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 | |
|---|---|---|---|---|---|---|
|
HUB.B
1576
DELISTED
HUBBELL INC CL-B
HUB.B
| $23.5M | 0.02% |
277,161
+35,470
| +15% | +$3.54M |
|
1577
Vertex Pharmaceuticals
VRTX
$129B
| $23.5M | 0.02% |
225,605
-113
| -0.1% | -$14.5K |
|
|
TW
1578
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $23.4M | 0.02% |
199,374
+126
| +0.1% | +$15.6K |
|
1579
Factset
FDS
$9.88B
| $23.4M | 0.02% |
146,479
-55
| -0% | -$9K |
|
1580
Tompkins Financial
TMP
$1.4B
| $23.4M | 0.02% |
437,904
+8,815
| +2% | +$470K |
|
1581
Anika Therapeutics
ANIK
$279M
| $23.4M | 0.02% |
733,870
+14,809
| +2% | +$516K |
|
1582
Global Indemnity Group
GBLI
$405M
| $23.3M | 0.02% |
891,710
+7,304
| +0.8% | +$200K |
|
|
PRFT
1583
DELISTED
Perficient Inc
PRFT
| $23.3M | 0.02% |
1,509,625
+49,416
| +3% | +$799K |
|
|
HMHC
1584
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $23.3M | 0.02% |
1,146,700
+442,781
| +63% | +$10.6M |
|
1585
IPG Photonics
IPGP
$3.29B
| $23.2M | 0.02% |
305,594
+25,374
| +9% | +$2.15M |
|
|
ANSS
1586
DELISTED
Ansys
ANSS
| $23.2M | 0.02% |
263,334
+9,840
| +4% | +$904K |
|
1587
Cboe Global Markets
CBOE
$27.8B
| $23.2M | 0.02% |
345,408
+6,576
| +2% | +$415K |
|
1588
National Healthcare
NHC
$3.49B
| $23.2M | 0.02% |
380,290
+6,970
| +2% | +$436K |
|
1589
Masco
MAS
$13.4B
| $23.1M | 0.02% |
918,246
-168,535
| -16% | -$4.32M |
|
1590
RPM International
RPM
$12.6B
| $23.1M | 0.02% |
551,680
+93,533
| +20% | +$4.26M |
|
1591
Scotiabank
BNS
$115B
| $23.1M | 0.02% |
542,167
+12,924
| +2% | +$581K |
|
1592
Bristow Group
VTOL
$1.23B
| $23.1M | 0.02% |
770,910
+6,218
| +0.8% | +$215K |
|
1593
Central Pacific Financial
CPF
$955M
| $23.1M | 0.02% |
1,100,416
+4,443
| +0.4% | +$97.9K |
|
1594
Lennox International
LII
$12.4B
| $23.1M | 0.02% |
203,544
+2,607
| +1% | +$306K |
|
1595
National Grid
NGG
$76.9B
| $23M | 0.02% |
342,132
+7,806
| +2% | +$500K |
|
1596
Cavco Industries
CVCO
$4.05B
| $23M | 0.02% |
337,277
+19,390
| +6% | +$1.41M |
|
|
KE
1597
Kimball Electronics
KE
$602M
| $23M | 0.02% |
1,925,001
+13,556
| +0.7% | +$168K |
|
1598
Liberty Media Series A
FWONA
$21.4B
| $22.9M | 0.02% |
954,969
+12,798
| +1% | +$319K |
|
|
DYN
1599
DELISTED
Dynegy, Inc.
DYN
| $22.9M | 0.02% |
1,109,617
+56,374
| +5% | +$1.43M |
|
|
HIBB
1600
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $22.9M | 0.02% |
654,912
-1,161
| -0.2% | -$48.5K |
|
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.