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 | |
|---|---|---|---|---|---|---|
1226
ICF International
ICFI
$1.55B
| $33.2M | 0.02% |
1,092,051
+54,139
| +5% | +$1.86M |
|
1227
Under Armour
UAA
$2.13B
| $33.2M | 0.02% |
685,640
+21,648
| +3% | +$1.03M |
|
1228
WEC Energy
WEC
$34.1B
| $33.2M | 0.02% |
635,064
+224,323
| +55% | +$10.9M |
|
1229
California Water Service
CWT
$2.96B
| $33.1M | 0.02% |
1,494,816
+63,766
| +4% | +$1.39M |
|
|
ECOL
1230
DELISTED
US Ecology, Inc.
ECOL
| $33M | 0.02% |
756,746
+28,916
| +4% | +$1.38M |
|
|
VRNT
1231
DELISTED
Verint Systems
VRNT
| $33M | 0.02% |
1,501,491
+16,780
| +1% | +$464K |
|
1232
Xcel Energy
XEL
$46B
| $33M | 0.02% |
931,870
-2,848
| -0.3% | -$96.8K |
|
|
CCP
1233
DELISTED
Care Capital Properties, Inc.
CCP
| $33M | 0.02% |
+1,001,606
| New | +$32.4M |
|
1234
TTEC Holdings
TTEC
$59.6M
| $33M | 0.02% |
1,230,287
+60,998
| +5% | +$1.67M |
|
|
CCRN
1235
DELISTED
Cross Country Healthcare
CCRN
| $32.9M | 0.02% |
2,420,520
-104,173
| -4% | -$1.41M |
|
1236
L3Harris
LHX
$46.6B
| $32.9M | 0.02% |
450,385
-86,424
| -16% | -$6.76M |
|
1237
Wabash National
WNC
$493M
| $32.9M | 0.02% |
3,110,500
+108,336
| +4% | +$1.33M |
|
|
RT
1238
DELISTED
Ruby Tuesday Georgia
RT
| $32.9M | 0.02% |
5,303,773
+71,205
| +1% | +$470K |
|
1239
Prudential
PUK
$32.9B
| $32.9M | 0.02% |
805,501
+10,997
| +1% | +$489K |
|
1240
Employers Holdings
EIG
$887M
| $32.9M | 0.02% |
1,475,751
+58,366
| +4% | +$1.35M |
|
1241
United Parks & Resorts
PRKS
$1.62B
| $32.9M | 0.02% |
1,846,108
+241,558
| +15% | +$4.35M |
|
1242
UBS Group
UBS
$155B
| $32.9M | 0.02% |
1,775,274
+107,821
| +6% | +$2.28M |
|
1243
Sibanye-Stillwater
SBSW
$8.53B
| $32.8M | 0.02% |
7,508,581
+32,639
| +0.4% | +$162K |
|
1244
Mercer International
MERC
$25.8M
| $32.8M | 0.02% |
3,273,900
+165,294
| +5% | +$1.95M |
|
|
PGI
1245
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $32.8M | 0.02% |
2,389,383
+97,701
| +4% | +$1.1M |
|
1246
Black Hills Corp
BKH
$5.44B
| $32.8M | 0.02% |
792,576
+4,903
| +0.6% | +$201K |
|
1247
Pebblebrook Hotel Trust
PEB
$2.03B
| $32.7M | 0.02% |
923,136
+75,530
| +9% | +$3.03M |
|
|
FBC
1248
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $32.7M | 0.02% |
1,591,583
+217,957
| +16% | +$4.28M |
|
1249
Xylem
XYL
$25.1B
| $32.7M | 0.02% |
995,465
+267,865
| +37% | +$9.01M |
|
1250
Century Aluminum
CENX
$4.03B
| $32.7M | 0.02% |
7,106,153
-142,080
| -2% | -$991K |
|
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.