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 | |
|---|---|---|---|---|---|---|
|
SFLY
1001
DELISTED
Shutterfly, Inc.
SFLY
| $40.7M | 0.03% |
1,139,675
+160,031
| +16% | +$6.68M |
|
|
LTRPA
1002
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $40.7M | 0.03% |
1,837,213
+510,754
| +39% | +$14.1M |
|
1003
Haverty Furniture Companies
HVT
$429M
| $40.7M | 0.03% |
1,733,940
+11,356
| +0.7% | +$261K |
|
|
CPE
1004
DELISTED
Callon Petroleum Company
CPE
| $40.7M | 0.03% |
558,007
+67,765
| +14% | +$5.26M |
|
|
SIVB
1005
DELISTED
SVB Financial Group
SIVB
| $40.7M | 0.03% |
352,022
-1,918
| -0.5% | -$257K |
|
1006
Salesforce
CRM
$199B
| $40.6M | 0.03% |
585,467
+14,326
| +3% | +$1.02M |
|
1007
Rockwell Automation
ROK
$46.7B
| $40.6M | 0.03% |
400,463
+50,385
| +14% | +$5.71M |
|
|
KAMN
1008
DELISTED
Kaman Corp
KAMN
| $40.6M | 0.03% |
1,132,935
+41,331
| +4% | +$1.62M |
|
|
HOS
1009
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $40.6M | 0.03% |
3,001,403
-33,315
| -1% | -$591K |
|
1010
BorgWarner
BWA
$13B
| $40.6M | 0.03% |
1,108,392
+104,437
| +10% | +$4.34M |
|
1011
Tanger
SKT
$4.14B
| $40.5M | 0.03% |
1,227,792
+10,932
| +0.9% | +$356K |
|
1012
S&T Bancorp
STBA
$1.75B
| $40.4M | 0.03% |
1,237,933
+51,091
| +4% | +$1.57M |
|
|
GPOR
1013
DELISTED
Gulfport Energy Corp.
GPOR
| $40.4M | 0.03% |
1,360,159
+499,925
| +58% | +$17.2M |
|
1014
Ormat Technologies
ORA
$6.03B
| $40.4M | 0.03% |
1,185,799
-3,902
| -0.3% | -$144K |
|
|
LBY
1015
DELISTED
Libbey, Inc.
LBY
| $40.3M | 0.03% |
1,237,240
-32,168
| -3% | -$1.17M |
|
|
ANAT
1016
DELISTED
American National Group, Inc. Common Stock
ANAT
| $40.1M | 0.03% |
410,888
+20,276
| +5% | +$2.08M |
|
|
XLNX
1017
DELISTED
Xilinx Inc
XLNX
| $40.1M | 0.03% |
946,156
+92,674
| +11% | +$3.9M |
|
1018
W.W. Grainger
GWW
$59.2B
| $40.1M | 0.03% |
186,559
+4,175
| +2% | +$938K |
|
1019
Clorox
CLX
$10.3B
| $40.1M | 0.03% |
347,025
+10,110
| +3% | +$1.13M |
|
1020
TTM Technologies
TTMI
$12.5B
| $40M | 0.03% |
6,424,667
+435,560
| +7% | +$3.43M |
|
|
ESGR
1021
DELISTED
Enstar Group
ESGR
| $40M | 0.03% |
266,698
+13,326
| +5% | +$2.06M |
|
|
SRCI
1022
DELISTED
SRC Energy Inc
SRCI
| $40M | 0.03% |
4,081,429
+672,059
| +20% | +$6.86M |
|
|
WLL
1023
DELISTED
Whiting Petroleum Corporation
WLL
| $40M | 0.03% |
8,732
+2,675
| +44% | +$16.5M |
|
|
GWR
1024
DELISTED
Genesee & Wyoming Inc.
GWR
| $39.9M | 0.03% |
676,075
+49,241
| +8% | +$3.4M |
|
1025
Huntsman Corp
HUN
$1.62B
| $39.9M | 0.03% |
4,121,456
+562,151
| +16% | +$9.68M |
|
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.