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 | |
|---|---|---|---|---|---|---|
1101
Lloyds Banking Group
LYG
$86.1B
| $37.3M | 0.02% |
8,116,480
-1,026,894
| -11% | -$5.14M |
|
1102
AngioDynamics
ANGO
$636M
| $37.3M | 0.02% |
2,829,939
+28,842
| +1% | +$435K |
|
1103
Snap-on
SNA
$19.3B
| $37.3M | 0.02% |
246,971
+1,557
| +0.6% | +$250K |
|
|
BBL
1104
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $37.3M | 0.02% |
1,214,837
+109,204
| +10% | +$3.83M |
|
1105
Gerdau
GGB
$10B
| $37.2M | 0.02% |
34,193,230
-1,099,465
| -3% | -$1.51M |
|
|
DBD
1106
DELISTED
Diebold Nixdorf Incorporated
DBD
| $37.2M | 0.02% |
1,249,781
+126,803
| +11% | +$4.12M |
|
1107
John B. Sanfilippo & Son
JBSS
$808M
| $37.2M | 0.02% |
725,789
+2,816
| +0.4% | +$146K |
|
|
CLC
1108
DELISTED
Clarcor
CLC
| $37.2M | 0.02% |
779,953
+184,088
| +31% | +$10.4M |
|
|
NP
1109
DELISTED
Neenah, Inc. Common Stock
NP
| $37.2M | 0.02% |
637,915
+11,458
| +2% | +$671K |
|
1110
American Electric Power
AEP
$66.1B
| $37.2M | 0.02% |
653,839
+19,783
| +3% | +$1.1M |
|
1111
Franklin Templeton
BEN
$16.9B
| $37.2M | 0.02% |
997,236
+93,334
| +10% | +$4.04M |
|
1112
Tractor Supply
TSCO
$17.2B
| $37.1M | 0.02% |
2,203,035
+34,220
| +2% | +$610K |
|
|
WPX
1113
DELISTED
WPX Energy, Inc.
WPX
| $37.1M | 0.02% |
5,605,856
+868,227
| +18% | +$7.26M |
|
1114
Cato Corp
CATO
$47M
| $37.1M | 0.02% |
1,089,984
+31,549
| +3% | +$1.15M |
|
|
XXIA
1115
DELISTED
Ixia
XXIA
| $37.1M | 0.02% |
2,557,509
+251,156
| +11% | +$3.58M |
|
1116
Incyte
INCY
$25.6B
| $37M | 0.02% |
335,763
+4,937
| +1% | +$554K |
|
1117
Heartland Express
HTLD
$938M
| $37M | 0.02% |
1,854,937
+34,088
| +2% | +$698K |
|
1118
Charter Communications
CHTR
$15.5B
| $37M | 0.02% |
210,182
-13,411
| -6% | -$2.45M |
|
1119
Sony
SONY
$139B
| $36.9M | 0.02% |
7,537,075
-2,317,225
| -24% | -$12.4M |
|
|
AVG
1120
DELISTED
AVG Technologies N.V.
AVG
| $36.9M | 0.02% |
1,697,699
+107,432
| +7% | +$2.73M |
|
1121
Carlisle Companies
CSL
$12.7B
| $36.9M | 0.02% |
421,883
-3,294
| -0.8% | -$329K |
|
1122
Insperity
NSP
$1.91B
| $36.9M | 0.02% |
1,678,414
+64,518
| +4% | +$1.53M |
|
1123
British American Tobacco
BTI
$120B
| $36.9M | 0.02% |
669,636
+28,592
| +4% | +$1.59M |
|
|
DST
1124
DELISTED
DST Systems Inc.
DST
| $36.8M | 0.02% |
700,686
-135,414
| -16% | -$7.53M |
|
1125
Hanmi Financial
HAFC
$957M
| $36.8M | 0.02% |
1,459,833
+57,981
| +4% | +$1.45M |
|
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.