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 | |
|---|---|---|---|---|---|---|
1276
Credicorp
BAP
$30.5B
| $31.8M | 0.02% |
299,045
-26,325
| -8% | -$3.18M |
|
1277
TechnipFMC
FTI
$28.5B
| $31.8M | 0.02% |
1,377,622
+65,381
| +5% | +$1.64M |
|
|
TI
1278
DELISTED
Telecom Italia
TI
| $31.8M | 0.02% |
2,587,553
-43,446
| -2% | -$555K |
|
|
CYNO
1279
DELISTED
Cynosure, Inc. Class A
CYNO
| $31.8M | 0.02% |
1,057,645
-901
| -0.1% | -$32.4K |
|
|
KW
1280
DELISTED
Kennedy-Wilson Holdings
KW
| $31.7M | 0.02% |
1,430,713
+232,749
| +19% | +$5.74M |
|
1281
Carter's
CRI
$1.09B
| $31.7M | 0.02% |
349,959
+15,759
| +5% | +$1.58M |
|
|
EGOV
1282
DELISTED
NIC Inc
EGOV
| $31.7M | 0.02% |
1,790,056
+108,930
| +6% | +$1.99M |
|
1283
Franklin Electric
FELE
$4.25B
| $31.6M | 0.02% |
1,161,986
+37,172
| +3% | +$1.07M |
|
|
KKD
1284
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $31.6M | 0.02% |
2,162,040
+17,243
| +0.8% | +$302K |
|
1285
Commerce Bancshares
CBSH
$8.24B
| $31.6M | 0.02% |
1,187,229
+26,004
| +2% | +$698K |
|
1286
NETSCOUT
NTCT
$2.86B
| $31.6M | 0.02% |
894,123
-226,404
| -20% | -$8.57M |
|
1287
Manulife Financial
MFC
$73B
| $31.6M | 0.02% |
2,039,165
+348,505
| +21% | +$5.85M |
|
1288
Sempra
SRE
$53.7B
| $31.5M | 0.02% |
652,318
+24,454
| +4% | +$1.2M |
|
1289
Teradyne
TER
$55.2B
| $31.5M | 0.02% |
1,750,914
+188,358
| +12% | +$3.47M |
|
1290
Northwest Natural Holdings
NWN
$2.05B
| $31.4M | 0.02% |
685,578
+24,663
| +4% | +$1.08M |
|
1291
Trex
TREX
$4.42B
| $31.4M | 0.02% |
3,770,308
+188,348
| +5% | +$1.94M |
|
1292
Westamerica Bancorp
WABC
$1.39B
| $31.4M | 0.02% |
706,435
+117,597
| +20% | +$5.58M |
|
|
ORIT
1293
DELISTED
Oritani Financial Corp. New
ORIT
| $31.4M | 0.02% |
2,008,961
+116,206
| +6% | +$1.81M |
|
1294
Gentex
GNTX
$4.73B
| $31.3M | 0.02% |
2,021,239
+340,305
| +20% | +$5.41M |
|
|
OME
1295
DELISTED
Omega Protein
OME
| $31.3M | 0.02% |
1,845,687
| – | – |
|
|
MNK
1296
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $31.3M | 0.02% |
489,987
+41,979
| +9% | +$4.16M |
|
1297
Bright Horizons
BFAM
$3.26B
| $31.3M | 0.02% |
486,871
+67,711
| +16% | +$4.18M |
|
1298
Eversource Energy
ES
$26B
| $31.3M | 0.02% |
617,776
+12,539
| +2% | +$604K |
|
1299
Public Service Enterprise Group
PEG
$35.4B
| $31.2M | 0.02% |
741,352
+14,763
| +2% | +$602K |
|
1300
Viatris
VTRS
$19.7B
| $31.2M | 0.02% |
775,713
+70,704
| +10% | +$3.94M |
|
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.