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 | |
|---|---|---|---|---|---|---|
|
HDS
1726
DELISTED
HD Supply Holdings, Inc.
HDS
| $20.5M | 0.01% |
715,870
+7,697
| +1% | +$258K |
|
|
RUTH
1727
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $20.5M | 0.01% |
1,260,868
+37,504
| +3% | +$614K |
|
1728
Herbalife
HLF
$1.26B
| $20.4M | 0.01% |
750,242
+37,632
| +5% | +$1.03M |
|
|
BDBD
1729
DELISTED
BOULDER BRANDS INC
BDBD
| $20.4M | 0.01% |
2,494,764
-277,868
| -10% | -$2.22M |
|
1730
Opko Health
OPK
$1.21B
| $20.4M | 0.01% |
2,423,890
+1,115,985
| +85% | +$14.8M |
|
1731
Virtus Investment Partners
VRTS
$838M
| $20.4M | 0.01% |
202,621
+37,550
| +23% | +$4.32M |
|
|
DRII
1732
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $20.3M | 0.01% |
869,090
+187,942
| +28% | +$5.18M |
|
1733
Towne Bank
TOWN
$3.41B
| $20.3M | 0.01% |
1,077,926
| – | – |
|
1734
Targa Resources
TRGP
$62.7B
| $20.3M | 0.01% |
394,409
+161,013
| +69% | +$11.8M |
|
1735
AB InBev
BUD
$152B
| $20.3M | 0.01% |
190,776
+1,599
| +0.8% | +$186K |
|
1736
Waters Corp
WAT
$41.7B
| $20.3M | 0.01% |
171,521
+4,845
| +3% | +$613K |
|
1737
Watsco Inc
WSO
$12.7B
| $20.3M | 0.01% |
170,928
+3,165
| +2% | +$395K |
|
1738
TFS Financial
TFSL
$4.67B
| $20.2M | 0.01% |
1,173,010
-7,024
| -0.6% | -$119K |
|
|
BERY
1739
DELISTED
Berry Global Group, Inc.
BERY
| $20.2M | 0.01% |
732,831
-461,096
| -39% | -$13.3M |
|
1740
F5
FFIV
$24.1B
| $20.2M | 0.01% |
174,443
+17,288
| +11% | +$2.12M |
|
|
BFIN
1741
DELISTED
BankFinancial
BFIN
| $20.2M | 0.01% |
1,623,307
+5,193
| +0.3% | +$62.6K |
|
|
EV
1742
DELISTED
Eaton Vance Corp.
EV
| $20.2M | 0.01% |
603,654
+136,634
| +29% | +$5.02M |
|
|
SRGA
1743
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $20.2M | 0.01% |
118,352
+4,835
| +4% | +$927K |
|
|
SLH
1744
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $20.1M | 0.01% |
372,322
+8,354
| +2% | +$380K |
|
|
NEWS
1745
DELISTED
NewStar Financial, Inc.
NEWS
| $20M | 0.01% |
2,442,579
+23,804
| +1% | +$257K |
|
|
IRBT
1746
DELISTED
iRobot
IRBT
| $20M | 0.01% |
686,989
-623
| -0.1% | -$18.9K |
|
1747
StoneX
SNEX
$8.08B
| $20M | 0.01% |
4,102,098
+469,845
| +13% | +$2.63M |
|
|
SYNT
1748
DELISTED
Syntel Inc
SYNT
| $20M | 0.01% |
441,547
+30,004
| +7% | +$1.32M |
|
1749
Stride
LRN
$3.34B
| $20M | 0.01% |
1,607,588
+158,613
| +11% | +$2.13M |
|
1750
Donaldson
DCI
$9.92B
| $20M | 0.01% |
711,904
+51,054
| +8% | +$1.64M |
|
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.