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 | |
|---|---|---|---|---|---|---|
1251
BWX Technologies
BWXT
$13.4B
| $32.6M | 0.02% |
1,238,158
+295,172
| +31% | +$7.53M |
|
1252
Jones Lang LaSalle
JLL
$15.5B
| $32.6M | 0.02% |
226,737
+6,992
| +3% | +$1.14M |
|
1253
Zurn Elkay Water Solutions
ZWS
$7.58B
| $32.6M | 0.02% |
3,984,303
+25,097
| +0.6% | +$250K |
|
|
VGR
1254
DELISTED
Vector Group Ltd.
VGR
| $32.6M | 0.02% |
2,468,132
+437,262
| +22% | +$5.91M |
|
|
COL
1255
DELISTED
Rockwell Collins
COL
| $32.5M | 0.02% |
397,692
+22,421
| +6% | +$1.92M |
|
|
CNSL
1256
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $32.5M | 0.02% |
1,687,748
+89,891
| +6% | +$1.79M |
|
1257
Ethan Allen Interiors
ETD
$541M
| $32.5M | 0.02% |
1,230,064
+35,591
| +3% | +$1.04M |
|
1258
AutoNation
AN
$5.78B
| $32.4M | 0.02% |
557,674
+40,665
| +8% | +$2.47M |
|
|
VISN
1259
Vistance Networks Inc
VISN
$1.49B
| $32.4M | 0.02% |
1,080,209
+332,113
| +44% | +$10.3M |
|
1260
Revvity
RVTY
$16.4B
| $32.4M | 0.02% |
705,383
-69,763
| -9% | -$3.46M |
|
|
REV
1261
DELISTED
Revlon, Inc.
REV
| $32.4M | 0.02% |
1,100,571
+10,581
| +1% | +$361K |
|
1262
Kforce
KFRC
$924M
| $32.4M | 0.02% |
1,233,174
+25,636
| +2% | +$655K |
|
|
RRTS
1263
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $32.4M | 0.02% |
70,437
+6,245
| +10% | +$3.6M |
|
|
MSFG
1264
DELISTED
MainSource Financial Group Inc
MSFG
| $32.4M | 0.02% |
1,590,336
+8,631
| +0.5% | +$184K |
|
|
IQNT
1265
DELISTED
Inteliquent, Inc.
IQNT
| $32.4M | 0.02% |
1,449,996
-53,075
| -4% | -$1.01M |
|
1266
Diageo
DEO
$48.2B
| $32.3M | 0.02% |
299,433
+10,592
| +4% | +$1.18M |
|
1267
Broadridge
BR
$18.7B
| $32.2M | 0.02% |
582,128
-73,115
| -11% | -$3.93M |
|
|
HR
1268
DELISTED
Healthcare Realty Trust Incorporated
HR
| $32.2M | 0.02% |
1,296,181
+57,199
| +5% | +$1.36M |
|
|
WEB
1269
DELISTED
Web.com Group, Inc.
WEB
| $32.2M | 0.02% |
1,525,727
+282,255
| +23% | +$6.49M |
|
1270
Estee Lauder
EL
$34B
| $32.1M | 0.02% |
398,218
+17,382
| +5% | +$1.46M |
|
1271
Cintas
CTAS
$79.2B
| $32.1M | 0.02% |
1,497,216
-10,608
| -0.7% | -$228K |
|
|
SVU
1272
DELISTED
SUPERVALU Inc.
SVU
| $32M | 0.02% |
637,174
-405
| -0.1% | -$23.3K |
|
1273
Greenlight Captial
GLRE
$491M
| $31.9M | 0.02% |
1,433,474
+18,077
| +1% | +$473K |
|
1274
Tennant Co
TNC
$1.14B
| $31.9M | 0.02% |
568,401
+30,063
| +6% | +$1.79M |
|
1275
Bankunited
BKU
$3.19B
| $31.9M | 0.02% |
892,883
-2,223
| -0.2% | -$80.2K |
|
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.