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 | |
|---|---|---|---|---|---|---|
1701
Donegal Group Class A
DGICA
$695M
| $20.8M | 0.01% |
1,480,566
+9,945
| +0.7% | +$144K |
|
1702
Dentsply Sirona
XRAY
$1.89B
| $20.8M | 0.01% |
411,317
+1,814
| +0.4% | +$96.6K |
|
1703
Copart
CPRT
$27.3B
| $20.7M | 0.01% |
5,042,912
+617,704
| +14% | +$2.73M |
|
1704
Federal Agricultural Mortgage
AGM
$2.4B
| $20.7M | 0.01% |
799,421
+364
| +0% | +$9.62K |
|
|
EDR
1705
DELISTED
Education Realty Trust Inc
EDR
| $20.7M | 0.01% |
629,039
+29,712
| +5% | +$923K |
|
|
SPWR
1706
DELISTED
SunPower Corporation Common Stock
SPWR
| $20.7M | 0.01% |
1,579,072
+228,737
| +17% | +$3.69M |
|
|
GRMN
1707
Garmin
GRMN
$52.5B
| $20.7M | 0.01% |
577,131
+42,198
| +8% | +$1.68M |
|
|
PSB
1708
DELISTED
PS Business Parks, Inc.
PSB
| $20.7M | 0.01% |
260,755
+6,600
| +3% | +$498K |
|
1709
Winnebago Industries
WGO
$752M
| $20.7M | 0.01% |
1,080,304
+99,642
| +10% | +$2.11M |
|
1710
Allegion
ALLE
$12.9B
| $20.7M | 0.01% |
358,748
+74,073
| +26% | +$4.52M |
|
1711
Align Technology
ALGN
$10.5B
| $20.7M | 0.01% |
364,247
+22,072
| +6% | +$1.32M |
|
1712
Tidewater
TDW
$4.29B
| $20.7M | 0.01% |
48,760
-710
| -1% | -$409K |
|
1713
Agilysys
AGYS
$2.83B
| $20.7M | 0.01% |
1,858,172
-23,744
| -1% | -$232K |
|
|
IXYS
1714
DELISTED
IXYS Corp
IXYS
| $20.7M | 0.01% |
1,851,428
+228,100
| +14% | +$2.76M |
|
|
CBF
1715
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $20.6M | 0.01% |
682,806
+139,373
| +26% | +$4.18M |
|
1716
Element Solutions
ESI
$8.14B
| $20.6M | 0.01% |
1,632,012
+959,862
| +143% | +$19.8M |
|
|
AGU
1717
DELISTED
Agrium
AGU
| $20.6M | 0.01% |
230,396
-335,334
| -59% | -$33.9M |
|
|
FARO
1718
DELISTED
Faro Technologies
FARO
| $20.6M | 0.01% |
588,716
+9,492
| +2% | +$375K |
|
1719
Erie Indemnity
ERIE
$12.6B
| $20.6M | 0.01% |
248,431
+16,880
| +7% | +$1.4M |
|
|
VIVO
1720
DELISTED
Meridian Bioscience Inc
VIVO
| $20.6M | 0.01% |
1,203,886
+167,962
| +16% | +$3.07M |
|
1721
Honda
HMC
$41.7B
| $20.6M | 0.01% |
687,390
+16,919
| +3% | +$541K |
|
1722
Addus HomeCare
ADUS
$2.16B
| $20.5M | 0.01% |
658,719
+318,317
| +94% | +$9.32M |
|
|
REMY
1723
DELISTED
REMY INTL INC NEW COMMON
REMY
| $20.5M | 0.01% |
701,036
+6,207
| +0.9% | +$177K |
|
1724
OneMain Financial
OMF
$6.93B
| $20.5M | 0.01% |
468,614
+89,485
| +24% | +$4.19M |
|
1725
SEI Investments
SEIC
$12.6B
| $20.5M | 0.01% |
424,842
+6,741
| +2% | +$343K |
|
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.