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 | |
|---|---|---|---|---|---|---|
1826
AMC Global Media
AMCX
$486M
| $18.7M | 0.01% |
255,845
+28,259
| +12% | +$2.18M |
|
|
EVHC
1827
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $18.7M | 0.01% |
169,447
+5,714
| +3% | +$707K |
|
1828
Brookdale Senior Living
BKD
$2.77B
| $18.6M | 0.01% |
810,226
+243,018
| +43% | +$7.18M |
|
1829
Leidos
LDOS
$16.4B
| $18.6M | 0.01% |
449,807
+52,490
| +13% | +$2.19M |
|
1830
Sabra Healthcare REIT
SBRA
$5.15B
| $18.6M | 0.01% |
801,564
+78,078
| +11% | +$1.99M |
|
|
FCE.A
1831
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $18.6M | 0.01% |
922,550
-92,327
| -9% | -$2.04M |
|
1832
Essential Utilities
WTRG
$11.8B
| $18.6M | 0.01% |
700,919
+33,941
| +5% | +$869K |
|
1833
Ameren
AEE
$28.8B
| $18.5M | 0.01% |
438,038
+6,033
| +1% | +$243K |
|
1834
Natural Gas Services Group
NGS
$462M
| $18.5M | 0.01% |
958,956
+19,979
| +2% | +$410K |
|
|
DISH
1835
DELISTED
DISH Network Corp.
DISH
| $18.5M | 0.01% |
317,151
+22,133
| +8% | +$1.4M |
|
1836
First Busey Corp
BUSE
$2.49B
| $18.5M | 0.01% |
930,669
+34,913
| +4% | +$670K |
|
1837
Idexx Laboratories
IDXX
$39.9B
| $18.5M | 0.01% |
248,898
+3,719
| +2% | +$266K |
|
|
MXIM
1838
DELISTED
Maxim Integrated Products
MXIM
| $18.5M | 0.01% |
552,650
+19,762
| +4% | +$654K |
|
1839
Fossil Group
FOSL
$333M
| $18.5M | 0.01% |
330,190
+14,180
| +4% | +$899K |
|
1840
Flowserve
FLS
$9.37B
| $18.5M | 0.01% |
448,527
+42,648
| +11% | +$1.95M |
|
1841
Copa Holdings
CPA
$5.35B
| $18.4M | 0.01% |
438,787
-13,691
| -3% | -$863K |
|
|
GRA
1842
DELISTED
W.R. Grace & Co.
GRA
| $18.4M | 0.01% |
197,677
+7,540
| +4% | +$748K |
|
|
TBHC
1843
DELISTED
The Brand House Collective
TBHC
| $18.4M | 0.01% |
853,803
+54,878
| +7% | +$1.38M |
|
1844
Paycom
PAYC
$10.2B
| $18.4M | 0.01% |
511,583
+350,557
| +218% | +$12.7M |
|
1845
Titan International
TWI
$461M
| $18.3M | 0.01% |
2,770,346
-133,850
| -5% | -$1.16M |
|
1846
IMAX
IMAX
$2.84B
| $18.3M | 0.01% |
541,779
-2,341
| -0.4% | -$81.1K |
|
|
FDML
1847
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $18.3M | 0.01% |
2,679,293
+6,734
| +0.3% | +$63K |
|
1848
Korea Electric Power
KEP
$14.5B
| $18.3M | 0.01% |
893,525
+43,282
| +5% | +$901K |
|
|
SYT
1849
DELISTED
Syngenta Ag
SYT
| $18.3M | 0.01% |
286,835
+2,900
| +1% | +$221K |
|
|
NATL
1850
DELISTED
National Interstate Corporation
NATL
| $18.3M | 0.01% |
685,028
+204
| +0% | +$5.46K |
|
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.