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 | |
|---|---|---|---|---|---|---|
1126
First Interstate BancSystem
FIBK
$3.54B
| $36.7M | 0.02% |
1,319,869
+45,752
| +4% | +$1.25M |
|
1127
SFL Corp
SFL
$1.91B
| $36.7M | 0.02% |
2,260,241
-84
| -0% | -$1.37K |
|
1128
CRH
CRH
$57.7B
| $36.7M | 0.02% |
1,381,126
+27,129
| +2% | +$785K |
|
|
MTOR
1129
DELISTED
MERITOR, Inc.
MTOR
| $36.7M | 0.02% |
3,448,003
+24,393
| +0.7% | +$315K |
|
|
SNBR
1130
DELISTED
Sleep Number
SNBR
| $36.6M | 0.02% |
1,671,457
+8,871
| +0.5% | +$226K |
|
1131
LendingTree
TREE
$365M
| $36.6M | 0.02% |
392,959
-200
| -0.1% | -$20.2K |
|
|
KNL
1132
DELISTED
Knoll, Inc.
KNL
| $36.5M | 0.02% |
1,662,246
+75,710
| +5% | +$1.81M |
|
|
AVNS
1133
DELISTED
Avanos Medical
AVNS
| $36.5M | 0.02% |
1,284,168
+183,206
| +17% | +$6.39M |
|
1134
Coherent
COHR
$57.9B
| $36.5M | 0.02% |
2,270,681
+331,270
| +17% | +$5.71M |
|
|
GTS
1135
DELISTED
Triple-S Management Corporation
GTS
| $36.5M | 0.02% |
2,154,335
+21,855
| +1% | +$449K |
|
|
NPKI
1136
NPK International
NPKI
$1.08B
| $36.5M | 0.02% |
7,127,835
+7,099
| +0.1% | +$48.6K |
|
|
SNDK
1137
DELISTED
SANDISK CORP
SNDK
| $36.5M | 0.02% |
672,301
+101,359
| +18% | +$5.6M |
|
1138
CBIZ
CBZ
$2.96B
| $36.4M | 0.02% |
3,708,083
+244,979
| +7% | +$2.39M |
|
1139
Banco Bradesco
BBD
$36.7B
| $36.4M | 0.02% |
14,456,920
-2,546,279
| -15% | -$8.58M |
|
1140
Brinker International
EAT
$8.33B
| $36.3M | 0.02% |
690,075
+5,910
| +0.9% | +$329K |
|
1141
Itron
ITRI
$4B
| $36.3M | 0.02% |
1,138,113
-4,714
| -0.4% | -$147K |
|
1142
MYR Group
MYRG
$4.31B
| $36.3M | 0.02% |
1,385,767
+148,255
| +12% | +$4.27M |
|
1143
Genuine Parts
GPC
$18B
| $36.3M | 0.02% |
437,561
+48,123
| +12% | +$4.14M |
|
1144
Walker & Dunlop
WD
$1.32B
| $36.3M | 0.02% |
1,390,775
+235,013
| +20% | +$5.88M |
|
1145
Quaker Houghton
KWR
$2.68B
| $36.2M | 0.02% |
469,422
+13,963
| +3% | +$1.15M |
|
1146
Hain Celestial
HAIN
$52.4M
| $36.1M | 0.02% |
700,369
-16,103
| -2% | -$1.02M |
|
|
BCR
1147
DELISTED
CR Bard Inc.
BCR
| $36.1M | 0.02% |
193,834
+6,654
| +4% | +$1.26M |
|
|
PDM
1148
Piedmont Realty Trust
PDM
$1.17B
| $36.1M | 0.02% |
2,018,577
+33,339
| +2% | +$596K |
|
1149
Exelon
EXC
$43.9B
| $36.1M | 0.02% |
1,704,096
+54,175
| +3% | +$1.22M |
|
|
ISCA
1150
DELISTED
International Speedway Corp
ISCA
| $36.1M | 0.02% |
1,137,623
-2,840
| -0.2% | -$94.6K |
|
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.