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 | |
|---|---|---|---|---|---|---|
|
XL
226
DELISTED
XL Group Ltd.
XL
| $131M | 0.09% |
3,613,538
-2,775,308
| -43% | -$105M |
|
227
Alaska Air
ALK
$5.22B
| $131M | 0.09% |
1,651,708
-264,444
| -14% | -$20.2M |
|
|
AF
228
DELISTED
Astoria Financial Corporation
AF
| $131M | 0.09% |
8,144,432
+88,239
| +1% | +$1.36M |
|
229
Everest Group
EG
$15.8B
| $131M | 0.09% |
754,923
+1,808
| +0.2% | +$327K |
|
230
Target
TGT
$66.4B
| $130M | 0.09% |
1,657,292
-190,099
| -10% | -$15.2M |
|
231
Kohl's
KSS
$2.1B
| $130M | 0.09% |
2,806,068
+303,250
| +12% | +$17.1M |
|
232
Graphic Packaging
GPK
$3.33B
| $130M | 0.09% |
10,144,527
-2,741,085
| -21% | -$39.1M |
|
233
Avis
CAR
$5.21B
| $130M | 0.09% |
2,967,687
-207,562
| -7% | -$9M |
|
234
Louisiana-Pacific
LPX
$5.19B
| $130M | 0.09% |
9,095,936
-1,076,532
| -11% | -$17.1M |
|
235
Molson Coors Class B
TAP
$8.08B
| $129M | 0.08% |
1,554,765
-9,487
| -0.6% | -$687K |
|
236
Honeywell
HON
$76.9B
| $129M | 0.08% |
1,516,087
+57,377
| +4% | +$5.22M |
|
237
Ingredion
INGR
$6.48B
| $129M | 0.08% |
1,476,993
+37,090
| +3% | +$3.18M |
|
238
NOV
NOV
$7.09B
| $128M | 0.08% |
3,411,651
+153,030
| +5% | +$6.26M |
|
239
Western Digital
WDC
$161B
| $128M | 0.08% |
2,135,729
+91,485
| +4% | +$5.5M |
|
240
Lincoln National
LNC
$8.1B
| $128M | 0.08% |
2,698,241
-32,098
| -1% | -$1.72M |
|
241
AXIS Capital
AXS
$7.84B
| $126M | 0.08% |
2,353,907
-9,867
| -0.4% | -$548K |
|
242
Cathay General Bancorp
CATY
$4.23B
| $126M | 0.08% |
4,217,867
+95,408
| +2% | +$2.98M |
|
243
Carnival Corporation Ltd
CCL
$38.1B
| $126M | 0.08% |
2,541,558
+37,384
| +1% | +$1.9M |
|
244
Best Buy
BBY
$18.9B
| $126M | 0.08% |
3,399,121
+1,056,921
| +45% | +$36.2M |
|
245
Kimco Realty
KIM
$17.7B
| $126M | 0.08% |
5,153,926
-53,180
| -1% | -$1.28M |
|
246
Loews
L
$24.5B
| $126M | 0.08% |
3,476,649
-34,204
| -1% | -$1.28M |
|
247
FTI Consulting
FCN
$5.17B
| $126M | 0.08% |
3,023,823
+217,395
| +8% | +$8.95M |
|
248
HF Sinclair
DINO
$16.3B
| $124M | 0.08% |
2,541,616
+193,977
| +8% | +$9.23M |
|
|
OVTI
249
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $124M | 0.08% |
4,711,593
| – | – |
|
250
APA Corp
APA
$12.8B
| $124M | 0.08% |
3,154,750
-256,708
| -8% | -$11.7M |
|
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.