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 | |
|---|---|---|---|---|---|---|
|
S
1551
DELISTED
Sprint Corporation
S
| $24.2M | 0.02% |
6,310,418
-239,364
| -4% | -$1.01M |
|
|
CONE
1552
DELISTED
CyrusOne Inc Common Stock
CONE
| $24.2M | 0.02% |
741,004
+239,033
| +48% | +$7.6M |
|
1553
Williams-Sonoma
WSM
$25.8B
| $24.2M | 0.02% |
633,402
+14,672
| +2% | +$597K |
|
|
X
1554
DELISTED
US Steel
X
| $24.1M | 0.02% |
2,315,488
-15,992
| -0.7% | -$267K |
|
|
COWN
1555
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $24.1M | 0.02% |
1,322,758
+30,848
| +2% | +$679K |
|
1556
Ball Corp
BALL
$16.1B
| $24.1M | 0.02% |
775,584
+19,838
| +3% | +$672K |
|
1557
Flotek Industries
FTK
$1.11B
| $24.1M | 0.02% |
240,442
-1,525
| -0.6% | -$155K |
|
1558
Keysight
KEYS
$56.4B
| $24.1M | 0.02% |
780,698
+120,074
| +18% | +$3.74M |
|
1559
HEICO Corp Class A
HEI.A
$30.9B
| $24.1M | 0.02% |
1,293,977
+45,269
| +4% | +$848K |
|
|
HAR
1560
DELISTED
Harman International Industries
HAR
| $24.1M | 0.02% |
250,710
+31,417
| +14% | +$3.3M |
|
1561
Orthofix Medical
OFIX
$352M
| $24M | 0.02% |
711,514
+18,272
| +3% | +$651K |
|
1562
Grupo Cibest SA
CIB
$23.2B
| $24M | 0.02% |
744,344
+32,428
| +5% | +$1.17M |
|
1563
CVR Energy
CVI
$5.44B
| $23.9M | 0.02% |
583,143
+128,254
| +28% | +$5.09M |
|
|
CTXS
1564
DELISTED
Citrix Systems Inc
CTXS
| $23.9M | 0.02% |
433,881
+11,907
| +3% | +$678K |
|
1565
Chesapeake Utilities
CPK
$3.15B
| $23.8M | 0.02% |
449,271
+28,853
| +7% | +$1.47M |
|
1566
Royal Gold
RGLD
$21.3B
| $23.8M | 0.02% |
507,398
+10,507
| +2% | +$540K |
|
1567
Motorcar Parts of America
MPAA
$200M
| $23.8M | 0.02% |
760,090
+76,453
| +11% | +$2.36M |
|
1568
Build-A-Bear
BBW
$314M
| $23.8M | 0.02% |
1,260,355
-207,759
| -14% | -$3.93M |
|
1569
United Natural Foods
UNFI
$2.79B
| $23.8M | 0.02% |
490,187
-1,619
| -0.3% | -$83.2K |
|
1570
Covenant Logistics
CVLG
$863M
| $23.8M | 0.02% |
2,643,574
+110,794
| +4% | +$1.3M |
|
1571
First Financial Bankshares
FFIN
$4.71B
| $23.7M | 0.02% |
1,494,498
+5,800
| +0.4% | +$94.1K |
|
|
SIAL
1572
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $23.7M | 0.02% |
170,783
+605
| +0.4% | +$84.4K |
|
|
TRST
1573
Trustco Bank Corp NY
TRST
$958M
| $23.6M | 0.02% |
809,417
+64,502
| +9% | +$2.01M |
|
1574
Teekay
TK
$1.29B
| $23.6M | 0.02% |
797,348
+156,742
| +24% | +$5.61M |
|
|
WWAV
1575
DELISTED
The WhiteWave Foods Company
WWAV
| $23.6M | 0.02% |
587,615
+5,621
| +1% | +$268K |
|
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.