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 | |
|---|---|---|---|---|---|---|
|
CERN
1426
DELISTED
Cerner Corp
CERN
| $27.5M | 0.02% |
459,297
+23,504
| +5% | +$1.54M |
|
1427
Cognex
CGNX
$10.2B
| $27.5M | 0.02% |
1,602,212
-86,450
| -5% | -$1.72M |
|
1428
Hawaiian Electric Industries
HE
$1.74B
| $27.5M | 0.02% |
957,899
| – | – |
|
1429
H&R Block
HRB
$5.52B
| $27.5M | 0.02% |
759,006
+46,268
| +6% | +$1.57M |
|
|
CTRA
1430
DELISTED
Coterra Energy
CTRA
| $27.4M | 0.02% |
1,255,688
-471,072
| -27% | -$12.1M |
|
1431
Oneok
OKE
$58.8B
| $27.4M | 0.02% |
852,067
+195,429
| +30% | +$7.14M |
|
1432
BGC Group
BGC
$5.7B
| $27.4M | 0.02% |
5,178,236
-990,301
| -16% | -$5.76M |
|
|
FRC
1433
DELISTED
First Republic Bank
FRC
| $27.4M | 0.02% |
435,967
+25,884
| +6% | +$1.62M |
|
1434
Cencora
COR
$59B
| $27.3M | 0.02% |
287,450
-219,744
| -43% | -$23.1M |
|
1435
Domino's
DPZ
$9.85B
| $27.3M | 0.02% |
252,789
+11,799
| +5% | +$1.31M |
|
1436
TriMas Corp
TRS
$1.38B
| $27.3M | 0.02% |
1,667,543
-268,618
| -14% | -$5.25M |
|
1437
Ulta Beauty
ULTA
$23.2B
| $27.3M | 0.02% |
166,839
+2,287
| +1% | +$376K |
|
1438
MillerKnoll
MLKN
$1.45B
| $27.3M | 0.02% |
944,880
+260,544
| +38% | +$7.33M |
|
1439
Philips
PHG
$24.1B
| $27.2M | 0.02% |
1,622,532
+456,478
| +39% | +$8.49M |
|
|
PKD
1440
DELISTED
Parker Drilling Company
PKD
| $27.2M | 0.02% |
690,511
+576
| +0.1% | +$24.3K |
|
1441
Lattice Semiconductor
LSCC
$15.4B
| $27.2M | 0.02% |
7,070,564
-307,607
| -4% | -$1.42M |
|
|
PDCO
1442
DELISTED
Patterson Companies, Inc.
PDCO
| $27.2M | 0.02% |
628,217
+7,793
| +1% | +$372K |
|
|
SPR
1443
DELISTED
Spirit AeroSystems
SPR
| $27.1M | 0.02% |
560,415
-40,703
| -7% | -$2.16M |
|
|
EPIQ
1444
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $27M | 0.02% |
2,093,626
+47,071
| +2% | +$682K |
|
|
REGI
1445
DELISTED
Renewable Energy Group, Inc.
REGI
| $27M | 0.02% |
3,258,957
+421,154
| +15% | +$3.99M |
|
1446
Enovis
ENOV
$1.03B
| $27M | 0.02% |
523,558
+201,510
| +63% | +$13.4M |
|
|
NTRI
1447
DELISTED
NutriSystem, Inc.
NTRI
| $26.9M | 0.02% |
1,015,307
+12,536
| +1% | +$343K |
|
1448
Hexcel
HXL
$6.66B
| $26.9M | 0.02% |
598,947
+8,118
| +1% | +$401K |
|
|
AD
1449
Array Digital Infrastructure
AD
$3.19B
| $26.9M | 0.02% |
758,103
+25,084
| +3% | +$919K |
|
1450
Aramark
ARMK
$15B
| $26.9M | 0.02% |
1,254,886
+151,728
| +14% | +$3.47M |
|
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.