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 | |
|---|---|---|---|---|---|---|
|
ALOG
951
DELISTED
Analogic Corp
ALOG
| $42.6M | 0.03% |
519,172
+20,063
| +4% | +$1.63M |
|
952
BJ's Restaurants
BJRI
$1.27B
| $42.6M | 0.03% |
989,803
-106,293
| -10% | -$4.99M |
|
|
SUP
953
DELISTED
Superior Industries International
SUP
| $42.5M | 0.03% |
2,277,633
-1,119
| -0% | -$20.5K |
|
|
VG
954
DELISTED
Vonage Holdings Corporation
VG
| $42.5M | 0.03% |
7,234,296
-13,392
| -0.2% | -$76K |
|
|
SONC
955
DELISTED
Sonic Corp
SONC
| $42.5M | 0.03% |
1,851,748
-1,513
| -0.1% | -$41.9K |
|
956
Travel + Leisure Co
TNL
$3.95B
| $42.5M | 0.03% |
1,309,112
-15,057
| -1% | -$541K |
|
957
Sun Communities
SUI
$14B
| $42.3M | 0.03% |
624,807
+31,325
| +5% | +$2.09M |
|
|
LSI
958
DELISTED
Life Storage, Inc.
LSI
| $42.3M | 0.03% |
672,932
+22,050
| +3% | +$1.36M |
|
959
RLJ Lodging Trust
RLJ
$1.65B
| $42.3M | 0.03% |
1,673,618
+75,582
| +5% | +$2.18M |
|
|
MHFI
960
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $42.3M | 0.03% |
488,805
+18,388
| +4% | +$1.81M |
|
961
First Citizens BancShares
FCNCA
$23.7B
| $42.3M | 0.03% |
187,018
+3,544
| +2% | +$869K |
|
962
Astec Industries
ASTE
$942M
| $42.2M | 0.03% |
1,259,897
+113,191
| +10% | +$4.3M |
|
|
HAWK
963
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $42.2M | 0.03% |
994,393
+267,619
| +37% | +$11.4M |
|
964
InterDigital
IDCC
$8.48B
| $42.1M | 0.03% |
832,238
+39,595
| +5% | +$2.04M |
|
|
TSS
965
DELISTED
Total System Services, Inc.
TSS
| $42.1M | 0.03% |
926,654
+4,373
| +0.5% | +$199K |
|
|
CEB
966
DELISTED
CEB Inc.
CEB
| $42.1M | 0.03% |
615,887
+9,022
| +1% | +$697K |
|
|
NEWP
967
DELISTED
NEWPORT CORP
NEWP
| $42.1M | 0.03% |
3,060,437
+26,350
| +0.9% | +$414K |
|
968
WD-40
WDFC
$2.55B
| $42M | 0.03% |
471,686
+10,691
| +2% | +$932K |
|
|
RPAI
969
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $41.9M | 0.03% |
2,971,515
+242,863
| +9% | +$3.48M |
|
|
FNSR
970
DELISTED
Finisar Corp
FNSR
| $41.8M | 0.03% |
3,755,888
+882,564
| +31% | +$13.8M |
|
|
VSI
971
DELISTED
Vitamin Shoppe Inc.
VSI
| $41.7M | 0.03% |
1,278,494
+84,697
| +7% | +$3.02M |
|
972
Edwards Lifesciences
EW
$51.5B
| $41.7M | 0.03% |
1,760,220
-56,298
| -3% | -$1.36M |
|
|
TYC
973
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $41.7M | 0.03% |
1,188,779
+226,879
| +24% | +$8.74M |
|
|
AMWD
974
DELISTED
American Woodmark
AMWD
| $41.6M | 0.03% |
641,856
+29,797
| +5% | +$1.88M |
|
|
CY
975
DELISTED
Cypress Semiconductor
CY
| $41.6M | 0.03% |
4,886,610
-2,496,703
| -34% | -$26.2M |
|
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.