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 | |
|---|---|---|---|---|---|---|
1476
Cogent Communications
CCOI
$472M
| $26.3M | 0.02% |
966,803
+39,283
| +4% | +$1.16M |
|
1477
FormFactor
FORM
$8.71B
| $26.2M | 0.02% |
3,870,657
+126,419
| +3% | +$883K |
|
|
WFM
1478
DELISTED
Whole Foods Market Inc
WFM
| $26.2M | 0.02% |
826,958
+3,514
| +0.4% | +$124K |
|
|
SNCR
1479
DELISTED
Synchronoss Technologies
SNCR
| $26.2M | 0.02% |
88,639
+1,661
| +2% | +$644K |
|
1480
DTE Energy
DTE
$27.1B
| $26.1M | 0.02% |
382,022
+6,693
| +2% | +$448K |
|
1481
John Wiley & Sons Class A
WLY
$2.5B
| $26M | 0.02% |
520,287
+69,234
| +15% | +$3.6M |
|
|
CVC
1482
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $26M | 0.02% |
800,347
+5,870
| +0.7% | +$160K |
|
1483
National Health Investors
NHI
$3.4B
| $26M | 0.02% |
451,939
+59,413
| +15% | +$3.59M |
|
1484
Brunswick
BC
$4.4B
| $26M | 0.02% |
542,504
+387
| +0.1% | +$19.7K |
|
1485
Bassett Furniture
BSET
$151M
| $26M | 0.02% |
932,232
| – | – |
|
|
TYPE
1486
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $25.9M | 0.02% |
1,187,044
+1,088
| +0.1% | +$25K |
|
1487
Cousins Properties
CUZ
$4.66B
| $25.9M | 0.02% |
993,689
+70,023
| +8% | +$1.93M |
|
|
SWN
1488
DELISTED
Southwestern Energy Company
SWN
| $25.8M | 0.02% |
2,036,748
-111,713
| -5% | -$1.94M |
|
1489
FirstCash
FCFS
$9.5B
| $25.8M | 0.02% |
644,679
+35,591
| +6% | +$1.46M |
|
1490
COPT Defense Properties
CDP
$3.92B
| $25.8M | 0.02% |
1,226,926
+53,231
| +5% | +$1.2M |
|
1491
Sonida Senior Living
SNDA
$1.86B
| $25.8M | 0.02% |
85,739
-4,822
| -5% | -$1.59M |
|
|
WBMD
1492
DELISTED
WebMD Health Corp.
WBMD
| $25.8M | 0.02% |
646,418
+104,016
| +19% | +$4.4M |
|
|
GLDD
1493
DELISTED
Great Lakes Dredge & Dock
GLDD
| $25.7M | 0.02% |
5,106,822
+16,334
| +0.3% | +$89.5K |
|
1494
SBA Communications
SBAC
$19.2B
| $25.7M | 0.02% |
245,655
-6,200
| -2% | -$723K |
|
|
TE
1495
DELISTED
TECO ENERGY INC
TE
| $25.7M | 0.02% |
978,947
+20,040
| +2% | +$449K |
|
1496
Marriott International
MAR
$87.1B
| $25.6M | 0.02% |
374,947
+1,428
| +0.4% | +$103K |
|
1497
Raymond James Financial
RJF
$31.5B
| $25.6M | 0.02% |
772,505
+26,166
| +4% | +$970K |
|
|
LLTC
1498
DELISTED
Linear Technology Corp
LLTC
| $25.5M | 0.02% |
630,924
+53,842
| +9% | +$2.21M |
|
1499
Neogen
NEOG
$2.8B
| $25.4M | 0.02% |
1,508,485
+251,741
| +20% | +$4.95M |
|
|
KBAL
1500
DELISTED
Kimball International
KBAL
| $25.4M | 0.02% |
2,690,227
+144,324
| +6% | +$1.62M |
|
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.