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 | |
|---|---|---|---|---|---|---|
1526
SLM Corp
SLM
$4.7B
| $24.8M | 0.02% |
3,349,249
-130,870
| -4% | -$1.15M |
|
1527
Choice Hotels
CHH
$4.44B
| $24.8M | 0.02% |
520,146
+33,439
| +7% | +$1.71M |
|
|
SIRO
1528
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $24.8M | 0.02% |
265,439
+15,737
| +6% | +$1.56M |
|
|
APOL
1529
DELISTED
Apollo Education Group Inc Class A
APOL
| $24.8M | 0.02% |
2,239,025
-33,649
| -1% | -$412K |
|
1530
Tenet Healthcare
THC
$21.1B
| $24.7M | 0.02% |
669,788
+106,594
| +19% | +$5.51M |
|
|
SRCL
1531
DELISTED
Stericycle Inc
SRCL
| $24.7M | 0.02% |
177,165
+2,618
| +1% | +$364K |
|
|
SE
1532
DELISTED
Spectra Energy Corp Wi
SE
| $24.6M | 0.02% |
938,124
+23,659
| +3% | +$689K |
|
|
RHT
1533
DELISTED
Red Hat Inc
RHT
| $24.6M | 0.02% |
342,715
+24,703
| +8% | +$1.86M |
|
1534
Howard Hughes
HHH
$3.68B
| $24.6M | 0.02% |
225,085
+3,100
| +1% | +$386K |
|
1535
Silgan Holdings
SLGN
$4.02B
| $24.6M | 0.02% |
945,682
+98,370
| +12% | +$2.6M |
|
1536
FirstEnergy
FE
$26.5B
| $24.6M | 0.02% |
785,889
+13,303
| +2% | +$435K |
|
1537
Equinor
EQNR
$105B
| $24.6M | 0.02% |
1,688,329
+128,019
| +8% | +$2.02M |
|
|
CUK
1538
DELISTED
Carnival PLC
CUK
| $24.6M | 0.02% |
475,099
-70,825
| -13% | -$3.74M |
|
1539
McCormick & Company Non-Voting
MKC
$13.4B
| $24.6M | 0.02% |
598,116
+18,480
| +3% | +$751K |
|
|
RTEC
1540
DELISTED
Rudolph Technologies Inc
RTEC
| $24.6M | 0.02% |
1,973,443
+137,659
| +7% | +$1.69M |
|
|
AJRD
1541
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $24.6M | 0.02% |
1,518,030
+201,360
| +15% | +$4.3M |
|
1542
Las Vegas Sands
LVS
$26.3B
| $24.5M | 0.02% |
646,322
+100,002
| +18% | +$5.04M |
|
1543
Park National Corp
PRK
$3.3B
| $24.5M | 0.02% |
271,860
| – | – |
|
|
HNGR
1544
DELISTED
Hanger Inc.
HNGR
| $24.5M | 0.02% |
1,796,115
+142,241
| +9% | +$2.74M |
|
1545
C.H. Robinson
CHRW
$18B
| $24.5M | 0.02% |
360,758
+3,302
| +0.9% | +$222K |
|
|
GHL
1546
DELISTED
Greenhill & Co., Inc.
GHL
| $24.4M | 0.02% |
858,545
+106,578
| +14% | +$3.91M |
|
|
EQY
1547
DELISTED
Equity One
EQY
| $24.4M | 0.02% |
1,001,467
+84,685
| +9% | +$2.06M |
|
|
WBC
1548
DELISTED
WABCO HOLDINGS INC.
WBC
| $24.3M | 0.02% |
232,086
-28,217
| -11% | -$3.3M |
|
1549
Edgewell Personal Care
EPC
$1.26B
| $24.3M | 0.02% |
298,058
+52,510
| +21% | +$4.75M |
|
1550
JB Hunt Transport Services
JBHT
$22.2B
| $24.3M | 0.02% |
340,424
+48,859
| +17% | +$3.87M |
|
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.