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 | |
|---|---|---|---|---|---|---|
1501
Kite Realty
KRG
$5.09B
| $25.4M | 0.02% |
1,067,448
+101,827
| +11% | +$2.55M |
|
1502
Unilever
UL
$134B
| $25.4M | 0.02% |
553,459
+3,789
| +0.7% | +$181K |
|
1503
Mattel
MAT
$3.8B
| $25.3M | 0.02% |
1,203,439
+307,377
| +34% | +$7.19M |
|
1504
National CineMedia
NCMI
$209M
| $25.3M | 0.02% |
188,627
+13,743
| +8% | +$1.98M |
|
1505
Generac Holdings
GNRC
$12.2B
| $25.3M | 0.02% |
840,686
-2,931
| -0.3% | -$94.1K |
|
1506
Urban Edge Properties
UE
$2.54B
| $25.3M | 0.02% |
1,170,957
+105,745
| +10% | +$2.26M |
|
|
TAL
1507
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $25.3M | 0.02% |
1,847,112
-26,642
| -1% | -$561K |
|
1508
Acuity Brands
AYI
$8.97B
| $25.2M | 0.02% |
143,787
+1,734
| +1% | +$337K |
|
1509
Banco Santander
SAN
$215B
| $25.2M | 0.02% |
5,030,112
-55,403
| -1% | -$336K |
|
1510
Team
TISI
$126M
| $25.2M | 0.02% |
78,435
+3,247
| +4% | +$1.39M |
|
|
TIVO
1511
DELISTED
TIVO INC
TIVO
| $25.2M | 0.02% |
2,909,081
+896,920
| +45% | +$8.51M |
|
1512
A.O. Smith
AOS
$7.74B
| $25.1M | 0.02% |
771,256
-46,832
| -6% | -$1.6M |
|
1513
Community Trust Bancorp
CTBI
$1.38B
| $25.1M | 0.02% |
707,699
+20,511
| +3% | +$719K |
|
1514
Iridium Communications
IRDM
$5.03B
| $25.1M | 0.02% |
4,084,365
-1,200
| -0% | -$8.71K |
|
1515
Equinix
EQIX
$101B
| $25.1M | 0.02% |
91,868
-3,068
| -3% | -$841K |
|
1516
Otter Tail
OTTR
$3.72B
| $25.1M | 0.02% |
963,736
+15,226
| +2% | +$402K |
|
1517
FerroAtlántica
GSM
$796M
| $25.1M | 0.02% |
2,068,345
+308,297
| +18% | +$4.55M |
|
|
DISCK
1518
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $25M | 0.02% |
1,030,938
+451,164
| +78% | +$12.5M |
|
1519
Power Integrations
POWI
$2.75B
| $25M | 0.02% |
1,185,030
+4,944
| +0.4% | +$99K |
|
1520
Digi International
DGII
$2.76B
| $25M | 0.02% |
2,117,069
+28,365
| +1% | +$289K |
|
|
MDR
1521
DELISTED
McDermott International
MDR
| $24.9M | 0.02% |
1,932,643
| – | – |
|
|
AFAM
1522
DELISTED
Almost Family Inc
AFAM
| $24.9M | 0.02% |
621,928
+91,658
| +17% | +$4.09M |
|
|
RJET
1523
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $24.9M | 0.02% |
4,299,154
-3,636
| -0.1% | -$18.5K |
|
1524
Monolithic Power Systems
MPWR
$57.5B
| $24.8M | 0.02% |
485,182
-4,942
| -1% | -$245K |
|
|
CVGW
1525
DELISTED
Calavo Growers
CVGW
| $24.8M | 0.02% |
555,552
+71,172
| +15% | +$3.71M |
|
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.