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 | |
|---|---|---|---|---|---|---|
|
ACTA
1451
DELISTED
Actua Corp
ACTA
| $26.8M | 0.02% |
2,282,821
-71,957
| -3% | -$982K |
|
|
WAIR
1452
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $26.8M | 0.02% |
2,199,613
+313,907
| +17% | +$4.4M |
|
1453
Fastenal
FAST
$56.4B
| $26.8M | 0.02% |
2,928,532
+215,856
| +8% | +$2.14M |
|
1454
Verisk Analytics
VRSK
$23B
| $26.8M | 0.02% |
362,645
+12,288
| +4% | +$916K |
|
|
KCG
1455
DELISTED
KCG Holdings, Inc.
KCG
| $26.8M | 0.02% |
2,441,158
+367,330
| +18% | +$4.09M |
|
1456
SunCoke Energy
SXC
$820M
| $26.8M | 0.02% |
3,440,999
+25,790
| +0.8% | +$288K |
|
|
CGI
1457
DELISTED
Celadon Group Inc
CGI
| $26.7M | 0.02% |
1,669,386
+85,858
| +5% | +$1.7M |
|
1458
Lifecore Biomedical
LFCR
$169M
| $26.7M | 0.02% |
2,289,928
+17,280
| +0.8% | +$229K |
|
1459
Cinemark Holdings
CNK
$4B
| $26.7M | 0.02% |
821,906
+45,893
| +6% | +$1.71M |
|
|
STNR
1460
DELISTED
STEINER LEISURE LTD
STNR
| $26.7M | 0.02% |
422,319
-434
| -0.1% | -$25.8K |
|
|
WPG
1461
DELISTED
Washington Prime Group Inc.
WPG
| $26.6M | 0.02% |
253,720
+10,756
| +4% | +$1.25M |
|
|
WP
1462
DELISTED
Worldpay, Inc.
WP
| $26.6M | 0.02% |
592,631
-17,126
| -3% | -$738K |
|
|
GG
1463
DELISTED
Goldcorp Inc
GG
| $26.6M | 0.02% |
2,124,624
+1,130,945
| +114% | +$15.8M |
|
1464
Chunghwa Telecom
CHT
$35.5B
| $26.6M | 0.02% |
879,663
-57,914
| -6% | -$1.77M |
|
|
DMND
1465
DELISTED
DIAMOND FOODS, INC.
DMND
| $26.6M | 0.02% |
860,918
+174,817
| +25% | +$5.48M |
|
1466
White Mountains Insurance
WTM
$4.91B
| $26.6M | 0.02% |
35,545
+3,288
| +10% | +$2.37M |
|
|
QEP
1467
DELISTED
QEP RESOURCES, INC.
QEP
| $26.6M | 0.02% |
2,119,753
-328,078
| -13% | -$4.53M |
|
1468
Cullen/Frost Bankers
CFR
$9.92B
| $26.5M | 0.02% |
417,522
+40,427
| +11% | +$2.76M |
|
1469
Acadia Realty Trust
AKR
$2.65B
| $26.5M | 0.02% |
882,346
+41,292
| +5% | +$1.27M |
|
1470
Fabrinet
FN
$13.7B
| $26.5M | 0.02% |
1,445,432
+231,098
| +19% | +$4.36M |
|
1471
Intuitive Surgical
ISRG
$135B
| $26.4M | 0.02% |
517,212
+7,587
| +1% | +$430K |
|
1472
Brady Corp
BRC
$4B
| $26.4M | 0.02% |
1,342,149
+74
| +0% | +$1.67K |
|
|
SSI
1473
DELISTED
Stage Stores Inc
SSI
| $26.3M | 0.02% |
2,677,722
-20,784
| -0.8% | -$297K |
|
1474
Lincoln Electric
LECO
$14B
| $26.3M | 0.02% |
502,097
+107,881
| +27% | +$6.32M |
|
|
JAH
1475
DELISTED
JARDEN CORPORATION
JAH
| $26.3M | 0.02% |
537,534
-56,911
| -10% | -$3.01M |
|
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.