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 | |
|---|---|---|---|---|---|---|
|
ABB
1801
DELISTED
ABB Ltd
ABB
| $19.1M | 0.01% |
1,083,138
+193,474
| +22% | +$3.77M |
|
|
TRR
1802
DELISTED
Trc Companies
TRR
| $19.1M | 0.01% |
1,617,533
+99,449
| +7% | +$1.02M |
|
|
ITC
1803
DELISTED
ITC HOLDINGS CORP
ITC
| $19.1M | 0.01% |
573,774
+27,266
| +5% | +$909K |
|
|
SAVE
1804
DELISTED
Spirit Airlines, Inc.
SAVE
| $19.1M | 0.01% |
404,194
+18,818
| +5% | +$1.05M |
|
|
LQ
1805
DELISTED
La Quinta Holdings Inc.
LQ
| $19.1M | 0.01% |
1,210,296
+901,989
| +293% | +$18.1M |
|
1806
Graco
GGG
$12.4B
| $19.1M | 0.01% |
854,616
+134,325
| +19% | +$3.1M |
|
1807
Healthcare Services Group
HCSG
$1.47B
| $19M | 0.01% |
564,782
-13,385
| -2% | -$452K |
|
1808
Capri Holdings
CPRI
$1.7B
| $19M | 0.01% |
449,969
-10,204
| -2% | -$432K |
|
1809
Argan
AGX
$5.37B
| $19M | 0.01% |
547,392
+49,157
| +10% | +$1.89M |
|
1810
Mettler-Toledo International
MTD
$28.3B
| $19M | 0.01% |
66,660
+2,156
| +3% | +$681K |
|
|
HAYN
1811
DELISTED
Haynes International, Inc.
HAYN
| $19M | 0.01% |
501,556
+71,160
| +17% | +$2.91M |
|
|
LTC
1812
LTC Properties
LTC
$2.34B
| $18.9M | 0.01% |
444,104
+10,630
| +2% | +$451K |
|
|
VAR
1813
DELISTED
Varian Medical Systems, Inc.
VAR
| $18.9M | 0.01% |
292,876
+11,335
| +4% | +$827K |
|
|
CWEI
1814
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $18.9M | 0.01% |
487,952
+47,820
| +11% | +$2.1M |
|
1815
EQT Corp
EQT
$31.5B
| $18.9M | 0.01% |
536,231
+70,024
| +15% | +$2.86M |
|
1816
Ducommun
DCO
$2.52B
| $18.9M | 0.01% |
939,609
+4,853
| +0.5% | +$113K |
|
1817
ATI
ATI
$25B
| $18.8M | 0.01% |
1,328,769
+179,476
| +16% | +$3.72M |
|
1818
Modine Manufacturing
MOD
$9.82B
| $18.8M | 0.01% |
2,394,075
+3,197
| +0.1% | +$29.8K |
|
1819
Miller Industries
MLR
$630M
| $18.8M | 0.01% |
961,310
+2,413
| +0.3% | +$47.7K |
|
|
EBIX
1820
DELISTED
Ebix Inc
EBIX
| $18.8M | 0.01% |
752,226
| – | – |
|
|
PEI
1821
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $18.8M | 0.01% |
63,050
+2,174
| +4% | +$682K |
|
|
DENN
1822
DELISTED
Denny's
DENN
| $18.7M | 0.01% |
1,699,415
+199,061
| +13% | +$2.32M |
|
1823
TriCo Bancshares
TCBK
$1.72B
| $18.7M | 0.01% |
762,462
+60,528
| +9% | +$1.47M |
|
1824
Zumiez
ZUMZ
$206M
| $18.7M | 0.01% |
1,197,833
+2,798
| +0.2% | +$63.8K |
|
|
EPAY
1825
DELISTED
Bottomline Technologies Inc
EPAY
| $18.7M | 0.01% |
748,558
-1,230
| -0.2% | -$32.8K |
|
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.