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 | |
|---|---|---|---|---|---|---|
|
LTM
1626
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $22.5M | 0.01% |
4,604,733
-15,621
| -0.3% | -$90.7K |
|
1627
WPP
WPP
$5.57B
| $22.4M | 0.01% |
215,617
+4,331
| +2% | +$473K |
|
|
DWA
1628
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $22.4M | 0.01% |
1,285,056
-3,026
| -0.2% | -$65.4K |
|
1629
LXP Industrial Trust
LXP
$3.59B
| $22.4M | 0.01% |
553,566
+14,496
| +3% | +$612K |
|
|
DNKN
1630
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $22.4M | 0.01% |
457,291
-52,521
| -10% | -$2.72M |
|
1631
Expeditors International
EXPD
$24.4B
| $22.3M | 0.01% |
474,345
+37,221
| +9% | +$1.76M |
|
1632
World Kinect Corp
WKC
$1.84B
| $22.3M | 0.01% |
623,358
+22,205
| +4% | +$924K |
|
1633
Rush Enterprises Class B
RUSHB
$6.51B
| $22.3M | 0.01% |
3,228,896
| – | – |
|
1634
Teradata
TDC
$2.66B
| $22.3M | 0.01% |
768,736
+8,698
| +1% | +$279K |
|
1635
Zebra Technologies
ZBRA
$16.3B
| $22.2M | 0.01% |
289,872
-31,296
| -10% | -$2.95M |
|
|
ATRI
1636
DELISTED
Atrion Corp
ATRI
| $22.2M | 0.01% |
59,165
+1,559
| +3% | +$605K |
|
1637
Douglas Dynamics
PLOW
$912M
| $22.2M | 0.01% |
1,116,027
+36,711
| +3% | +$780K |
|
1638
Brown-Forman Class B
BF.B
$12B
| $22.2M | 0.01% |
714,741
-32,025
| -4% | -$1.04M |
|
|
CAMP
1639
DELISTED
CalAmp Corp.
CAMP
| $22.1M | 0.01% |
59,816
+3,340
| +6% | +$1.31M |
|
1640
Builders FirstSource
BLDR
$6.13B
| $22.1M | 0.01% |
1,744,385
+500,286
| +40% | +$7.11M |
|
|
GPX
1641
DELISTED
GP Strategies Corp.
GPX
| $22.1M | 0.01% |
968,866
-46,560
| -5% | -$1.27M |
|
|
DFT
1642
DELISTED
DuPont Fabros Technology Inc.
DFT
| $22.1M | 0.01% |
853,707
+23,622
| +3% | +$671K |
|
|
RAVN
1643
DELISTED
Raven Industries Inc
RAVN
| $22.1M | 0.01% |
1,302,424
+118,960
| +10% | +$2.18M |
|
|
VRN
1644
DELISTED
Veren
VRN
| $22.1M | 0.01% |
1,930,095
+183,666
| +11% | +$2.58M |
|
1645
MACOM Technology Solutions
MTSI
$21B
| $22M | 0.01% |
757,387
+329,377
| +77% | +$10.4M |
|
1646
Culp Inc
CULP
$46.7M
| $21.9M | 0.01% |
683,493
+47,395
| +7% | +$1.49M |
|
1647
Citi Trends
CTRN
$486M
| $21.9M | 0.01% |
937,097
+63,663
| +7% | +$1.57M |
|
1648
Willis Towers Watson
WTW
$28.7B
| $21.9M | 0.01% |
201,618
+34,290
| +20% | +$4.07M |
|
|
MYCC
1649
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $21.9M | 0.01% |
1,018,737
+413,956
| +68% | +$9.57M |
|
|
ELME
1650
Elme Communities
ELME
$148M
| $21.9M | 0.01% |
876,580
+45,967
| +6% | +$1.19M |
|
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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.