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 | |
|---|---|---|---|---|---|---|
|
ANAC
2051
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $13.2M | 0.01% |
112,278
+7,498
| +7% | +$979K |
|
2052
Northern Oil and Gas
NOG
$2.68B
| $13.2M | 0.01% |
298,829
-45,039
| -13% | -$2.31M |
|
|
CHUY
2053
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $13.2M | 0.01% |
465,012
+143,750
| +45% | +$4.27M |
|
|
TSYS
2054
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $13.2M | 0.01% |
3,835,924
+132,370
| +4% | +$472K |
|
2055
Koppers
KOP
$873M
| $13.2M | 0.01% |
653,007
+123,759
| +23% | +$2.63M |
|
2056
PENN Entertainment
PENN
$2.34B
| $13.1M | 0.01% |
781,538
| – | – |
|
2057
Kearny Financial
KRNY
$610M
| $13.1M | 0.01% |
1,140,952
+81,973
| +8% | +$938K |
|
|
TARO
2058
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $13.1M | 0.01% |
91,540
+16,098
| +21% | +$2.25M |
|
2059
CenterPoint Energy
CNP
$25.4B
| $13.1M | 0.01% |
725,128
+18,193
| +3% | +$340K |
|
2060
Medifast
MED
$134M
| $13.1M | 0.01% |
486,857
+6,772
| +1% | +$197K |
|
2061
Ubiquiti
UI
$36.1B
| $13M | 0.01% |
385,025
+265,268
| +222% | +$8.89M |
|
|
MRGE
2062
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
| $13M | 0.01% |
1,836,173
+255,050
| +16% | +$1.61M |
|
2063
STAG Industrial
STAG
$7.23B
| $13M | 0.01% |
713,723
+174,059
| +32% | +$3.28M |
|
2064
Sensata Technologies
ST
$6.15B
| $13M | 0.01% |
292,981
+11,319
| +4% | +$547K |
|
|
VOXX
2065
DELISTED
VOXX International Corporation Class A
VOXX
| $13M | 0.01% |
1,748,381
+41,486
| +2% | +$327K |
|
2066
Ecopetrol
EC
$35.7B
| $13M | 0.01% |
1,506,150
-101,164
| -6% | -$1.05M |
|
|
ACAT
2067
DELISTED
Arctic Cat Inc
ACAT
| $12.9M | 0.01% |
583,769
+195
| +0% | +$5.46K |
|
|
SHPG
2068
DELISTED
Shire pic
SHPG
| $12.9M | 0.01% |
63,060
+1,653
| +3% | +$393K |
|
2069
Canadian Imperial Bank of Commerce
CM
$103B
| $12.9M | 0.01% |
359,388
+57,330
| +19% | +$2.03M |
|
2070
Cass Information Systems
CASS
$710M
| $12.9M | 0.01% |
346,874
+12,300
| +4% | +$480K |
|
|
NUTR
2071
DELISTED
Nutraceutical International Co
NUTR
| $12.9M | 0.01% |
545,359
+21,169
| +4% | +$507K |
|
2072
Dolby
DLB
$5.38B
| $12.8M | 0.01% |
393,340
+94,396
| +32% | +$3.22M |
|
|
SP
2073
DELISTED
SP Plus Corporation
SP
| $12.8M | 0.01% |
552,277
+21,127
| +4% | +$515K |
|
|
SCAI
2074
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $12.8M | 0.01% |
390,616
+173,826
| +80% | +$6.51M |
|
2075
Pilgrim's Pride
PPC
$7.04B
| $12.8M | 0.01% |
613,721
-187,760
| -23% | -$4.03M |
|
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.