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 | |
|---|---|---|---|---|---|---|
1026
Autoliv
ALV
$8.56B
| $39.9M | 0.03% |
508,204
+34,895
| +7% | +$2.64M |
|
|
AIRM
1027
DELISTED
Air Methods Corp
AIRM
| $39.8M | 0.03% |
1,167,829
+223,824
| +24% | +$8.65M |
|
1028
Dr. Reddy's Laboratories
RDY
$10.2B
| $39.8M | 0.03% |
3,118,205
+191,120
| +7% | +$2.37M |
|
1029
Intuit
INTU
$85.4B
| $39.7M | 0.03% |
446,946
+8,554
| +2% | +$830K |
|
1030
T. Rowe Price
TROW
$22B
| $39.7M | 0.03% |
570,737
+114,427
| +25% | +$8.48M |
|
|
JWN
1031
DELISTED
Nordstrom
JWN
| $39.6M | 0.03% |
551,769
+42,636
| +8% | +$3.21M |
|
|
STJ
1032
DELISTED
St Jude Medical
STJ
| $39.4M | 0.03% |
624,032
+27,601
| +5% | +$1.97M |
|
1033
Aptiv
APTV
$9.02B
| $39.3M | 0.03% |
517,057
+22,031
| +4% | +$1.69M |
|
1034
Norwegian Cruise Line
NCLH
$6.64B
| $39.3M | 0.03% |
685,860
+165,653
| +32% | +$9.76M |
|
|
NWLIA
1035
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $39.3M | 0.03% |
176,346
+1,154
| +0.7% | +$257K |
|
|
CONN
1036
DELISTED
Conn's Inc.
CONN
| $39.2M | 0.03% |
1,630,912
-6,800
| -0.4% | -$222K |
|
1037
Amphenol
APH
$192B
| $39.2M | 0.03% |
6,153,032
+419,456
| +7% | +$2.82M |
|
1038
Adobe
ADBE
$99.6B
| $39.2M | 0.03% |
476,555
+28,553
| +6% | +$2.31M |
|
1039
VF Corp
VFC
$5.07B
| $39.2M | 0.03% |
609,783
+8,393
| +1% | +$575K |
|
|
FRGI
1040
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $39.1M | 0.03% |
861,934
+2,367
| +0.3% | +$122K |
|
1041
Royal Bank of Canada
RY
$282B
| $39.1M | 0.03% |
707,580
+396,673
| +128% | +$22.6M |
|
|
WIBC
1042
DELISTED
WILSHIRE BANCORP INC
WIBC
| $39.1M | 0.03% |
3,716,903
+145,863
| +4% | +$1.65M |
|
|
DCT
1043
DELISTED
DCT Industrial Trust Inc.
DCT
| $39M | 0.03% |
1,160,022
+29,402
| +3% | +$984K |
|
|
TBI
1044
Trueblue
TBI
$278M
| $39M | 0.03% |
1,736,578
+248,050
| +17% | +$6.36M |
|
1045
Pearson
PSO
$9.64B
| $38.9M | 0.03% |
2,267,109
-129,786
| -5% | -$2.34M |
|
|
EMCI
1046
DELISTED
EMC INS Group Inc
EMCI
| $38.9M | 0.03% |
1,675,346
+10,668
| +0.6% | +$258K |
|
1047
Boise Cascade
BCC
$2.62B
| $38.9M | 0.03% |
1,541,679
+57,303
| +4% | +$1.83M |
|
1048
Zimmer Biomet
ZBH
$18B
| $38.9M | 0.03% |
425,996
-48,546
| -10% | -$4.87M |
|
|
RSTI
1049
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $38.8M | 0.03% |
1,496,354
+164,206
| +12% | +$4.17M |
|
1050
Equifax
EFX
$19B
| $38.8M | 0.03% |
399,087
-5,009
| -1% | -$498K |
|
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.