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 | |
|---|---|---|---|---|---|---|
926
WisdomTree
WT
$3.37B
| $44.1M | 0.03% |
2,732,542
+37,359
| +1% | +$786K |
|
927
Cummins
CMI
$72.6B
| $44M | 0.03% |
405,592
+49,154
| +14% | +$6.07M |
|
928
CNA Financial
CNA
$13B
| $44M | 0.03% |
1,259,104
-52,704
| -4% | -$1.99M |
|
|
CS
929
DELISTED
Credit Suisse Group
CS
| $44M | 0.03% |
1,829,941
+195,124
| +12% | +$5.36M |
|
|
FTD
930
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $44M | 0.03% |
1,475,501
+94,232
| +7% | +$2.78M |
|
|
NE
931
DELISTED
Noble Corporation
NE
| $44M | 0.03% |
4,029,352
+792,329
| +24% | +$9.97M |
|
|
BBBY
932
DELISTED
Bed Bath & Beyond Inc
BBBY
| $43.9M | 0.03% |
770,711
-155,182
| -17% | -$9.9M |
|
933
EXL Service
EXLS
$5.44B
| $43.8M | 0.03% |
5,933,495
+377,720
| +7% | +$2.8M |
|
934
BOK Financial
BOKF
$8.07B
| $43.8M | 0.03% |
676,330
+150,944
| +29% | +$9.82M |
|
935
Barnes & Noble Education
BNED
$363M
| $43.7M | 0.03% |
+34,382
| New | +$44.5M |
|
936
Dorman Products
DORM
$3.71B
| $43.6M | 0.03% |
857,165
-19,142
| -2% | -$959K |
|
937
AMERISAFE
AMSF
$458M
| $43.6M | 0.03% |
876,789
+29,479
| +3% | +$1.43M |
|
|
EVER
938
DELISTED
Everbank Financial Corp
EVER
| $43.6M | 0.03% |
2,258,760
+346,924
| +18% | +$6.89M |
|
|
LHCG
939
DELISTED
LHC Group LLC
LHCG
| $43.3M | 0.03% |
967,950
+75,249
| +8% | +$3.31M |
|
|
POLY
940
DELISTED
Plantronics, Inc.
POLY
| $43.3M | 0.03% |
851,915
+35,246
| +4% | +$1.93M |
|
941
Stryker
SYK
$109B
| $43.1M | 0.03% |
457,598
+54,689
| +14% | +$5.42M |
|
|
BRFS
942
DELISTED
BRF SA
BRFS
| $42.9M | 0.03% |
2,418,478
-96,958
| -4% | -$1.91M |
|
|
BCPC
943
Balchem Corp
BCPC
$5.34B
| $42.9M | 0.03% |
705,711
+35,696
| +5% | +$2.07M |
|
|
RSPP
944
DELISTED
RSP Permian, Inc.
RSPP
| $42.9M | 0.03% |
2,117,328
+1,247,059
| +143% | +$29.4M |
|
945
TotalEnergies
TTE
$201B
| $42.9M | 0.03% |
958,427
+2,029
| +0.2% | +$95.7K |
|
|
CSGS
946
DELISTED
CSG Systems International
CSGS
| $42.8M | 0.03% |
1,391,071
-45,049
| -3% | -$1.4M |
|
|
ALE
947
DELISTED
Allete
ALE
| $42.7M | 0.03% |
845,624
+21,644
| +3% | +$1.05M |
|
948
Spire
SR
$4.72B
| $42.7M | 0.03% |
782,823
+25,555
| +3% | +$1.36M |
|
|
SF
949
Stifel
SF
$11.4B
| $42.7M | 0.03% |
2,280,852
+199,084
| +10% | +$4.51M |
|
|
FINL
950
DELISTED
Finish Line
FINL
| $42.6M | 0.03% |
2,208,691
+17,460
| +0.8% | +$462K |
|
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.