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 | 18.98% |
| 2 | Industrials | 13.26% |
| 3 | Technology | 11.58% |
| 4 | Consumer Discretionary | 9.95% |
| 5 | Healthcare | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
Assurant
AIZ
$14B
| $159M | 0.1% |
2,014,631
-54,906
| -3% | -$4.1M |
|
|
ESL
152
DELISTED
Esterline Technologies
ESL
| $158M | 0.1% |
2,203,366
+9,970
| +0.5% | +$849K |
|
153
Dycom Industries
DY
$12B
| $157M | 0.1% |
2,176,313
-66,090
| -3% | -$4.57M |
|
154
Penske Automotive Group
PAG
$14.7B
| $157M | 0.1% |
3,230,970
-214,095
| -6% | -$11M |
|
155
RTX Corp
RTX
$295B
| $156M | 0.1% |
2,779,797
+63,306
| +2% | +$3.9M |
|
|
ASNA
156
DELISTED
Ascena Retail Group, Inc.
ASNA
| $156M | 0.1% |
559,500
+223,459
| +66% | +$58.3M |
|
157
Kemper
KMPR
$1.81B
| $155M | 0.1% |
4,390,361
-3,355
| -0.1% | -$125K |
|
158
Arrow Electronics
ARW
$10.8B
| $155M | 0.1% |
2,801,334
+93,861
| +3% | +$5.21M |
|
159
American Express
AXP
$226B
| $154M | 0.1% |
2,083,804
+263,408
| +14% | +$20.3M |
|
160
KB Financial Group
KB
$39.5B
| $154M | 0.1% |
5,241,718
-65,896
| -1% | -$2M |
|
|
CHU
161
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $154M | 0.1% |
12,047,453
-22,749
| -0.2% | -$311K |
|
162
Starbucks
SBUX
$119B
| $154M | 0.1% |
2,703,113
+101,460
| +4% | +$5.68M |
|
163
Host Hotels & Resorts
HST
$17.4B
| $153M | 0.1% |
9,698,794
+180,405
| +2% | +$3.38M |
|
164
Boeing
BA
$171B
| $153M | 0.1% |
1,166,569
+43,664
| +4% | +$6.06M |
|
165
Principal Financial Group
PFG
$24.4B
| $153M | 0.1% |
3,225,972
+433,686
| +16% | +$22.5M |
|
166
Cigna
CI
$79.6B
| $152M | 0.1% |
1,128,651
-2,512
| -0.2% | -$365K |
|
167
Lowe's Companies
LOW
$120B
| $152M | 0.1% |
2,205,823
-4,095
| -0.2% | -$282K |
|
168
CACI
CACI
$11.1B
| $152M | 0.1% |
2,054,326
+395
| +0% | +$31.5K |
|
169
Reinsurance Group of America
RGA
$15.8B
| $152M | 0.1% |
1,673,400
-30,161
| -2% | -$2.84M |
|
|
WRK
170
DELISTED
WestRock Company
WRK
| $151M | 0.1% |
+3,262,936
| New | +$175M |
|
|
MBFI
171
DELISTED
MB Financial Corp
MBFI
| $151M | 0.1% |
4,625,592
+82,242
| +2% | +$2.74M |
|
172
Selective Insurance
SIGI
$5.66B
| $150M | 0.1% |
4,828,616
-7,046
| -0.1% | -$215K |
|
|
WBA
173
DELISTED
Walgreens Boots Alliance
WBA
| $150M | 0.1% |
1,803,840
+70,269
| +4% | +$6.35M |
|
|
QVCGA
174
DELISTED
QVC Group Inc Series A
QVCGA
| $149M | 0.1% |
117,086
+527
| +0.5% | +$722K |
|
175
AngloGold Ashanti
AU
$39.4B
| $149M | 0.1% |
18,187,237
+735,304
| +4% | +$5.44M |
|
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 19% of assets, up from 18% 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.