | -$3.39M |
|
|
BEE
910
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $44.8M | 0.03% |
3,245,519
+143,380
| +5% | +$1.94M |
|
|
CAB
911
DELISTED
Cabela's Inc
CAB
| $44.7M | 0.03% |
980,878
+42,693
| +5% | +$1.99M |
|
912
Paychex
PAYX
$41.6B
| $44.6M | 0.03% |
937,313
+32,136
| +4% | +$1.5M |
|
|
ANK
913
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $44.6M | 0.03% |
603,524
+46,486
| +8% | +$3.44M |
|
914
Oxford Industries
OXM
$438M
| $44.6M | 0.03% |
603,748
+22,271
| +4% | +$1.85M |
|
915
NorthWestern Energy
NWE
$4.22B
| $44.6M | 0.03% |
828,028
+16,369
| +2% | +$853K |
|
916
Clean Harbors
CLH
$16.8B
| $44.5M | 0.03% |
1,011,716
+319,622
| +46% | +$15.9M |
|
|
PLKI
917
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $44.5M | 0.03% |
789,172
+6,973
| +0.9% | +$402K |
|
|
UAM
918
DELISTED
Universal American Corp
UAM
| $44.5M | 0.03% |
6,499,517
-82,993
| -1% | -$672K |
|
919
Avery Dennison
AVY
$13.1B
| $44.3M | 0.03% |
783,822
+21,169
| +3% | +$1.28M |
|
|
ALXN
920
DELISTED
Alexion Pharmaceuticals
ALXN
| $44.3M | 0.03% |
283,596
+3,448
| +1% | +$629K |
|
921
Spectrum Brands
SPB
$1.99B
| $44.3M | 0.03% |
484,224
-70,151
| -13% | -$6.98M |
|
922
Labcorp
LH
$26.3B
| $44.3M | 0.03% |
475,110
-2,646
| -0.6% | -$274K |
|
923
Seagate
STX
$178B
| $44.1M | 0.03% |
985,925
+22,284
| +2% | +$1.08M |
|
924
Chipotle Mexican Grill
CMG
$42.6B
| $44.1M | 0.03% |
3,062,500
-154,700
| -5% | -$2.2M |
|
925
Signet Jewelers
SIG
$3.94B
| $44.1M | 0.03% |
323,845
+34,496
| +12% | +$4.42M |
|
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.