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 | 18.98% |
| 2 | Industrials | 13.26% |
| 3 | Technology | 11.58% |
| 4 | Consumer Discretionary | 9.95% |
| 5 | Healthcare | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2851
RB Global
RBA
$21.5B
| $1.77M | ﹤0.01% |
68,528
+9,606
| +16% | +$263K |
|
|
CBK
2852
DELISTED
Christopher & Banks Corporation
CBK
| $1.77M | ﹤0.01% |
1,595,737
-44,134
| -3% | -$110K |
|
|
LL
2853
DELISTED
LL Flooring Holdings, Inc.
LL
| $1.77M | ﹤0.01% |
134,472
-15,803
| -11% | -$259K |
|
2854
Sypris Solutions
SYPR
$42.6M
| $1.76M | ﹤0.01% |
1,455,887
-11,524
| -0.8% | -$15.3K |
|
|
ESV
2855
DELISTED
Ensco Rowan plc
ESV
| $1.74M | ﹤0.01% |
30,959
+315
| +1% | +$21.7K |
|
|
GPIC
2856
DELISTED
Gaming Partners International Corporation
GPIC
| $1.74M | ﹤0.01% |
174,456
| – | – |
|
|
QADB
2857
DELISTED
QAD Inc. Class B
QADB
| $1.73M | ﹤0.01% |
80,854
| – | – |
|
2858
First United
FUNC
$289M
| $1.73M | ﹤0.01% |
210,535
| – | – |
|
|
OSHC
2859
DELISTED
Ocean Shore Holding Co.
OSHC
| $1.73M | ﹤0.01% |
107,532
+4,528
| +4% | +$69K |
|
|
LUMO
2860
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $1.73M | ﹤0.01% |
5,356
+55
| +1% | +$24.2K |
|
|
SNOW
2861
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
| $1.73M | ﹤0.01% |
199,457
+92,135
| +86% | +$904K |
|
2862
Amtech Systems
ASYS
$239M
| $1.72M | ﹤0.01% |
400,763
-9,421
| -2% | -$62.2K |
|
|
HNR
2863
DELISTED
Harvest Natural Resources
HNR
| $1.72M | ﹤0.01% |
309,459
-42,982
| -12% | -$213K |
|
2864
Flanigan's Enterprises
BDL
$70.6M
| $1.71M | ﹤0.01% |
61,087
| – | – |
|
2865
Beasley Broadcasting Group
BBGI
$35.3M
| $1.7M | ﹤0.01% |
20,563
| – | – |
|
2866
PennyMac Financial
PFSI
$4.47B
| $1.7M | ﹤0.01% |
105,922
+27,380
| +35% | +$475K |
|
2867
Stantec
STN
$8.17B
| $1.69M | ﹤0.01% |
76,964
+19,201
| +33% | +$488K |
|
2868
FirstService
FSV
$6.55B
| $1.68M | ﹤0.01% |
52,161
| – | – |
|
|
IO
2869
DELISTED
ION Geophysical Corporation
IO
| $1.68M | ﹤0.01% |
287,571
-14,412
| -5% | -$152K |
|
2870
Travelzoo
TZOO
$76.7M
| $1.66M | ﹤0.01% |
201,162
+72,802
| +57% | +$682K |
|
|
AIOT
2871
PowerFleet Inc
AIOT
$537M
| $1.66M | ﹤0.01% |
516,071
-19,101
| -4% | -$83.9K |
|
2872
Dorian LPG
LPG
$1.96B
| $1.65M | ﹤0.01% |
+159,739
| New | +$2.2M |
|
|
TTSH
2873
DELISTED
Tile Shop Holdings
TTSH
| $1.64M | ﹤0.01% |
136,606
| – | – |
|
|
CLUB
2874
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $1.62M | ﹤0.01% |
615,254
-16,448
| -3% | -$41.8K |
|
|
AVP
2875
DELISTED
Avon Products, Inc.
AVP
| $1.62M | ﹤0.01% |
497,896
-34,089
| -6% | -$173K |
|
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 19% of assets, up from 18% 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.