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 | |
|---|---|---|---|---|---|---|
2176
DexCom
DXCM
$33.2B
| $10.7M | 0.01% |
496,952
+3,576
| +0.7% | +$79.8K |
|
|
PGRE
2177
DELISTED
Paramount Group
PGRE
| $10.7M | 0.01% |
634,084
+602,978
| +1,938% | +$10.4M |
|
2178
DXP Enterprises
DXPE
$2.86B
| $10.6M | 0.01% |
389,701
+25,231
| +7% | +$845K |
|
2179
Ultrapar
UGP
$8.08B
| $10.5M | 0.01% |
1,263,064
-93,588
| -7% | -$873K |
|
|
SGNT
2180
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $10.5M | 0.01% |
686,216
+66,400
| +11% | +$1.44M |
|
|
CSBK
2181
DELISTED
Clifton Bancorp Inc.
CSBK
| $10.5M | 0.01% |
755,081
+89,454
| +13% | +$1.25M |
|
|
CLD
2182
DELISTED
Cloud Peak Energy Inc
CLD
| $10.5M | 0.01% |
3,981,442
+4,513
| +0.1% | +$15K |
|
2183
Lumentum
LITE
$80.2B
| $10.5M | 0.01% |
+616,874
| New | +$11.7M |
|
|
GIFI
2184
DELISTED
Gulf Island Fabrication
GIFI
| $10.4M | 0.01% |
991,039
+9,114
| +0.9% | +$105K |
|
2185
CNX Resources
CNX
$4.96B
| $10.4M | 0.01% |
1,276,925
+10,229
| +0.8% | +$127K |
|
|
RKUS
2186
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $10.4M | 0.01% |
876,480
+302,149
| +53% | +$3.4M |
|
2187
Destination XL Group
DXLG
$35.9M
| $10.4M | 0.01% |
1,787,913
+84,636
| +5% | +$450K |
|
|
TMHC
2188
DELISTED
Taylor Morrison
TMHC
| $10.4M | 0.01% |
555,910
+78,534
| +16% | +$1.55M |
|
|
SFR
2189
DELISTED
Starwood Waypoint Homes
SFR
| $10.4M | 0.01% |
435,320
+83,808
| +24% | +$2.05M |
|
|
BLT
2190
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $10.4M | 0.01% |
1,858,404
-47,376
| -2% | -$349K |
|
2191
OceanFirst Financial
OCFC
$1.75B
| $10.4M | 0.01% |
601,057
+15,398
| +3% | +$277K |
|
|
SMI
2192
DELISTED
Semiconductor Manufacturing Intl
SMI
| $10.3M | 0.01% |
2,296,352
-3,574
| -0.2% | -$16.3K |
|
|
POM
2193
DELISTED
PEPCO HOLDINGS, INC.
POM
| $10.3M | 0.01% |
425,268
+1,783
| +0.4% | +$45.4K |
|
|
CAI
2194
DELISTED
CAI International, Inc.
CAI
| $10.3M | 0.01% |
1,021,295
+1,262
| +0.1% | +$17.8K |
|
2195
Empire State Realty Trust
ESRT
$720M
| $10.3M | 0.01% |
603,804
+338,186
| +127% | +$5.81M |
|
|
PNX
2196
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $10.3M | 0.01% |
310,836
-24,604
| -7% | -$368K |
|
|
SHOR
2197
DELISTED
ShoreTel, Inc.
SHOR
| $10.2M | 0.01% |
1,370,753
+49,474
| +4% | +$357K |
|
|
SLCA
2198
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $10.2M | 0.01% |
725,483
-10,600
| -1% | -$226K |
|
2199
FreightCar America
RAIL
$243M
| $10.2M | 0.01% |
594,619
+10,935
| +2% | +$220K |
|
2200
Provident Financial
PROV
$116M
| $10.2M | 0.01% |
605,267
-2,016
| -0.3% | -$33K |
|
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.