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 | |
|---|---|---|---|---|---|---|
1351
Baxter International
BAX
$11.9B
| $29.8M | 0.02% |
907,553
-789,168
| -47% | -$29.9M |
|
1352
MSCI
MSCI
$39.9B
| $29.8M | 0.02% |
500,790
-27,895
| -5% | -$1.76M |
|
1353
Diamondback Energy
FANG
$55.1B
| $29.8M | 0.02% |
460,932
+2,095
| +0.5% | +$142K |
|
1354
Sturm, Ruger & Co
RGR
$641M
| $29.8M | 0.02% |
507,181
+57,037
| +13% | +$3.42M |
|
1355
Coca-Cola Femsa
KOF
$23.6B
| $29.8M | 0.02% |
429,178
+59,047
| +16% | +$4.33M |
|
|
DNY
1356
DELISTED
DONNELLEY R R & SONS CO
DNY
| $29.7M | 0.02% |
2,043,097
-326,398
| -14% | -$4.75M |
|
|
GAS
1357
DELISTED
AGL Resources Inc
GAS
| $29.7M | 0.02% |
486,852
+22,541
| +5% | +$1.21M |
|
|
MPT
1358
Medical Properties Trust
MPT
$2.15B
| $29.7M | 0.02% |
2,683,901
+173,815
| +7% | +$2.16M |
|
1359
Belden
BDC
$4.37B
| $29.7M | 0.02% |
635,387
+14,225
| +2% | +$838K |
|
|
MODV
1360
DELISTED
ModivCare
MODV
| $29.7M | 0.02% |
680,542
+64,617
| +10% | +$2.96M |
|
|
FLIR
1361
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $29.7M | 0.02% |
1,059,532
+131,324
| +14% | +$3.88M |
|
1362
Hecla Mining
HL
$12.7B
| $29.6M | 0.02% |
15,045,050
-219,518
| -1% | -$467K |
|
1363
Patrick Industries
PATK
$2.25B
| $29.6M | 0.02% |
1,684,359
-48,384
| -3% | -$853K |
|
1364
SS&C Technologies
SSNC
$18.8B
| $29.6M | 0.02% |
843,996
-242,410
| -22% | -$8.18M |
|
1365
MarineMax
HZO
$1.16B
| $29.5M | 0.02% |
2,086,871
+25,282
| +1% | +$445K |
|
1366
Green Dot
GDOT
$751M
| $29.5M | 0.02% |
1,674,985
+235,336
| +16% | +$4.37M |
|
|
EXAM
1367
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $29.4M | 0.02% |
1,003,991
+95,507
| +11% | +$3.29M |
|
|
HPP
1368
Hudson Pacific Properties
HPP
$630M
| $29.3M | 0.02% |
145,414
+31,945
| +28% | +$6.63M |
|
1369
Genworth Financial
GNW
$3.87B
| $29.3M | 0.02% |
6,340,306
-677,078
| -10% | -$3.99M |
|
|
HOT
1370
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $29.3M | 0.02% |
440,254
+4,710
| +1% | +$358K |
|
1371
O-I Glass
OI
$953M
| $29.2M | 0.02% |
1,411,197
+109,581
| +8% | +$2.33M |
|
1372
Steris
STE
$20.3B
| $29.2M | 0.02% |
449,999
-224,599
| -33% | -$14.8M |
|
1373
Badger Meter
BMI
$3.7B
| $29.2M | 0.02% |
2,010,680
+84,532
| +4% | +$1.25M |
|
1374
Universal Electronics
UEIC
$68.8M
| $29.2M | 0.02% |
694,272
+7,168
| +1% | +$342K |
|
1375
Diamondrock Hospitality Co
DRH
$2.51B
| $29.2M | 0.02% |
2,640,406
+59,690
| +2% | +$735K |
|
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.