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 | |
|---|---|---|---|---|---|---|
1376
Dana Inc
DAN
$3.28B
| $29.2M | 0.02% |
1,836,455
+344,451
| +23% | +$6.23M |
|
1377
Piper Sandler
PIPR
$5.09B
| $29.1M | 0.02% |
3,221,404
-10,640
| -0.3% | -$109K |
|
|
ELLI
1378
DELISTED
Ellie Mae Inc
ELLI
| $29.1M | 0.02% |
437,526
-1,100
| -0.3% | -$81.2K |
|
1379
Ryman Hospitality Properties
RHP
$8.32B
| $29.1M | 0.02% |
591,344
+25,223
| +4% | +$1.35M |
|
|
PERY
1380
DELISTED
Perry Ellis International Inc
PERY
| $29.1M | 0.02% |
1,325,149
+4,402
| +0.3% | +$105K |
|
1381
News Corp Class A
NWSA
$16.2B
| $29.1M | 0.02% |
2,303,570
+39,130
| +2% | +$544K |
|
1382
Urban Outfitters
URBN
$6.5B
| $29.1M | 0.02% |
989,075
-13,233
| -1% | -$425K |
|
|
LBRDK
1383
DELISTED
Liberty Broadband Class C
LBRDK
| $29.1M | 0.02% |
567,946
-16,061
| -3% | -$857K |
|
1384
Mine Safety
MSA
$6.89B
| $29.1M | 0.02% |
726,821
+43,689
| +6% | +$2.03M |
|
1385
KB Home
KBH
$2.98B
| $29M | 0.02% |
2,141,282
+3,872
| +0.2% | +$59.1K |
|
1386
Newell Brands
NWL
$2.39B
| $29M | 0.02% |
729,847
+63,288
| +9% | +$2.66M |
|
|
EDE
1387
DELISTED
Empire District Electric
EDE
| $29M | 0.02% |
1,314,176
+30,926
| +2% | +$689K |
|
1388
City Holding Co
CHCO
$2.01B
| $28.9M | 0.02% |
586,394
+8,506
| +1% | +$413K |
|
1389
Globus Medical
GMED
$9.96B
| $28.9M | 0.02% |
1,397,664
+127,093
| +10% | +$3.22M |
|
|
DO
1390
DELISTED
Diamond Offshore Drilling
DO
| $28.9M | 0.02% |
1,668,697
+244,574
| +17% | +$5.46M |
|
1391
Primoris Services
PRIM
$4.12B
| $28.9M | 0.02% |
1,612,144
+239,734
| +17% | +$4.32M |
|
|
PFC
1392
DELISTED
Premier Financial Corp. Common Stock
PFC
| $28.8M | 0.02% |
1,573,856
+7,572
| +0.5% | +$140K |
|
|
BXLT
1393
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $28.7M | 0.02% |
+910,935
| New | +$31.4M |
|
1394
Resources Connection
RGP
$137M
| $28.7M | 0.02% |
1,903,391
+80,892
| +4% | +$1.28M |
|
1395
Interparfums
IPAR
$3.55B
| $28.7M | 0.02% |
1,155,996
+52,377
| +5% | +$1.49M |
|
1396
Church & Dwight Co
CHD
$22.5B
| $28.7M | 0.02% |
683,110
+44,464
| +7% | +$1.91M |
|
|
TUMI
1397
DELISTED
TUMI HLDGS INC COM
TUMI
| $28.6M | 0.02% |
1,625,795
+156,734
| +11% | +$3.08M |
|
1398
Myers Industries
MYE
$1.18B
| $28.6M | 0.02% |
2,131,843
-49,206
| -2% | -$741K |
|
1399
KLA
KLAC
$221B
| $28.6M | 0.02% |
5,713,570
-139,820
| -2% | -$719K |
|
|
ACOR
1400
DELISTED
Acorda Therapeutics
ACOR
| $28.5M | 0.02% |
8,960
+207
| +2% | +$803K |
|
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.