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 | |
|---|---|---|---|---|---|---|
1326
Jack Henry & Associates
JKHY
$11B
| $30.6M | 0.02% |
440,016
-7,560
| -2% | -$520K |
|
|
GAP
1327
The Gap Inc
GAP
$7.33B
| $30.6M | 0.02% |
1,073,766
+73,965
| +7% | +$2.55M |
|
|
HCBK
1328
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $30.6M | 0.02% |
3,010,358
-73,123
| -2% | -$722K |
|
1329
AptarGroup
ATR
$7.98B
| $30.5M | 0.02% |
462,807
+2,801
| +0.6% | +$186K |
|
1330
Old Dominion Freight Line
ODFL
$36.3B
| $30.5M | 0.02% |
1,500,624
+133,524
| +10% | +$3.03M |
|
1331
IDEX
IEX
$16.4B
| $30.4M | 0.02% |
426,527
-13,108
| -3% | -$966K |
|
1332
OFG Bancorp
OFG
$2.21B
| $30.4M | 0.02% |
3,482,126
-63,035
| -2% | -$543K |
|
|
MTSC
1333
DELISTED
MTS Systems Corp
MTSC
| $30.3M | 0.02% |
504,561
+16,693
| +3% | +$1.03M |
|
1334
Kennametal
KMT
$2.28B
| $30.3M | 0.02% |
1,217,493
+525,462
| +76% | +$15.7M |
|
|
BNCL
1335
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $30.3M | 0.02% |
2,285,126
+544,716
| +31% | +$6.97M |
|
1336
Illumina
ILMN
$37B
| $30.2M | 0.02% |
176,788
+10,295
| +6% | +$2.08M |
|
1337
Applied Materials
AMAT
$331B
| $30.2M | 0.02% |
2,057,133
+114,238
| +6% | +$1.91M |
|
1338
NN Inc
NNBR
$278M
| $30.2M | 0.02% |
1,632,582
+95,866
| +6% | +$2.22M |
|
|
HBI
1339
DELISTED
Hanesbrands
HBI
| $30.1M | 0.02% |
1,042,001
+12,204
| +1% | +$378K |
|
|
VIAB
1340
DELISTED
Viacom Inc. Class B
VIAB
| $30.1M | 0.02% |
698,689
+24,403
| +4% | +$1.21M |
|
1341
Telkom Indonesia
TLK
$14B
| $30.1M | 0.02% |
1,690,480
+150,464
| +10% | +$3.04M |
|
|
CYN
1342
DELISTED
CITY NATIONAL CORPORATION
CYN
| $30.1M | 0.02% |
341,835
+300
| +0.1% | +$26.6K |
|
1343
Edison International
EIX
$21.4B
| $30.1M | 0.02% |
476,836
+8,776
| +2% | +$521K |
|
1344
Teledyne Technologies
TDY
$27.9B
| $30M | 0.02% |
332,346
+6,894
| +2% | +$697K |
|
|
AIMC
1345
DELISTED
Altra Industrial Motion Corp
AIMC
| $29.9M | 0.02% |
1,294,146
+67,352
| +5% | +$1.69M |
|
|
IPG
1346
DELISTED
Interpublic Group of Companies
IPG
| $29.9M | 0.02% |
1,562,219
+16,985
| +1% | +$339K |
|
1347
Packaging Corp of America
PKG
$21B
| $29.9M | 0.02% |
496,442
+47,777
| +11% | +$3.19M |
|
1348
Voya Financial
VOYA
$9.02B
| $29.9M | 0.02% |
770,216
+146,466
| +23% | +$6.44M |
|
|
BDN
1349
Brandywine Realty Trust
BDN
$505M
| $29.8M | 0.02% |
2,421,616
+64,620
| +3% | +$843K |
|
1350
Adtran
ADTN
$579M
| $29.8M | 0.02% |
2,043,130
+34,092
| +2% | +$538K |
|
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.