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 | |
|---|---|---|---|---|---|---|
2501
RCM Technologies
RCMT
$289M
| $5.26M | ﹤0.01% |
1,068,016
+2,100
| +0.2% | +$10.7K |
|
2502
Escalade
ESCA
$270M
| $5.26M | ﹤0.01% |
333,060
-544
| -0.2% | -$9.65K |
|
2503
Enbridge
ENB
$106B
| $5.25M | ﹤0.01% |
141,309
+6,800
| +5% | +$284K |
|
|
RLD
2504
DELISTED
REALD INC COM STK
RLD
| $5.16M | ﹤0.01% |
537,282
+59,858
| +13% | +$648K |
|
2505
Barrett Business Services
BBSI
$808M
| $5.16M | ﹤0.01% |
480,836
-180,536
| -27% | -$1.7M |
|
2506
Turkcell
TKC
$4.43B
| $5.16M | ﹤0.01% |
593,708
-95,282
| -14% | -$983K |
|
|
ABCD
2507
DELISTED
Cambium Learning Group, Inc.
ABCD
| $5.16M | ﹤0.01% |
1,081,072
| – | – |
|
|
AMNB
2508
DELISTED
American National Bankshares Inc
AMNB
| $5.15M | ﹤0.01% |
219,729
+5,762
| +3% | +$135K |
|
2509
TIM SA
TIMB
$9.06B
| $5.14M | ﹤0.01% |
543,585
-8,528
| -2% | -$109K |
|
2510
Ampco-Pittsburgh
AP
$176M
| $5.14M | ﹤0.01% |
471,072
-6,456
| -1% | -$81.9K |
|
|
USAP
2511
DELISTED
Universal Stainless & Alloy
USAP
| $5.13M | ﹤0.01% |
485,206
-10,917
| -2% | -$148K |
|
|
INDT
2512
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $5.12M | ﹤0.01% |
207,217
-456
| -0.2% | -$13.5K |
|
|
UNAM
2513
DELISTED
Unico American Corp
UNAM
| $5.12M | ﹤0.01% |
479,571
| – | – |
|
2514
Installed Building Products
IBP
$5.33B
| $5.12M | ﹤0.01% |
202,489
+162,935
| +412% | +$4.4M |
|
|
MXWL
2515
DELISTED
Maxwell Technologies Inc
MXWL
| $5.1M | ﹤0.01% |
941,077
| – | – |
|
|
BHR
2516
Braemar Hotels & Resorts
BHR
$122M
| $5.05M | ﹤0.01% |
363,742
+102,752
| +39% | +$1.46M |
|
|
HTB
2517
HomeTrust Bancshares
HTB
$780M
| $5.04M | ﹤0.01% |
271,760
+52,914
| +24% | +$942K |
|
|
CAJ
2518
DELISTED
Canon, Inc.
CAJ
| $5.04M | ﹤0.01% |
174,001
+7,450
| +4% | +$232K |
|
|
MRD
2519
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $5.02M | ﹤0.01% |
+285,604
| New | +$5.14M |
|
2520
Ultragenyx Pharmaceutical
RARE
$1.32B
| $5.01M | ﹤0.01% |
52,033
+29,375
| +130% | +$3.36M |
|
|
FNFV
2521
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $4.98M | ﹤0.01% |
425,083
-152
| -0% | -$2.21K |
|
2522
Clearfield
CLFD
$423M
| $4.96M | ﹤0.01% |
369,026
| – | – |
|
2523
Neurocrine Biosciences
NBIX
$15.4B
| $4.95M | ﹤0.01% |
124,510
+11,938
| +11% | +$577K |
|
|
VMW
2524
DELISTED
VMware, Inc
VMW
| $4.94M | ﹤0.01% |
62,695
+3,006
| +5% | +$250K |
|
|
ENZ
2525
DELISTED
Enzo Biochem, Inc.
ENZ
| $4.93M | ﹤0.01% |
1,555,096
-164,535
| -10% | -$499K |
|
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.