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 | |
|---|---|---|---|---|---|---|
|
GOLD
2951
DELISTED
Randgold Resources Ltd
GOLD
| $1.2M | ﹤0.01% |
20,376
-27
| -0.1% | -$1.63K |
|
|
RP
2952
DELISTED
RealPage, Inc.
RP
| $1.19M | ﹤0.01% |
71,366
+49,453
| +226% | +$919K |
|
|
VSR
2953
DELISTED
Versar, Inc.
VSR
| $1.18M | ﹤0.01% |
340,515
| – | – |
|
|
HBP
2954
DELISTED
Huttig Building Products, Inc.
HBP
| $1.18M | ﹤0.01% |
374,627
-8,027
| -2% | -$25.2K |
|
|
EMG
2955
DELISTED
Emergent Capital, Inc.
EMG
| $1.18M | ﹤0.01% |
+215,862
| New | +$1.15M |
|
|
ARPI
2956
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
| $1.17M | ﹤0.01% |
+67,994
| New | +$1.2M |
|
|
ALLB
2957
DELISTED
Alliance Bancorp Inc PA
ALLB
| $1.17M | ﹤0.01% |
48,919
| – | – |
|
|
ONE
2958
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $1.17M | ﹤0.01% |
593,199
-15,915
| -3% | -$35.8K |
|
2959
Alamos Gold
AGI
$12B
| $1.17M | ﹤0.01% |
316,009
+18,274
| +6% | +$73.2K |
|
|
TLN
2960
DELISTED
Talen Energy Corporation
TLN
| $1.17M | ﹤0.01% |
115,384
+37,295
| +48% | +$547K |
|
|
QGENF
2961
DELISTED
QIAGEN NV
QGENF
| $1.17M | ﹤0.01% |
45,165
| – | – |
|
2962
Canterbury Park Holding Corp
CPHC
$80.2M
| $1.16M | ﹤0.01% |
116,703
-500
| -0.4% | -$5.2K |
|
2963
QCR Holdings
QCRH
$1.68B
| $1.15M | ﹤0.01% |
52,751
+10,647
| +25% | +$231K |
|
2964
Corcept Therapeutics
CORT
$9.98B
| $1.15M | ﹤0.01% |
305,900
-62,779
| -17% | -$319K |
|
2965
United Microelectronic
UMC
$42.9B
| $1.15M | ﹤0.01% |
706,360
| – | – |
|
|
AENZ
2966
DELISTED
Aenza S.A.A.
AENZ
| $1.15M | ﹤0.01% |
96,333
+3,967
| +4% | +$60.6K |
|
|
LF
2967
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $1.14M | ﹤0.01% |
1,597,359
-229,806
| -13% | -$240K |
|
2968
McCormick & Company Voting
MKC.V
$13.9B
| $1.14M | ﹤0.01% |
27,912
+1,396
| +5% | +$56.7K |
|
2969
Hawthorn Bancshares
HWBK
$267M
| $1.14M | ﹤0.01% |
111,510
-4
| -0% | -$40 |
|
|
SBB
2970
DELISTED
SUSSEX BANCORP
SBB
| $1.14M | ﹤0.01% |
90,854
| – | – |
|
2971
INNOVATE Corp
VATE
$106M
| $1.13M | ﹤0.01% |
16,180
-4,619
| -22% | -$345K |
|
|
CARB
2972
DELISTED
Carbonite Inc
CARB
| $1.12M | ﹤0.01% |
100,613
| – | – |
|
2973
Peraso
PRSO
$9.41M
| $1.12M | ﹤0.01% |
94
-4
| -4% | -$48.9K |
|
|
VCO
2974
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
| $1.12M | ﹤0.01% |
33,670
-672
| -2% | -$22.3K |
|
2975
Golar LNG
GLNG
$4.82B
| $1.11M | ﹤0.01% |
39,909
-766
| -2% | -$29.7K |
|
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.