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 | |
|---|---|---|---|---|---|---|
1176
Gaming and Leisure Properties
GLPI
$11.7B
| $35.2M | 0.02% |
1,185,946
+41,099
| +4% | +$1.34M |
|
|
JBTM
1177
JBT Marel
JBTM
$5.72B
| $35.2M | 0.02% |
919,015
+31,152
| +4% | +$1.13M |
|
1178
Aaon
AAON
$6.3B
| $35.1M | 0.02% |
2,719,967
+70,896
| +3% | +$1.02M |
|
1179
PG&E
PCG
$29.5B
| $35.1M | 0.02% |
665,400
+22,366
| +3% | +$1.14M |
|
|
AXON
1180
Axon Enterprise
AXON
$36.8B
| $35.1M | 0.02% |
1,594,855
-7,028
| -0.4% | -$186K |
|
|
METR
1181
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $35.1M | 0.02% |
1,195,002
+5,644
| +0.5% | +$158K |
|
|
HI
1182
DELISTED
Hillenbrand
HI
| $35.1M | 0.02% |
1,347,652
+65,194
| +5% | +$1.8M |
|
|
SEE
1183
DELISTED
Sealed Air
SEE
| $35M | 0.02% |
747,108
+12,528
| +2% | +$647K |
|
1184
KBR
KBR
$4.63B
| $34.8M | 0.02% |
2,089,434
+393,672
| +23% | +$6.93M |
|
1185
HCA Healthcare
HCA
$92.9B
| $34.8M | 0.02% |
449,876
+51,445
| +13% | +$4.56M |
|
|
CFNL
1186
DELISTED
Cardinal Financial Corp
CFNL
| $34.8M | 0.02% |
1,511,496
+72,910
| +5% | +$1.66M |
|
1187
Quanex
NX
$941M
| $34.7M | 0.02% |
1,910,998
+13,156
| +0.7% | +$258K |
|
|
FOE
1188
DELISTED
Ferro Corporation
FOE
| $34.7M | 0.02% |
3,171,076
-70,211
| -2% | -$951K |
|
1189
Wolfspeed
WOLF
$1.26B
| $34.7M | 0.02% |
1,432,831
-8,043
| -0.6% | -$206K |
|
1190
CDW
CDW
$18.7B
| $34.7M | 0.02% |
848,736
+90,524
| +12% | +$3.43M |
|
1191
Corpay
CPAY
$26.5B
| $34.7M | 0.02% |
251,845
+54,719
| +28% | +$8.39M |
|
|
SBNY
1192
DELISTED
Signature Bank
SBNY
| $34.7M | 0.02% |
251,986
+1,844
| +0.7% | +$260K |
|
|
KRA
1193
DELISTED
Kraton Corporation
KRA
| $34.6M | 0.02% |
1,931,033
+240,943
| +14% | +$5.1M |
|
1194
McGrath RentCorp
MGRC
$2.73B
| $34.5M | 0.02% |
1,292,668
+56,624
| +5% | +$1.51M |
|
|
PSEM
1195
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $34.4M | 0.02% |
1,887,480
-10,369
| -0.5% | -$143K |
|
1196
TETRA Technologies
TTI
$911M
| $34.4M | 0.02% |
5,827,174
+671,776
| +13% | +$4.26M |
|
1197
Albany International
AIN
$1.7B
| $34.4M | 0.02% |
1,202,639
+44,246
| +4% | +$1.5M |
|
1198
Saic
SAIC
$5.6B
| $34.4M | 0.02% |
855,484
+46,242
| +6% | +$2.25M |
|
1199
Repligen
RGEN
$10.1B
| $34.3M | 0.02% |
1,232,678
-582
| -0% | -$21K |
|
1200
Agnico Eagle Mines
AEM
$102B
| $34.3M | 0.02% |
1,354,580
+533,111
| +65% | +$13M |
|
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.