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 | |
|---|---|---|---|---|---|---|
|
DEL
1851
DELISTED
Deltic Timber
DEL
| $18.1M | 0.01% |
303,226
+15,759
| +5% | +$1.01M |
|
1852
Heritage Financial
HFWA
$1.15B
| $18M | 0.01% |
959,015
+55,794
| +6% | +$1.01M |
|
1853
Unisys
UIS
$181M
| $18M | 0.01% |
1,516,002
-24,399
| -2% | -$375K |
|
1854
TripAdvisor
TRIP
$1.04B
| $18M | 0.01% |
286,100
+4,876
| +2% | +$369K |
|
|
LBAI
1855
DELISTED
Lakeland Bancorp Inc
LBAI
| $18M | 0.01% |
1,622,410
+38,879
| +2% | +$444K |
|
|
SPA
1856
DELISTED
Sparton
SPA
| $18M | 0.01% |
839,693
+3,104
| +0.4% | +$73K |
|
|
SWI
1857
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $18M | 0.01% |
457,637
+80,686
| +21% | +$3.32M |
|
|
WDR
1858
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $18M | 0.01% |
516,261
+37,788
| +8% | +$1.56M |
|
|
SFE
1859
DELISTED
Safeguard Scientifics, Inc.
SFE
| $17.9M | 0.01% |
1,152,156
-17,631
| -2% | -$316K |
|
1860
Customers Bancorp
CUBI
$2.63B
| $17.9M | 0.01% |
695,751
+180,775
| +35% | +$4.6M |
|
1861
Rollins
ROL
$15.9B
| $17.9M | 0.01% |
1,496,795
+75,585
| +5% | +$954K |
|
1862
First Bancorp
FBP
$4.2B
| $17.9M | 0.01% |
5,015,029
+646
| +0% | +$2.62K |
|
1863
Crane NXT
CXT
$2.61B
| $17.8M | 0.01% |
1,101,079
+19,421
| +2% | +$357K |
|
1864
Warner Bros
WBD
$70.8B
| $17.8M | 0.01% |
684,492
+365,808
| +115% | +$10.8M |
|
1865
RH
RH
$2.4B
| $17.8M | 0.01% |
190,832
+11,107
| +6% | +$1.09M |
|
|
ECHO
1866
DELISTED
Echo Global Logistics, Inc.
ECHO
| $17.7M | 0.01% |
905,521
+145,087
| +19% | +$3.88M |
|
1867
Banco Santander Chile
BSAC
$16.2B
| $17.7M | 0.01% |
973,859
-108,360
| -10% | -$2.12M |
|
|
RFP
1868
DELISTED
Resolute Forest Products Inc.
RFP
| $17.7M | 0.01% |
2,135,086
+27,826
| +1% | +$270K |
|
|
GCI
1869
DELISTED
Gannett Co., Inc
GCI
| $17.7M | 0.01% |
1,204,073
-140,385
| -10% | -$1.84M |
|
|
WMAR
1870
DELISTED
West Marine Inc
WMAR
| $17.7M | 0.01% |
2,018,842
-3,043
| -0.2% | -$27.6K |
|
1871
Gorman-Rupp
GRC
$1.9B
| $17.7M | 0.01% |
737,676
+13,975
| +2% | +$346K |
|
|
PAMT
1872
PAMT Corp
PAMT
$258M
| $17.7M | 0.01% |
2,139,872
-525,864
| -20% | -$6.32M |
|
1873
Financial Institutions
FISI
$802M
| $17.7M | 0.01% |
713,365
+12,656
| +2% | +$310K |
|
|
THR
1874
DELISTED
Thermon Group Holdings
THR
| $17.7M | 0.01% |
859,924
+165,398
| +24% | +$3.82M |
|
1875
Pitney Bowes
PBI
$2.37B
| $17.7M | 0.01% |
890,327
+25,084
| +3% | +$515K |
|
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.