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 | |
|---|---|---|---|---|---|---|
2626
Greif Class B
GEF.B
$4.06B
| $3.7M | ﹤0.01% |
95,740
+2,311
| +2% | +$92.6K |
|
2627
Intrepid Potash
IPI
$514M
| $3.7M | ﹤0.01% |
66,776
-4,569
| -6% | -$380K |
|
|
KONA
2628
DELISTED
Kona Grill, Inc.
KONA
| $3.66M | ﹤0.01% |
232,423
-49,659
| -18% | -$954K |
|
|
KEM
2629
DELISTED
KEMET Corporation
KEM
| $3.66M | ﹤0.01% |
1,988,770
-61,876
| -3% | -$124K |
|
2630
Tandy Leather Factory
TLF
$21.7M
| $3.65M | ﹤0.01% |
490,832
| – | – |
|
|
IBTX
2631
DELISTED
Independent Bank Group, Inc.
IBTX
| $3.64M | ﹤0.01% |
94,784
+35,455
| +60% | +$1.5M |
|
|
ONIT
2632
Onity Group
ONIT
$285M
| $3.64M | ﹤0.01% |
36,159
-547
| -1% | -$69.3K |
|
|
MSL
2633
DELISTED
Midsouth Bancorp, Inc.
MSL
| $3.64M | ﹤0.01% |
311,153
+14,713
| +5% | +$202K |
|
|
RST
2634
DELISTED
ROSETTA STONE INC
RST
| $3.63M | ﹤0.01% |
542,579
-49,768
| -8% | -$355K |
|
2635
Green Brick Partners
GRBK
$2.85B
| $3.62M | ﹤0.01% |
334,642
+323,450
| +2,890% | +$3.89M |
|
|
EIGI
2636
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $3.61M | ﹤0.01% |
270,393
+2,224
| +0.8% | +$38.2K |
|
2637
TriNet
TNET
$3.18B
| $3.6M | ﹤0.01% |
214,444
+5,800
| +3% | +$119K |
|
2638
Dime Commercial Bancshares
DCOM
$1.79B
| $3.6M | ﹤0.01% |
134,842
+12,460
| +10% | +$335K |
|
2639
Ascent Industries
ACNT
$134M
| $3.59M | ﹤0.01% |
391,543
| – | – |
|
2640
Atlanticus Holdings
ATLC
$1.41B
| $3.58M | ﹤0.01% |
973,909
| – | – |
|
2641
AXT Inc
AXTI
$4.22B
| $3.58M | ﹤0.01% |
1,866,606
-11,551
| -0.6% | -$25.9K |
|
2642
First Business Financial Services
FBIZ
$600M
| $3.57M | ﹤0.01% |
151,684
+6,312
| +4% | +$143K |
|
2643
Lands' End
LE
$304M
| $3.56M | ﹤0.01% |
131,607
-16,307
| -11% | -$408K |
|
2644
Nature's Sunshine
NATR
$230M
| $3.55M | ﹤0.01% |
296,517
+12,720
| +4% | +$158K |
|
|
PWX
2645
DELISTED
Providence & Worcester Railroad Company
PWX
| $3.54M | ﹤0.01% |
223,668
| – | – |
|
2646
Agios Pharmaceuticals
AGIO
$1.97B
| $3.54M | ﹤0.01% |
50,137
-3,377
| -6% | -$330K |
|
|
LSBG
2647
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.49M | ﹤0.01% |
240,545
-200
| -0.1% | -$2.94K |
|
2648
Fox Factory Holding Corp
FOXF
$812M
| $3.48M | ﹤0.01% |
206,494
+45,876
| +29% | +$721K |
|
|
MFNC
2649
DELISTED
Mackinac Financial Corporation
MFNC
| $3.47M | ﹤0.01% |
+343,282
| New | +$3.61M |
|
|
MNI
2650
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $3.46M | ﹤0.01% |
357,044
-12,524
| -3% | -$128K |
|
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.